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fix: make since/until optional

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This commit is contained in:
ycdesu 2021-03-29 22:07:21 +08:00
parent f526a937d1
commit 66f165584f
1 changed files with 16 additions and 19 deletions
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35
pkg/exchange/ftx/exchange.go
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@ -152,10 +152,14 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
} }
if options.EndTime != nil { if options.EndTime != nil {
until = *options.EndTime until = *options.EndTime
} else {
until = time.Now()
} }
if err := verifySinceUntil(since, until); err != nil {
return nil, err if since.After(until) {
return nil, fmt.Errorf("invalid query trades time range, since: %+v, until: %+v", since, until)
} }
if options.Limit == 1 { if options.Limit == 1 {
// FTX doesn't provide pagination api, so we have to split the since/until time range into small slices, and paginate ourselves. // FTX doesn't provide pagination api, so we have to split the since/until time range into small slices, and paginate ourselves.
// If the limit is 1, we always get the same data from FTX. // If the limit is 1, we always get the same data from FTX.
@ -213,8 +217,11 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
} }
func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) { func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since, until time.Time) (allDeposits []types.Deposit, err error) {
if err = verifySinceUntil(since, until); err != nil { if until == (time.Time{}) {
return nil, err until = time.Now()
}
if since.After(until) {
return nil, fmt.Errorf("invalid query deposit history time range, since: %+v, until: %+v", since, until)
} }
asset = TrimUpperString(asset) asset = TrimUpperString(asset)
@ -300,8 +307,11 @@ func (e *Exchange) QueryOpenOrders(ctx context.Context, symbol string) (orders [
// symbol, since and until are all optional. FTX can only query by order created time, not updated time. // symbol, since and until are all optional. FTX can only query by order created time, not updated time.
// FTX doesn't support lastOrderID, so we will query by the time range first, and filter by the lastOrderID. // FTX doesn't support lastOrderID, so we will query by the time range first, and filter by the lastOrderID.
func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) { func (e *Exchange) QueryClosedOrders(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) (orders []types.Order, err error) {
if err := verifySinceUntil(since, until); err != nil { if until == (time.Time{}) {
return nil, err until = time.Now()
}
if since.After(until) {
return nil, fmt.Errorf("invalid query closed orders time range, since: %+v, until: %+v", since, until)
} }
symbol = TrimUpperString(symbol) symbol = TrimUpperString(symbol)
@ -368,16 +378,3 @@ func (e *Exchange) QueryTicker(ctx context.Context, symbol string) (*types.Ticke
func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) { func (e *Exchange) QueryTickers(ctx context.Context, symbol ...string) (map[string]types.Ticker, error) {
panic("implement me") panic("implement me")
} }
func verifySinceUntil(since, until time.Time) error {
if since.After(until) {
return fmt.Errorf("since can't be greater than until")
}
if since == (time.Time{}) {
return fmt.Errorf("since not found")
}
if until == (time.Time{}) {
return fmt.Errorf("until not found")
}
return nil
}