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rename trade callbacks to trade update callbacks

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This commit is contained in:
c9s 2020-10-29 19:47:39 +08:00
parent 224acd0ca9
commit 74a9cae38e
3 changed files with 29 additions and 9 deletions
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7
pkg/types/orderbook.go
View File

@ -40,6 +40,13 @@ func (slice PriceVolumeSlice) Copy() PriceVolumeSlice {
return append(slice[:0:0], slice...) return append(slice[:0:0], slice...)
} }
func (slice PriceVolumeSlice) First() (PriceVolume, bool) {
if len(slice) > 0 {
return slice[0], true
}
return PriceVolume{}, false
}
func (slice PriceVolumeSlice) IndexByVolumeDepth(requiredVolume fixedpoint.Value) int { func (slice PriceVolumeSlice) IndexByVolumeDepth(requiredVolume fixedpoint.Value) int {
var tv int64 = 0 var tv int64 = 0
for x, el := range slice { for x, el := range slice {

24
pkg/types/standardstream_callbacks.go
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@ -2,18 +2,26 @@
package types package types
import () func (stream *StandardStream) OnTradeUpdate(cb func(trade Trade)) {
stream.tradeUpdateCallbacks = append(stream.tradeUpdateCallbacks, cb)
func (stream *StandardStream) OnTrade(cb func(trade Trade)) {
stream.tradeCallbacks = append(stream.tradeCallbacks, cb)
} }
func (stream *StandardStream) EmitTrade(trade Trade) { func (stream *StandardStream) EmitTradeUpdate(trade Trade) {
for _, cb := range stream.tradeCallbacks { for _, cb := range stream.tradeUpdateCallbacks {
cb(trade) cb(trade)
} }
} }
func (stream *StandardStream) OnOrderUpdate(cb func(order Order)) {
stream.orderUpdateCallbacks = append(stream.orderUpdateCallbacks, cb)
}
func (stream *StandardStream) EmitOrderUpdate(order Order) {
for _, cb := range stream.orderUpdateCallbacks {
cb(order)
}
}
func (stream *StandardStream) OnBalanceSnapshot(cb func(balances map[string]Balance)) { func (stream *StandardStream) OnBalanceSnapshot(cb func(balances map[string]Balance)) {
stream.balanceSnapshotCallbacks = append(stream.balanceSnapshotCallbacks, cb) stream.balanceSnapshotCallbacks = append(stream.balanceSnapshotCallbacks, cb)
} }
@ -75,7 +83,9 @@ func (stream *StandardStream) EmitBookSnapshot(book OrderBook) {
} }
type StandardStreamEventHub interface { type StandardStreamEventHub interface {
OnTrade(cb func(trade Trade)) OnTradeUpdate(cb func(trade Trade))
OnOrderUpdate(cb func(order Order))
OnBalanceSnapshot(cb func(balances map[string]Balance)) OnBalanceSnapshot(cb func(balances map[string]Balance))

7
pkg/types/stream.go
View File

@ -22,8 +22,11 @@ var KLineChannel = Channel("kline")
type StandardStream struct { type StandardStream struct {
Subscriptions []Subscription Subscriptions []Subscription
// private trade callbacks // private trade update callbacks
tradeCallbacks []func(trade Trade) tradeUpdateCallbacks []func(trade Trade)
// private order update callbacks
orderUpdateCallbacks []func(order Order)
// balance snapshot callbacks // balance snapshot callbacks
balanceSnapshotCallbacks []func(balances map[string]Balance) balanceSnapshotCallbacks []func(balances map[string]Balance)