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exchange/ftx: #415 fix kline issue

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This commit is contained in:
TonyQ 2022-01-02 02:34:29 +08:00
parent 073845baa1
commit 8315607de3
1 changed files with 9 additions and 4 deletions
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13
pkg/exchange/ftx/stream.go
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@ -139,10 +139,15 @@ func (s *Stream) pollKLines(ctx context.Context) {
klines := getLast2KLine(s.exchange, ctx, sub.symbol, sub.interval)
if len(klines) > 0 {
// handle mutiple klines, get the latest one
s.EmitKLine(klines[0])
s.EmitKLineClosed(klines[0])
s.EmitKLine(klines[1])
lastClosed = klines[0].StartTime.Time()
if lastClosed.Unix() < klines[0].StartTime.Unix() {
s.EmitKLine(klines[0])
s.EmitKLineClosed(klines[0])
lastClosed = klines[0].StartTime.Time()
}
if len(klines) > 1 {
s.EmitKLine(klines[1])
}
}
}