lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 08:11:08 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

service: add is_futures fields to trade service

Browse Source
This commit is contained in:
c9s 2021-12-05 15:59:42 +08:00
parent 9b56e9e32b
commit 874c7b39fa
1 changed files with 19 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

25
pkg/service/trade.go
View File

@ -52,7 +52,9 @@ func NewTradeService(db *sqlx.DB) *TradeService {
func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol string) error {
isMargin := false
isFutures := false
isIsolated := false
if marginExchange, ok := exchange.(types.MarginExchange); ok {
marginSettings := marginExchange.GetMarginSettings()
isMargin = marginSettings.IsMargin
@ -62,8 +64,18 @@ func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol
}
}
if futuresExchange, ok := exchange.(types.FuturesExchange); ok {
futuresSettings := futuresExchange.GetFuturesSettings()
isFutures = futuresSettings.IsFutures
isIsolated = futuresSettings.IsIsolatedFutures
if futuresSettings.IsIsolatedFutures {
symbol = futuresSettings.IsolatedFuturesSymbol
}
}
// records descending ordered
records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isIsolated, 50)
records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isFutures, isIsolated, 50)
if err != nil {
return err
}
@ -265,14 +277,15 @@ func generateMysqlTradingVolumeQuerySQL(options TradingVolumeQueryOptions) strin
}
// QueryLast queries the last trade from the database
func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isIsolated bool, limit int) ([]types.Trade, error) {
log.Debugf("querying last trade exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isFutures, isIsolated bool, limit int) ([]types.Trade, error) {
log.Debugf("querying last trade exchange = %s AND symbol = %s AND is_margin = %v AND is_futures = %v AND is_isolated = %v", ex, symbol, isMargin, isFutures, isIsolated)
sql := "SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit"
sql := "SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_futures = :is_futures AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT :limit"
rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
"symbol": symbol,
"exchange": ex,
"is_margin": isMargin,
"is_futures": isFutures,
"is_isolated": isIsolated,
"limit": limit,
})
@ -439,8 +452,8 @@ func (s *TradeService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err erro
func (s *TradeService) Insert(trade types.Trade) error {
_, err := s.DB.NamedExec(`
INSERT INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_isolated)
VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_isolated)`,
INSERT INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_futures, is_isolated)
VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_futures, :is_isolated)`,
trade)
return err
}