mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
maxapi: rewrite public service with requestgen
This commit is contained in:
parent
fc73a12689
commit
8f17d6b019
|
@ -4,10 +4,10 @@ import (
|
|||
"context"
|
||||
"fmt"
|
||||
"net/url"
|
||||
"strconv"
|
||||
"strings"
|
||||
"time"
|
||||
|
||||
"github.com/c9s/requestgen"
|
||||
"github.com/pkg/errors"
|
||||
"github.com/valyala/fastjson"
|
||||
|
||||
|
@ -16,7 +16,7 @@ import (
|
|||
)
|
||||
|
||||
type PublicService struct {
|
||||
client *RestClient
|
||||
client requestgen.AuthenticatedAPIClient
|
||||
}
|
||||
|
||||
type Market struct {
|
||||
|
@ -234,35 +234,39 @@ func (k KLine) KLine() types.KLine {
|
|||
}
|
||||
|
||||
func (s *PublicService) KLines(symbol string, resolution string, start time.Time, limit int) ([]KLine, error) {
|
||||
queries := url.Values{}
|
||||
queries.Set("market", symbol)
|
||||
|
||||
interval, err := ParseInterval(resolution)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
queries.Set("period", strconv.Itoa(int(interval)))
|
||||
|
||||
nilTime := time.Time{}
|
||||
if start != nilTime {
|
||||
queries.Set("timestamp", strconv.FormatInt(start.Unix(), 10))
|
||||
}
|
||||
|
||||
if limit > 0 {
|
||||
queries.Set("limit", strconv.Itoa(limit)) // default to 30, max limit = 10,000
|
||||
}
|
||||
|
||||
req, err := s.client.NewRequest(context.Background(), "GET", fmt.Sprintf("%s/k", s.client.BaseURL), queries, nil)
|
||||
req := s.NewGetKLinesRequest()
|
||||
req.Market(symbol).Period(int(interval)).Timestamp(start).Limit(limit)
|
||||
data, err := req.Do(context.Background())
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("request build error: %s", err.Error())
|
||||
return nil, err
|
||||
}
|
||||
|
||||
resp, err := s.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("request failed: %s", err.Error())
|
||||
var kLines []KLine
|
||||
for _, slice := range data {
|
||||
ts := int64(slice[0])
|
||||
startTime := time.Unix(ts, 0)
|
||||
endTime := startTime.Add(time.Duration(interval)*time.Minute - time.Millisecond)
|
||||
isClosed := time.Now().Before(endTime)
|
||||
kLines = append(kLines, KLine{
|
||||
Symbol: symbol,
|
||||
Interval: resolution,
|
||||
StartTime: startTime,
|
||||
EndTime: endTime,
|
||||
Open: fixedpoint.NewFromFloat(slice[1]),
|
||||
High: fixedpoint.NewFromFloat(slice[2]),
|
||||
Low: fixedpoint.NewFromFloat(slice[3]),
|
||||
Close: fixedpoint.NewFromFloat(slice[4]),
|
||||
Volume: fixedpoint.NewFromFloat(slice[5]),
|
||||
Closed: isClosed,
|
||||
})
|
||||
}
|
||||
|
||||
return parseKLines(resp.Body, symbol, resolution, interval)
|
||||
return kLines, nil
|
||||
// return parseKLines(resp.Body, symbol, resolution, interval)
|
||||
}
|
||||
|
||||
func parseKLines(payload []byte, symbol, resolution string, interval Interval) (klines []KLine, err error) {
|
||||
|
|
Loading…
Reference in New Issue
Block a user