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service: add is_futures fields to order service

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c9s 2021-12-05 15:59:23 +08:00
parent 5aa027f883
commit 9b56e9e32b
1 changed files with 21 additions and 8 deletions
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29
pkg/service/order.go
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@ -20,7 +20,9 @@ type OrderService struct {
func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
isMargin := false
isFutures := false
isIsolated := false
if marginExchange, ok := exchange.(types.MarginExchange); ok {
marginSettings := marginExchange.GetMarginSettings()
isMargin = marginSettings.IsMargin
@ -30,7 +32,17 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol
}
}
records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isIsolated, 50)
if futuresExchange, ok := exchange.(types.FuturesExchange); ok {
futuresSettings := futuresExchange.GetFuturesSettings()
isFutures = futuresSettings.IsFutures
isIsolated = futuresSettings.IsIsolatedFutures
if futuresSettings.IsIsolatedFutures {
symbol = futuresSettings.IsolatedFuturesSymbol
}
}
records, err := s.QueryLast(exchange.Name(), symbol, isMargin, isFutures, isIsolated, 50)
if err != nil {
return err
}
@ -78,14 +90,15 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol
// QueryLast queries the last order from the database
func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isIsolated bool, limit int) ([]types.Order, error) {
log.Infof("querying last order exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated)
func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin, isFutures, isIsolated bool, limit int) ([]types.Order, error) {
log.Infof("querying last order 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 orders 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 orders 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{}{
"exchange": ex,
"symbol": symbol,
"is_margin": isMargin,
"is_futures": isFutures,
"is_isolated": isIsolated,
"limit": limit,
})
@ -195,15 +208,15 @@ func (s *OrderService) scanRows(rows *sqlx.Rows) (orders []types.Order, err erro
func (s *OrderService) Insert(order types.Order) (err error) {
if s.DB.DriverName() == "mysql" {
_, err = s.DB.NamedExec(`
INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated)
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated)
ON DUPLICATE KEY UPDATE status=:status, executed_quantity=:executed_quantity, is_working=:is_working, updated_at=:updated_at`, order)
return err
}
_, err = s.DB.NamedExec(`
INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_isolated)
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_isolated)
INSERT INTO orders (exchange, order_id, client_order_id, order_type, status, symbol, price, stop_price, quantity, executed_quantity, side, is_working, time_in_force, created_at, updated_at, is_margin, is_futures, is_isolated)
VALUES (:exchange, :order_id, :client_order_id, :order_type, :status, :symbol, :price, :stop_price, :quantity, :executed_quantity, :side, :is_working, :time_in_force, :created_at, :updated_at, :is_margin, :is_futures, :is_isolated)
`, order)
return err