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fix kline sync conditions

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This commit is contained in:
c9s 2021-05-05 16:33:15 +08:00
parent d85037f9ea
commit a70d5cbcdc
2 changed files with 11 additions and 1 deletions
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2
pkg/exchange/batch/batch.go
View File

@ -95,7 +95,7 @@ func (e KLineBatchQuery) Query(ctx context.Context, symbol string, interval type
continue
}
if kline.EndTime.After(endTime) {
if kline.StartTime.After(endTime) {
return
}

10
pkg/exchange/max/exchange.go
View File

@ -771,6 +771,12 @@ func (e *Exchange) QueryRewards(ctx context.Context, startTime time.Time) ([]typ
return nil, errors.New("unknown error")
}
// QueryKLines returns the klines from the MAX exchange API.
// The KLine API of the MAX exchange uses inclusive time range
//
// https://max-api.maicoin.com/api/v2/k?market=btctwd&limit=10&period=1&timestamp=1620202440
// The above query will return a kline that starts with 1620202440 (unix timestamp) without endTime.
// We need to calculate the endTime by ourself.
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
if err := marketDataLimiter.Wait(ctx); err != nil {
return nil, err
@ -801,6 +807,10 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
var kLines []types.KLine
for _, k := range localKLines {
if options.EndTime != nil && k.StartTime.After(*options.EndTime) {
break
}
kLines = append(kLines, k.KLine())
}