split files for batch processor and margin settings

pkg/types/batch.go

@@ -0,0 +1,158 @@
+package types
+
+import (
+	"context"
+	"time"
+
+	"github.com/sirupsen/logrus"
+)
+
+type ExchangeBatchProcessor struct {
+	Exchange
+}
+
+func (e ExchangeBatchProcessor) BatchQueryClosedOrders(ctx context.Context, symbol string, startTime, endTime time.Time, lastOrderID uint64) (c chan Order, errC chan error) {
+	c = make(chan Order, 500)
+	errC = make(chan error, 1)
+
+	go func() {
+		defer close(c)
+		defer close(errC)
+
+		orderIDs := make(map[uint64]struct{}, 500)
+		if lastOrderID > 0 {
+			orderIDs[lastOrderID] = struct{}{}
+		}
+
+		for startTime.Before(endTime) {
+			time.Sleep(5 * time.Second)
+
+			logrus.Infof("batch querying %s closed orders %s <=> %s", symbol, startTime, endTime)
+
+			orders, err := e.QueryClosedOrders(ctx, symbol, startTime, endTime, lastOrderID)
+			if err != nil {
+				errC <- err
+				return
+			}
+
+			if len(orders) == 0 || (len(orders) == 1 && orders[0].OrderID == lastOrderID) {
+				return
+			}
+
+			for _, o := range orders {
+				if _, ok := orderIDs[o.OrderID]; ok {
+					logrus.Infof("skipping duplicated order id: %d", o.OrderID)
+					continue
+				}
+
+				c <- o
+				startTime = o.CreationTime
+				lastOrderID = o.OrderID
+				orderIDs[o.OrderID] = struct{}{}
+			}
+		}
+
+	}()
+
+	return c, errC
+}
+
+func (e ExchangeBatchProcessor) BatchQueryKLines(ctx context.Context, symbol string, interval Interval, startTime, endTime time.Time) (c chan KLine, errC chan error) {
+	c = make(chan KLine, 1000)
+	errC = make(chan error, 1)
+
+	go func() {
+		defer close(c)
+		defer close(errC)
+
+		for startTime.Before(endTime) {
+			time.Sleep(5 * time.Second)
+
+			kLines, err := e.QueryKLines(ctx, symbol, interval, KLineQueryOptions{
+				StartTime: &startTime,
+				Limit:     1000,
+			})
+
+			if err != nil {
+				errC <- err
+				return
+			}
+
+			if len(kLines) == 0 {
+				return
+			}
+
+			for _, kline := range kLines {
+				// ignore any kline before the given start time
+				if kline.StartTime.Before(startTime) {
+					continue
+				}
+
+				if kline.EndTime.After(endTime) {
+					return
+				}
+
+				c <- kline
+				startTime = kline.EndTime
+			}
+		}
+	}()
+
+	return c, errC
+}
+
+func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) (c chan Trade, errC chan error) {
+	c = make(chan Trade, 500)
+	errC = make(chan error, 1)
+
+	// last 7 days
+	var startTime = time.Now().Add(-7 * 24 * time.Hour)
+	if options.StartTime != nil {
+		startTime = *options.StartTime
+	}
+
+	var lastTradeID = options.LastTradeID
+
+	go func() {
+		defer close(c)
+		defer close(errC)
+
+		for {
+			time.Sleep(5 * time.Second)
+			logrus.Infof("querying %s trades from %s, limit=%d", symbol, startTime, options.Limit)
+
+			trades, err := e.QueryTrades(ctx, symbol, &TradeQueryOptions{
+				StartTime:   &startTime,
+				Limit:       options.Limit,
+				LastTradeID: lastTradeID,
+			})
+			if err != nil {
+				errC <- err
+				return
+			}
+
+			if len(trades) == 0 {
+				break
+			}
+
+			if len(trades) == 1 && trades[0].ID == lastTradeID {
+				break
+			}
+
+			logrus.Infof("returned %d trades", len(trades))
+
+			startTime = trades[len(trades)-1].Time
+			for _, t := range trades {
+				// ignore the first trade if last TradeID is given
+				if t.ID == lastTradeID {
+					continue
+				}
+
+				c <- t
+				lastTradeID = t.ID
+			}
+		}
+	}()
+
+	return c, errC
+}

pkg/types/exchange.go

@@ -6,7 +6,6 @@ import (
 	"time"
 
 	"github.com/pkg/errors"
-	log "github.com/sirupsen/logrus"
 )
 
 const DateFormat = "2006-01-02"
@@ -63,13 +62,6 @@ type Exchange interface {
 	CancelOrders(ctx context.Context, orders ...Order) error
 }
 
-type MarginExchange interface {
-	UseMargin()
-	UseIsolatedMargin(symbol string)
-	GetMarginSettings() MarginSettings
-	// QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error)
-}
-
 type TradeQueryOptions struct {
 	StartTime   *time.Time
 	EndTime     *time.Time
@@ -77,172 +69,3 @@ type TradeQueryOptions struct {
 	LastTradeID int64
 }
 
-type ExchangeBatchProcessor struct {
-	Exchange
-}
-
-func (e ExchangeBatchProcessor) BatchQueryClosedOrders(ctx context.Context, symbol string, startTime, endTime time.Time, lastOrderID uint64) (c chan Order, errC chan error) {
-	c = make(chan Order, 500)
-	errC = make(chan error, 1)
-
-	go func() {
-		defer close(c)
-		defer close(errC)
-
-		orderIDs := make(map[uint64]struct{}, 500)
-		if lastOrderID > 0 {
-			orderIDs[lastOrderID] = struct{}{}
-		}
-
-		for startTime.Before(endTime) {
-			time.Sleep(5 * time.Second)
-
-			log.Infof("batch querying %s closed orders %s <=> %s", symbol, startTime, endTime)
-
-			orders, err := e.QueryClosedOrders(ctx, symbol, startTime, endTime, lastOrderID)
-			if err != nil {
-				errC <- err
-				return
-			}
-
-			if len(orders) == 0 || (len(orders) == 1 && orders[0].OrderID == lastOrderID) {
-				return
-			}
-
-			for _, o := range orders {
-				if _, ok := orderIDs[o.OrderID]; ok {
-					log.Infof("skipping duplicated order id: %d", o.OrderID)
-					continue
-				}
-
-				c <- o
-				startTime = o.CreationTime
-				lastOrderID = o.OrderID
-				orderIDs[o.OrderID] = struct{}{}
-			}
-		}
-
-	}()
-
-	return c, errC
-}
-
-func (e ExchangeBatchProcessor) BatchQueryKLines(ctx context.Context, symbol string, interval Interval, startTime, endTime time.Time) (c chan KLine, errC chan error) {
-	c = make(chan KLine, 1000)
-	errC = make(chan error, 1)
-
-	go func() {
-		defer close(c)
-		defer close(errC)
-
-		for startTime.Before(endTime) {
-			time.Sleep(5 * time.Second)
-
-			kLines, err := e.QueryKLines(ctx, symbol, interval, KLineQueryOptions{
-				StartTime: &startTime,
-				Limit:     1000,
-			})
-
-			if err != nil {
-				errC <- err
-				return
-			}
-
-			if len(kLines) == 0 {
-				return
-			}
-
-			for _, kline := range kLines {
-				// ignore any kline before the given start time
-				if kline.StartTime.Before(startTime) {
-					continue
-				}
-
-				if kline.EndTime.After(endTime) {
-					return
-				}
-
-				c <- kline
-				startTime = kline.EndTime
-			}
-		}
-	}()
-
-	return c, errC
-}
-
-func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) (c chan Trade, errC chan error) {
-	c = make(chan Trade, 500)
-	errC = make(chan error, 1)
-
-	// last 7 days
-	var startTime = time.Now().Add(-7 * 24 * time.Hour)
-	if options.StartTime != nil {
-		startTime = *options.StartTime
-	}
-
-	var lastTradeID = options.LastTradeID
-
-	go func() {
-		defer close(c)
-		defer close(errC)
-
-		for {
-			time.Sleep(5 * time.Second)
-			log.Infof("querying %s trades from %s, limit=%d", symbol, startTime, options.Limit)
-
-			trades, err := e.QueryTrades(ctx, symbol, &TradeQueryOptions{
-				StartTime:   &startTime,
-				Limit:       options.Limit,
-				LastTradeID: lastTradeID,
-			})
-			if err != nil {
-				errC <- err
-				return
-			}
-
-			if len(trades) == 0 {
-				break
-			}
-
-			if len(trades) == 1 && trades[0].ID == lastTradeID {
-				break
-			}
-
-			log.Infof("returned %d trades", len(trades))
-
-			startTime = trades[len(trades)-1].Time
-			for _, t := range trades {
-				// ignore the first trade if last TradeID is given
-				if t.ID == lastTradeID {
-					continue
-				}
-
-				c <- t
-				lastTradeID = t.ID
-			}
-		}
-	}()
-
-	return c, errC
-}
-
-type MarginSettings struct {
-	IsMargin             bool
-	IsIsolatedMargin     bool
-	IsolatedMarginSymbol string
-}
-
-func (e MarginSettings) GetMarginSettings() MarginSettings {
-	return e
-}
-
-func (e *MarginSettings) UseMargin() {
-	e.IsMargin = true
-}
-
-func (e *MarginSettings) UseIsolatedMargin(symbol string) {
-	e.IsMargin = true
-	e.IsIsolatedMargin = true
-	e.IsolatedMarginSymbol = symbol
-}

pkg/types/margin.go

@@ -0,0 +1,28 @@
+package types
+
+type MarginExchange interface {
+	UseMargin()
+	UseIsolatedMargin(symbol string)
+	GetMarginSettings() MarginSettings
+	// QueryMarginAccount(ctx context.Context) (*binance.MarginAccount, error)
+}
+
+type MarginSettings struct {
+	IsMargin             bool
+	IsIsolatedMargin     bool
+	IsolatedMarginSymbol string
+}
+
+func (e MarginSettings) GetMarginSettings() MarginSettings {
+	return e
+}
+
+func (e *MarginSettings) UseMargin() {
+	e.IsMargin = true
+}
+
+func (e *MarginSettings) UseIsolatedMargin(symbol string) {
+	e.IsMargin = true
+	e.IsIsolatedMargin = true
+	e.IsolatedMarginSymbol = symbol
+}