lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 08:45:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #436 from jessy1092/ftx/correct-poll-klines

Browse Source 
ftx: Separate the lastClosed record for different interval
This commit is contained in:
Yo-An Lin 2022-01-17 20:52:39 +08:00 committed by GitHub
commit a8c5a80357
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 5 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
pkg/exchange/ftx/stream.go
View File

@ -133,16 +133,16 @@ func (s *Stream) Subscribe(channel types.Channel, symbol string, option types.Su
func (s *Stream) pollKLines(ctx context.Context) { func (s *Stream) pollKLines(ctx context.Context) {
lastClosed := time.Time{} lastClosed := map[types.Interval]time.Time{}
// get current kline candle // get current kline candle
for _, sub := range s.klineSubscriptions { for _, sub := range s.klineSubscriptions {
klines := getLast2KLine(s.exchange, ctx, sub.symbol, sub.interval) klines := getLast2KLine(s.exchange, ctx, sub.symbol, sub.interval)
if len(klines) > 0 { if len(klines) > 0 {
// handle mutiple klines, get the latest one // handle mutiple klines, get the latest one
if lastClosed.Unix() < klines[0].StartTime.Unix() { if lastClosed[sub.interval].Unix() < klines[0].StartTime.Unix() {
s.EmitKLine(klines[0]) s.EmitKLine(klines[0])
s.EmitKLineClosed(klines[0]) s.EmitKLineClosed(klines[0])
lastClosed = klines[0].StartTime.Time() lastClosed[sub.interval] = klines[0].StartTime.Time()
} }
if len(klines) > 1 { if len(klines) > 1 {
@ -174,10 +174,10 @@ func (s *Stream) pollKLines(ctx context.Context) {
if len(klines) > 0 { if len(klines) > 0 {
// handle mutiple klines, get the latest one // handle mutiple klines, get the latest one
if lastClosed.Unix() < klines[0].StartTime.Unix() { if lastClosed[sub.interval].Unix() < klines[0].StartTime.Unix() {
s.EmitKLine(klines[0]) s.EmitKLine(klines[0])
s.EmitKLineClosed(klines[0]) s.EmitKLineClosed(klines[0])
lastClosed = klines[0].StartTime.Time() lastClosed[sub.interval] = klines[0].StartTime.Time()
} }
if len(klines) > 1 { if len(klines) > 1 {