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environment: check syncBufferPeriod
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parent
6b6bf2f722
commit
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@ -346,6 +346,8 @@ type EnvironmentConfig struct {
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DisableMarketDataStore bool `json:"disableMarketDataStore"`
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MaxSessionTradeBufferSize int `json:"maxSessionTradeBufferSize"`
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SyncBufferPeriod *types.Duration `json:"syncBufferPeriod"`
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}
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type Config struct {
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@ -37,6 +37,8 @@ func init() {
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rand.Seed(time.Now().UnixNano())
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}
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var defaultSyncBufferPeriod = 30 * time.Minute
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// IsBackTesting is a global variable that indicates the current environment is back-test or not.
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var IsBackTesting = false
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@ -645,7 +647,17 @@ func (environ *Environment) syncSession(
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log.Infof("syncing symbols %v from session %s", symbols, session.Name)
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return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, syncStartTime, symbols...)
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syncBufferPeriod := -defaultSyncBufferPeriod
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if environ.environmentConfig.SyncBufferPeriod != nil {
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syncBufferPeriod = -environ.environmentConfig.SyncBufferPeriod.Duration()
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}
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if syncBufferPeriod > 0 {
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log.Warnf("syncBufferPeriod should be a negative number, given: %d", syncBufferPeriod)
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}
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syncEndTime := time.Now().Add(syncBufferPeriod)
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return environ.SyncService.SyncSessionSymbols(ctx, session.Exchange, syncStartTime, syncEndTime, symbols...)
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}
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func (environ *Environment) ConfigureNotificationSystem(ctx context.Context, userConfig *Config) error {
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@ -19,7 +19,10 @@ type OrderService struct {
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DB *sqlx.DB
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}
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func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
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func (s *OrderService) Sync(
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ctx context.Context, exchange types.Exchange, symbol string,
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startTime, endTime time.Time,
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) error {
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isMargin, isFutures, isIsolated, isolatedSymbol := exchange2.GetSessionAttributes(exchange)
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// override symbol if isolatedSymbol is not empty
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if isIsolated && len(isolatedSymbol) > 0 {
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@ -77,7 +80,7 @@ func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol
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}
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for _, sel := range tasks {
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if err := sel.execute(ctx, s.DB, startTime); err != nil {
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if err := sel.execute(ctx, s.DB, startTime, endTime); err != nil {
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return err
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}
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}
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@ -27,7 +27,9 @@ type SyncService struct {
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// SyncSessionSymbols syncs the trades from the given exchange session
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func (s *SyncService) SyncSessionSymbols(
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ctx context.Context, exchange types.Exchange, startTime time.Time, symbols ...string,
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ctx context.Context, exchange types.Exchange,
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startTime, endTime time.Time,
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symbols ...string,
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) error {
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markets, err := cache.LoadExchangeMarketsWithCache(ctx, exchange)
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if err != nil {
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@ -41,12 +43,12 @@ func (s *SyncService) SyncSessionSymbols(
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}
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log.Infof("syncing %s %s trades from %s...", exchange.Name(), symbol, startTime)
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if err := s.TradeService.Sync(ctx, exchange, symbol, startTime); err != nil {
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if err := s.TradeService.Sync(ctx, exchange, symbol, startTime, endTime); err != nil {
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return err
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}
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log.Infof("syncing %s %s orders from %s...", exchange.Name(), symbol, startTime)
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if err := s.OrderService.Sync(ctx, exchange, symbol, startTime); err != nil {
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if err := s.OrderService.Sync(ctx, exchange, symbol, startTime, endTime); err != nil {
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return err
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}
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}
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@ -54,7 +54,10 @@ type SyncTask struct {
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LogInsert bool
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}
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func (sel SyncTask) execute(ctx context.Context, db *sqlx.DB, startTime time.Time, args ...time.Time) error {
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func (sel SyncTask) execute(
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ctx context.Context,
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db *sqlx.DB, startTime time.Time, endTimeArgs ...time.Time,
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) error {
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batchBufferRefVal := reflect.MakeSlice(reflect.SliceOf(reflect.TypeOf(sel.Type)), 0, sel.BatchInsertBuffer)
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// query from db
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@ -84,8 +87,8 @@ func (sel SyncTask) execute(ctx context.Context, db *sqlx.DB, startTime time.Tim
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startTime = lastRecordTime(sel, recordSliceRef, startTime)
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endTime := time.Now()
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if len(args) > 0 {
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endTime = args[0]
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if len(endTimeArgs) > 0 {
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endTime = endTimeArgs[0]
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}
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// asset "" means all assets
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@ -58,7 +58,11 @@ func NewTradeService(db *sqlx.DB) *TradeService {
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return &TradeService{db}
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}
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func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
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func (s *TradeService) Sync(
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ctx context.Context,
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exchange types.Exchange, symbol string,
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startTime, endTime time.Time,
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) error {
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isMargin, isFutures, isIsolated, isolatedSymbol := exchange2.GetSessionAttributes(exchange)
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// override symbol if isolatedSymbol is not empty
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if isIsolated && len(isolatedSymbol) > 0 {
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@ -106,7 +110,7 @@ func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol
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}
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for _, sel := range tasks {
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if err := sel.execute(ctx, s.DB, startTime); err != nil {
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if err := sel.execute(ctx, s.DB, startTime, endTime); err != nil {
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return err
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}
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}
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