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add AggOrder for market orders

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This commit is contained in:
c9s 2021-01-29 17:52:13 +08:00
parent d9f904a98f
commit b8d7ae7687
2 changed files with 25 additions and 5 deletions
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2
frontend/pages/orders.js
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@ -15,7 +15,7 @@ const columns = [
{field: 'symbol', headerName: 'Symbol'},
{field: 'orderType', headerName: 'Type'},
{field: 'side', headerName: 'Side', width: 90},
{field: 'price', headerName: 'Price', type: 'number'},
{field: 'averagePrice', headerName: 'Average Price', type: 'number'},
{field: 'quantity', headerName: 'Quantity', type: 'number'},
{field: 'executedQuantity', headerName: 'Executed Quantity', type: 'number'},
{field: 'status', headerName: 'Status'},

28
pkg/service/order.go
View File

@ -45,6 +45,11 @@ func (s *OrderService) QueryLast(ex types.ExchangeName, symbol string, isMargin
return nil, rows.Err()
}
type AggOrder struct {
types.Order
AveragePrice *float64 `json:"averagePrice" db:"average_price"`
}
type OrderQueryOptions struct {
Exchange types.ExchangeName
Symbol string
@ -52,7 +57,7 @@ type OrderQueryOptions struct {
Order string
}
func (s *OrderService) Query(options OrderQueryOptions) ([]types.Order, error) {
func (s *OrderService) Query(options OrderQueryOptions) ([]AggOrder, error) {
// ascending
ordering := "ASC"
if len(options.Order) > 0 {
@ -77,11 +82,13 @@ func (s *OrderService) Query(options OrderQueryOptions) ([]types.Order, error) {
where = append(where, "symbol = :symbol")
}
sql := `SELECT * FROM orders`
sql := `SELECT orders.*, IFNULL(SUM(t.price * t.quantity)/SUM(t.quantity), orders.price) AS average_price FROM orders` +
` LEFT JOIN trades AS t ON (t.order_id = orders.order_id)`
if len(where) > 0 {
sql += ` WHERE ` + strings.Join(where, " AND ")
}
sql += ` ORDER BY gid ` + ordering
sql += ` GROUP BY orders.gid `
sql += ` ORDER BY orders.gid ` + ordering
sql += ` LIMIT ` + strconv.Itoa(500)
rows, err := s.DB.NamedQuery(sql, map[string]interface{}{
@ -95,7 +102,20 @@ func (s *OrderService) Query(options OrderQueryOptions) ([]types.Order, error) {
defer rows.Close()
return s.scanRows(rows)
return s.scanAggRows(rows)
}
func (s *OrderService) scanAggRows(rows *sqlx.Rows) (orders []AggOrder, err error) {
for rows.Next() {
var order AggOrder
if err := rows.StructScan(&order); err != nil {
return nil, err
}
orders = append(orders, order)
}
return orders, rows.Err()
}
func (s *OrderService) scanRows(rows *sqlx.Rows) (orders []types.Order, err error) {