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move kline query into the exchange interface

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This commit is contained in:
c9s 2020-06-19 09:57:15 +08:00
parent b0d0839cd6
commit bac6a6f327
1 changed files with 25 additions and 0 deletions
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25
bbgo/binance_exchange.go
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@ -44,6 +44,31 @@ func (e *BinanceExchange) SubmitOrder(ctx context.Context, order Order) error {
return err
}
func (e *BinanceExchange) QueryKLines(ctx context.Context, symbol, interval string, limit int) ([]KLine, error) {
resp, err := e.Client.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
if err != nil {
return nil, err
}
var klines []KLine
for _, kline := range resp {
klines = append(klines, KLine{
Symbol: symbol,
Interval: interval,
StartTime: kline.OpenTime,
EndTime: kline.CloseTime,
Open: kline.Open,
Close: kline.Close,
High: kline.High,
Low: kline.Low,
Volume: kline.Volume,
QuoteVolume: kline.QuoteAssetVolume,
NumberOfTrades: kline.TradeNum,
})
}
return klines, nil
}
func (e *BinanceExchange) QueryTrades(ctx context.Context, market string, startTime time.Time) (trades []Trade, err error) {
var lastTradeID int64 = 0
for {