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move kline query into the exchange interface
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parent
b0d0839cd6
commit
bac6a6f327
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@ -44,6 +44,31 @@ func (e *BinanceExchange) SubmitOrder(ctx context.Context, order Order) error {
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return err
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}
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func (e *BinanceExchange) QueryKLines(ctx context.Context, symbol, interval string, limit int) ([]KLine, error) {
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resp, err := e.Client.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
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if err != nil {
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return nil, err
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}
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var klines []KLine
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for _, kline := range resp {
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klines = append(klines, KLine{
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Symbol: symbol,
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Interval: interval,
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StartTime: kline.OpenTime,
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EndTime: kline.CloseTime,
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Open: kline.Open,
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Close: kline.Close,
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High: kline.High,
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Low: kline.Low,
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Volume: kline.Volume,
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QuoteVolume: kline.QuoteAssetVolume,
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NumberOfTrades: kline.TradeNum,
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})
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}
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return klines, nil
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}
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func (e *BinanceExchange) QueryTrades(ctx context.Context, market string, startTime time.Time) (trades []Trade, err error) {
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var lastTradeID int64 = 0
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for {
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