bbgo: add TradeStore prune func and its tests

pkg/bbgo/trade_store.go

@@ -8,12 +8,14 @@ import (
 )
 
 const TradeExpiryTime = 24 * time.Hour
+const PruneTriggerNumOfTrades = 10_000
 
 type TradeStore struct {
 	// any created trades for tracking trades
 	sync.Mutex
 
-	trades map[uint64]types.Trade
+	trades        map[uint64]types.Trade
+	lastTradeTime time.Time
 }
 
 func NewTradeStore() *TradeStore {
@@ -96,6 +98,13 @@ func (s *TradeStore) Add(trades ...types.Trade) {
 
 	for _, trade := range trades {
 		s.trades[trade.ID] = trade
+		s.touchLastTradeTime(trade)
+	}
+}
+
+func (s *TradeStore) touchLastTradeTime(trade types.Trade) {
+	if trade.Time.Time().After(s.lastTradeTime) {
+		s.lastTradeTime = trade.Time.Time()
 	}
 }
 
@@ -122,8 +131,16 @@ func (s *TradeStore) Prune(curTime time.Time) {
 	s.pruneExpiredTrades(curTime)
 }
 
+func (s *TradeStore) isCoolTrade(trade types.Trade) bool {
+	// if the time of last trade is over 1 hour, we call it's cool trade
+	return s.lastTradeTime != (time.Time{}) && time.Time(trade.Time).Sub(s.lastTradeTime) > time.Hour
+}
+
 func (s *TradeStore) BindStream(stream types.Stream) {
 	stream.OnTradeUpdate(func(trade types.Trade) {
 		s.Add(trade)
+		if s.isCoolTrade(trade) {
+			s.Prune(time.Time(trade.Time))
+		}
 	})
 }

pkg/bbgo/trade_store_test.go

@@ -0,0 +1,39 @@
+package bbgo
+
+import (
+	"testing"
+	"time"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestTradeStore_isCoolTrade(t *testing.T) {
+	now := time.Now()
+	store := NewTradeStore()
+	store.lastTradeTime = now.Add(-2 * time.Hour)
+	ok := store.isCoolTrade(types.Trade{
+		Time: types.Time(now),
+	})
+	assert.True(t, ok)
+
+	store.lastTradeTime = now.Add(-2 * time.Minute)
+	ok = store.isCoolTrade(types.Trade{
+		Time: types.Time(now),
+	})
+	assert.False(t, ok)
+}
+
+func TestTradeStore_Prune(t *testing.T) {
+	now := time.Now()
+	store := NewTradeStore()
+	store.Add(
+		types.Trade{ID: 1, Time: types.Time(now.Add(-25 * time.Hour))},
+		types.Trade{ID: 2, Time: types.Time(now.Add(-23 * time.Hour))},
+		types.Trade{ID: 3, Time: types.Time(now.Add(-2 * time.Minute))},
+		types.Trade{ID: 4, Time: types.Time(now.Add(-1 * time.Minute))},
+	)
+	store.Prune(now)
+	assert.Equal(t, 3, len(store.trades))
+}