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add binance kline query documentation

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This commit is contained in:
c9s 2021-05-05 16:23:46 +08:00
parent 1ad8b0b641
commit d85037f9ea
1 changed files with 10 additions and 1 deletions
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11
pkg/exchange/binance/exchange.go
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@ -712,6 +712,15 @@ func (e *Exchange) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder
}
// QueryKLines queries the Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
// Binance uses inclusive start time query range, eg:
// https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1m&startTime=1620172860000
// the above query will return a kline with startTime = 1620172860000
// and,
// https://api.binance.com/api/v3/klines?symbol=BTCUSDT&interval=1m&startTime=1620172860000&endTime=1620172920000
// the above query will return a kline with startTime = 1620172860000, and a kline with endTime = 1620172860000
//
// the endTime of a binance kline, is the (startTime + interval time - 1 millisecond), e.g.,
// millisecond unix timestamp: 1620172860000 and 1620172919999
func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval types.Interval, options types.KLineQueryOptions) ([]types.KLine, error) {
var limit = 1000
@ -743,7 +752,7 @@ func (e *Exchange) QueryKLines(ctx context.Context, symbol string, interval type
var kLines []types.KLine
for _, k := range resp {
kLines = append(kLines, types.KLine{
Exchange: "binance",
Exchange: types.ExchangeBinance.String(),
Symbol: symbol,
Interval: interval,
StartTime: time.Unix(0, k.OpenTime*int64(time.Millisecond)),