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make end_time down to start_time + 3 days if end_time > start_time + 3 days

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This commit is contained in:
chiahung 2023-03-14 18:39:36 +08:00
parent e0b445f1c1
commit da48e0fc85
2 changed files with 14 additions and 13 deletions
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1
pkg/exchange/batch/trade.go
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@ -40,6 +40,7 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
}
return trade.Key().String()
},
JumpIfEmpty: 24 * time.Hour,
}
c = make(chan types.Trade, 100)

26
pkg/exchange/max/exchange.go
View File

@ -790,7 +790,6 @@ func (e *Exchange) QueryDepositHistory(ctx context.Context, asset string, since,
// limit should b1 1~1000
// For this QueryTrades spec (to be compatible with batch.TradeBatchQuery)
// give LastTradeID -> ignore start_time (but still can filter the end_time)
// give only end_time -> start_time will be set as end_time - 3 days
// without any parameters -> return trades within 24 hours
func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *types.TradeQueryOptions) (trades []types.Trade, err error) {
if err := tradeQueryLimiter.Wait(ctx); err != nil {
@ -818,29 +817,30 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
// MAX uses inclusive last trade ID
req.From(options.LastTradeID)
} else {
if options.StartTime != nil {
// option's start_time and end_time need to be within 3 days
// so if the start_time and end_time is over 3 days, we make end_time down to start_time + 3 days
if options.StartTime != nil && options.EndTime != nil {
endTime := *options.EndTime
startTime := *options.StartTime
if endTime.Sub(startTime) > 72*time.Hour {
startTime := *options.StartTime
endTime = startTime.Add(72 * time.Hour)
}
req.StartTime(startTime)
req.EndTime(endTime)
} else if options.StartTime != nil {
req.StartTime(*options.StartTime)
} else if options.EndTime != nil {
// if only give end_time, we automatically add start_time within 3 days limit
endTime := *options.EndTime
req.StartTime(endTime.Add(-72 * time.Hour))
req.EndTime(endTime)
req.EndTime(*options.EndTime)
}
}
// option's start_time and end_time need to be within 3 days
// so if the start_time and end_time is over 3 days, we only give start_time as parameter and then filter the time > end_time
maxTrades, err := req.Do(ctx)
if err != nil {
return nil, err
}
for _, t := range maxTrades {
if options.EndTime != nil && t.CreatedAt.Time().After(*options.EndTime) {
continue
}
localTrades, err := toGlobalTradeV3(t)
if err != nil {
log.WithError(err).Errorf("can not convert trade: %+v", t)