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Code Issues Actions 2 Packages Projects Releases Wiki Activity

remove start time query condition for trade sync since starting from trade id = 1 works

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This commit is contained in:
c9s 2021-02-19 14:18:50 +08:00
parent 44fa74a4c9
commit dd13b9a8bf
4 changed files with 6 additions and 20 deletions
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2
pkg/bbgo/session.go
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@ -293,7 +293,7 @@ func (session *ExchangeSession) InitSymbol(ctx context.Context, environ *Environ
var trades []types.Trade
if environ.TradeSync != nil {
log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol)
if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, environ.tradeScanTime); err != nil {
if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol); err != nil {
return err
}

2
pkg/bbgo/sync.go
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@ -1,2 +0,0 @@
package bbgo

11
pkg/exchange/batch/batch.go
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@ -118,12 +118,6 @@ func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol str
var lastTradeID = options.LastTradeID
// last 7 days
var startTime = time.Now().Add(-7 * 24 * time.Hour)
if options.StartTime != nil {
startTime = *options.StartTime
}
go func() {
limiter := rate.NewLimiter(rate.Every(5*time.Second), 2) // from binance (original 1200, use 1000 for safety)
@ -137,13 +131,12 @@ func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol str
logrus.WithError(err).Error("rate limit error")
}
logrus.Infof("querying %s trades from %s, limit=%d", symbol, startTime, options.Limit)
logrus.Debugf("querying %s trades from id=%d limit=%d", symbol, lastTradeID, options.Limit)
var err error
var trades []types.Trade
trades, err = e.Exchange.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &startTime,
Limit: options.Limit,
LastTradeID: lastTradeID,
})
@ -164,8 +157,6 @@ func (e ExchangeBatchProcessor) BatchQueryTrades(ctx context.Context, symbol str
logrus.Debugf("returned %d trades", len(trades))
// increase the window to the next time frame by adding 1 millisecond
startTime = time.Time(trades[len(trades)-1].Time)
for _, t := range trades {
key := t.Key()
if _, ok := tradeKeys[key]; ok {

11
pkg/service/sync.go
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@ -65,7 +65,7 @@ func (s *SyncService) SyncOrders(ctx context.Context, exchange types.Exchange, s
return <-errC
}
func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, symbol string) error {
isMargin := false
isIsolated := false
if marginExchange, ok := exchange.(types.MarginExchange); ok {
@ -83,7 +83,7 @@ func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, s
}
var tradeKeys = map[types.TradeKey]struct{}{}
var lastTradeID int64 = 0
var lastTradeID int64 = 1
if len(lastTrades) > 0 {
for _, t := range lastTrades {
tradeKeys[t.Key()] = struct{}{}
@ -91,14 +91,11 @@ func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, s
lastTrade := lastTrades[len(lastTrades)-1]
lastTradeID = lastTrade.ID
startTime = time.Time(lastTrade.Time)
logrus.Debugf("found last trade, start from lastID = %d since %s", lastTrade.ID, startTime)
logrus.Debugf("found last trade, start from lastID = %d", lastTrade.ID)
}
b := &batch.ExchangeBatchProcessor{Exchange: exchange}
tradeC, errC := b.BatchQueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &startTime,
LastTradeID: lastTradeID,
})
@ -135,7 +132,7 @@ func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, s
// SyncSessionSymbols syncs the trades from the given exchange session
func (s *SyncService) SyncSessionSymbols(ctx context.Context, exchange types.Exchange, startTime time.Time, symbols ...string) error {
for _, symbol := range symbols {
if err := s.SyncTrades(ctx, exchange, symbol, startTime); err != nil {
if err := s.SyncTrades(ctx, exchange, symbol); err != nil {
return err
}