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batch: improve trade batch query

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c9s 2024-06-19 17:35:38 +08:00
parent 6be38558e4
commit df125c0efb
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1 changed files with 11 additions and 8 deletions
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19
pkg/exchange/batch/trade.go
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@ -17,20 +17,22 @@ type TradeBatchQuery struct {
types.ExchangeTradeHistoryService
}
func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option) (c chan types.Trade, errC chan error) {
func (e TradeBatchQuery) Query(
ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option,
) (c chan types.Trade, errC chan error) {
if options.EndTime == nil {
now := time.Now()
options.EndTime = &now
}
startTime := *options.StartTime
endTime := *options.EndTime
query := &AsyncTimeRangedBatchQuery{
Type: types.Trade{},
Q: func(startTime, endTime time.Time) (interface{}, error) {
options.StartTime = &startTime
options.EndTime = &endTime
return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, options)
return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &startTime,
EndTime: &endTime,
LastTradeID: options.LastTradeID,
})
},
T: func(obj interface{}) time.Time {
return time.Time(obj.(types.Trade).Time)
@ -40,9 +42,10 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
if trade.ID > options.LastTradeID {
options.LastTradeID = trade.ID
}
return trade.Key().String()
},
JumpIfEmpty: 24 * time.Hour,
JumpIfEmpty: 23 * time.Hour, // exchange may not have trades in the last 24 hours
}
for _, opt := range opts {
@ -50,6 +53,6 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
}
c = make(chan types.Trade, 100)
errC = query.Query(ctx, c, startTime, endTime)
errC = query.Query(ctx, c, *options.StartTime, *options.EndTime)
return c, errC
}