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ftx: Separate the lastClosed record for different interval
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parent
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commit
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@ -133,16 +133,16 @@ func (s *Stream) Subscribe(channel types.Channel, symbol string, option types.Su
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func (s *Stream) pollKLines(ctx context.Context) {
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lastClosed := time.Time{}
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lastClosed := map[types.Interval]time.Time{}
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// get current kline candle
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for _, sub := range s.klineSubscriptions {
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klines := getLast2KLine(s.exchange, ctx, sub.symbol, sub.interval)
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if len(klines) > 0 {
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// handle mutiple klines, get the latest one
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if lastClosed.Unix() < klines[0].StartTime.Unix() {
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if lastClosed[sub.interval].Unix() < klines[0].StartTime.Unix() {
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s.EmitKLine(klines[0])
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s.EmitKLineClosed(klines[0])
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lastClosed = klines[0].StartTime.Time()
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lastClosed[sub.interval] = klines[0].StartTime.Time()
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}
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if len(klines) > 1 {
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@ -174,10 +174,10 @@ func (s *Stream) pollKLines(ctx context.Context) {
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if len(klines) > 0 {
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// handle mutiple klines, get the latest one
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if lastClosed.Unix() < klines[0].StartTime.Unix() {
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if lastClosed[sub.interval].Unix() < klines[0].StartTime.Unix() {
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s.EmitKLine(klines[0])
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s.EmitKLineClosed(klines[0])
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lastClosed = klines[0].StartTime.Time()
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lastClosed[sub.interval] = klines[0].StartTime.Time()
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}
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if len(klines) > 1 {
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