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Merge pull request #519 from narumiruna/grpc/fix-query-klines-time

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grpc: add start/end time to fix queryklines
This commit is contained in:
Yo-An Lin 2022-04-12 22:30:00 +08:00 committed by GitHub
commit fad9449ee6
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GPG Key ID: 4AEE18F83AFDEB23
4 changed files with 184 additions and 160 deletions
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12
pkg/grpc/server.go
View File

@ -4,6 +4,7 @@ import (
"context" "context"
"fmt" "fmt"
"net" "net"
"time"
"github.com/pkg/errors" "github.com/pkg/errors"
log "github.com/sirupsen/logrus" log "github.com/sirupsen/logrus"
@ -113,6 +114,17 @@ func (s *Server) QueryKLines(ctx context.Context, request *pb.QueryKLinesRequest
Limit: int(request.Limit), Limit: int(request.Limit),
} }
endTime := time.Now()
if request.EndTime != 0 {
endTime = time.Unix(request.EndTime, 0)
}
options.EndTime = &endTime
if request.StartTime != 0 {
startTime := time.Unix(request.StartTime, 0)
options.StartTime = &startTime
}
klines, err := session.Exchange.QueryKLines(ctx, request.Symbol, types.Interval(request.Interval), options) klines, err := session.Exchange.QueryKLines(ctx, request.Symbol, types.Interval(request.Interval), options)
if err != nil { if err != nil {
return nil, err return nil, err

210
pkg/pb/bbgo.pb.go
View File

@ -1,7 +1,7 @@
// Code generated by protoc-gen-go. DO NOT EDIT. // Code generated by protoc-gen-go. DO NOT EDIT.
// versions: // versions:
// protoc-gen-go v1.26.0 // protoc-gen-go v1.28.0
// protoc v3.19.3 // protoc v3.19.4
// source: pkg/pb/bbgo.proto // source: pkg/pb/bbgo.proto
package pb package pb
@ -2000,8 +2000,9 @@ type QueryKLinesRequest struct {
Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"` Exchange string `protobuf:"bytes,1,opt,name=exchange,proto3" json:"exchange,omitempty"`
Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"` Symbol string `protobuf:"bytes,2,opt,name=symbol,proto3" json:"symbol,omitempty"`
Interval string `protobuf:"bytes,3,opt,name=interval,proto3" json:"interval,omitempty"` // time period of K line in minute Interval string `protobuf:"bytes,3,opt,name=interval,proto3" json:"interval,omitempty"` // time period of K line in minute
Timestamp int64 `protobuf:"varint,4,opt,name=timestamp,proto3" json:"timestamp,omitempty"` StartTime int64 `protobuf:"varint,4,opt,name=start_time,json=startTime,proto3" json:"start_time,omitempty"`
Limit int64 `protobuf:"varint,5,opt,name=limit,proto3" json:"limit,omitempty"` EndTime int64 `protobuf:"varint,5,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
Limit int64 `protobuf:"varint,6,opt,name=limit,proto3" json:"limit,omitempty"`
} }
func (x *QueryKLinesRequest) Reset() { func (x *QueryKLinesRequest) Reset() {
@ -2057,9 +2058,16 @@ func (x *QueryKLinesRequest) GetInterval() string {
return "" return ""
} }
func (x *QueryKLinesRequest) GetTimestamp() int64 { func (x *QueryKLinesRequest) GetStartTime() int64 {
if x != nil { if x != nil {
return x.Timestamp return x.StartTime
}
return 0
}
func (x *QueryKLinesRequest) GetEndTime() int64 {
if x != nil {
return x.EndTime
} }
return 0 return 0
} }
@ -2482,106 +2490,108 @@ var file_pkg_pb_bbgo_proto_rawDesc = []byte{
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} }
var ( var (

5
pkg/pb/bbgo.proto
View File

@ -245,8 +245,9 @@ message QueryKLinesRequest {
string exchange = 1; string exchange = 1;
string symbol = 2; string symbol = 2;
string interval = 3; // time period of K line in minute string interval = 3; // time period of K line in minute
int64 timestamp = 4; int64 start_time = 4;
int64 limit = 5; int64 end_time = 5;
int64 limit = 6;
} }
message QueryKLinesResponse { message QueryKLinesResponse {

117
python/bbgo_pb2.py
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