package service import ( "strings" "time" "github.com/jmoiron/sqlx" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/types" ) type TradingVolume struct { Year int `db:"year" json:"year"` Month int `db:"month" json:"month,omitempty"` Day int `db:"day" json:"day,omitempty"` Time time.Time `json:"time,omitempty"` Exchange string `db:"exchange" json:"exchange,omitempty"` Symbol string `db:"symbol" json:"symbol,omitempty"` QuoteVolume float64 `db:"quote_volume" json:"quoteVolume"` } type TradingVolumeQueryOptions struct { GroupByPeriod string SegmentBy string } type TradeService struct { DB *sqlx.DB } func NewTradeService(db *sqlx.DB) *TradeService { return &TradeService{db} } func (s *TradeService) QueryTradingVolume(startTime time.Time, options TradingVolumeQueryOptions) ([]TradingVolume, error) { var sel []string var groupBys []string var orderBys []string where := []string{"traded_at > :start_time"} args := map[string]interface{}{ // "symbol": symbol, // "exchange": ex, // "is_margin": isMargin, // "is_isolated": isIsolated, "start_time": startTime, } switch options.GroupByPeriod { case "month": sel = append(sel, "YEAR(traded_at) AS year", "MONTH(traded_at) AS month") groupBys = append([]string{"MONTH(traded_at)", "YEAR(traded_at)"}, groupBys...) orderBys = append(orderBys, "year ASC", "month ASC") case "year": sel = append(sel, "YEAR(traded_at) AS year") groupBys = append([]string{"YEAR(traded_at)"}, groupBys...) orderBys = append(orderBys, "year ASC") case "day": fallthrough default: sel = append(sel, "YEAR(traded_at) AS year", "MONTH(traded_at) AS month", "DAY(traded_at) AS day") groupBys = append([]string{"DAY(traded_at)", "MONTH(traded_at)", "YEAR(traded_at)"}, groupBys...) orderBys = append(orderBys, "year ASC", "month ASC", "day ASC") } switch options.SegmentBy { case "symbol": sel = append(sel, "symbol") groupBys = append([]string{"symbol"}, groupBys...) orderBys = append(orderBys, "symbol") case "exchange": sel = append(sel, "exchange") groupBys = append([]string{"exchange"}, groupBys...) orderBys = append(orderBys, "exchange") } sel = append(sel, "SUM(quantity * price) AS quote_volume") sql := `SELECT ` + strings.Join(sel, ", ") + ` FROM trades` + ` WHERE ` + strings.Join(where, " AND ") + ` GROUP BY ` + strings.Join(groupBys, ", ") + ` ORDER BY ` + strings.Join(orderBys, ", ") log.Info(sql) rows, err := s.DB.NamedQuery(sql, args) if err != nil { return nil, errors.Wrap(err, "query last trade error") } if rows.Err() != nil { return nil, rows.Err() } defer rows.Close() var records []TradingVolume for rows.Next() { var record TradingVolume err = rows.StructScan(&record) if err != nil { return records, err } record.Time = time.Date(record.Year, time.Month(record.Month), record.Day, 0, 0, 0, 0, time.UTC) records = append(records, record) } return records, rows.Err() } // QueryLast queries the last trade from the database func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string, isMargin bool, isIsolated bool) (*types.Trade, error) { log.Infof("querying last trade exchange = %s AND symbol = %s AND is_margin = %v AND is_isolated = %v", ex, symbol, isMargin, isIsolated) rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol AND is_margin = :is_margin AND is_isolated = :is_isolated ORDER BY gid DESC LIMIT 1`, map[string]interface{}{ "symbol": symbol, "exchange": ex, "is_margin": isMargin, "is_isolated": isIsolated, }) if err != nil { return nil, errors.Wrap(err, "query last trade error") } if rows.Err() != nil { return nil, rows.Err() } defer rows.Close() if rows.Next() { var trade types.Trade err = rows.StructScan(&trade) return &trade, err } return nil, rows.Err() } func (s *TradeService) QueryForTradingFeeCurrency(ex types.ExchangeName, symbol string, feeCurrency string) ([]types.Trade, error) { rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND (symbol = :symbol OR fee_currency = :fee_currency) ORDER BY traded_at ASC`, map[string]interface{}{ "exchange": ex, "symbol": symbol, "fee_currency": feeCurrency, }) if err != nil { return nil, err } defer rows.Close() return s.scanRows(rows) } func (s *TradeService) Query(ex types.ExchangeName, symbol string) ([]types.Trade, error) { rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol ORDER BY gid ASC`, map[string]interface{}{ "exchange": ex, "symbol": symbol, }) if err != nil { return nil, err } defer rows.Close() return s.scanRows(rows) } func (s *TradeService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err error) { for rows.Next() { var trade types.Trade if err := rows.StructScan(&trade); err != nil { return trades, err } trades = append(trades, trade) } return trades, rows.Err() } func (s *TradeService) Insert(trade types.Trade) error { _, err := s.DB.NamedExec(` INSERT IGNORE INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_isolated) VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_isolated)`, trade) return err }