package bbgo import "github.com/c9s/bbgo/pkg/types" const MaxNumOfKLines = 5_000 const MaxNumOfKLinesTruncate = 100 // MarketDataStore receives and maintain the public market data of a single symbol //go:generate callbackgen -type MarketDataStore type MarketDataStore struct { Symbol string // KLineWindows stores all loaded klines per interval KLineWindows map[types.Interval]*types.KLineWindow `json:"-"` kLineWindowUpdateCallbacks []func(interval types.Interval, klines types.KLineWindow) kLineClosedCallbacks []func(k types.KLine) } func NewMarketDataStore(symbol string) *MarketDataStore { return &MarketDataStore{ Symbol: symbol, // KLineWindows stores all loaded klines per interval KLineWindows: make(map[types.Interval]*types.KLineWindow, len(types.SupportedIntervals)), // 13 interval, 1s,1m,5m,15m,30m,1h,2h,4h,6h,12h,1d,3d,1w } } func (store *MarketDataStore) SetKLineWindows(windows map[types.Interval]*types.KLineWindow) { store.KLineWindows = windows } // KLinesOfInterval returns the kline window of the given interval func (store *MarketDataStore) KLinesOfInterval(interval types.Interval) (kLines *types.KLineWindow, ok bool) { kLines, ok = store.KLineWindows[interval] return kLines, ok } func (store *MarketDataStore) BindStream(stream types.Stream) { stream.OnKLineClosed(store.handleKLineClosed) } func (store *MarketDataStore) handleKLineClosed(kline types.KLine) { if kline.Symbol != store.Symbol { return } store.AddKLine(kline) } func (store *MarketDataStore) AddKLine(k types.KLine) { window, ok := store.KLineWindows[k.Interval] if !ok { var tmp = make(types.KLineWindow, 0, 1000) store.KLineWindows[k.Interval] = &tmp window = &tmp } window.Add(k) if len(*window) > MaxNumOfKLines { *window = (*window)[MaxNumOfKLinesTruncate-1:] } store.EmitKLineClosed(k) store.EmitKLineWindowUpdate(k.Interval, *window) }