package bbgo import ( "context" "github.com/adshao/go-binance" log "github.com/sirupsen/logrus" "strconv" "time" ) type Trade struct { ID int64 Price float64 Volume float64 IsBuyer bool IsMaker bool Time time.Time Fee float64 FeeCurrency string } func QueryTrades(ctx context.Context, client *binance.Client, market string, startTime time.Time) (trades []Trade, err error) { var lastTradeID int64 = 0 for { req := client.NewListTradesService(). Limit(1000). Symbol(market). StartTime(startTime.UnixNano() / 1000000) if lastTradeID > 0 { req.FromID(lastTradeID) } bnTrades, err := req.Do(ctx) if err != nil { return nil, err } if len(bnTrades) <= 1 { break } for _, t := range bnTrades { // skip trade ID that is the same if t.ID == lastTradeID { continue } var side string if t.IsBuyer { side = "BUY" } else { side = "SELL" } // trade time tt := time.Unix(0, t.Time*1000000) log.Infof("trade: %d %4s Price: % 13s Volume: % 13s %s", t.ID, side, t.Price, t.Quantity, tt) price, err := strconv.ParseFloat(t.Price, 64) if err != nil { return nil, err } quantity, err := strconv.ParseFloat(t.Quantity, 64) if err != nil { return nil, err } fee, err := strconv.ParseFloat(t.Commission, 64) if err != nil { return nil, err } trades = append(trades, Trade{ ID: t.ID, Price: price, Volume: quantity, IsBuyer: t.IsBuyer, IsMaker: t.IsMaker, Fee: fee, FeeCurrency: t.CommissionAsset, Time: tt, }) lastTradeID = t.ID } } return trades, nil }