package bbgo import ( "github.com/c9s/bbgo/types" ) type Interval string var Interval1m = Interval("1m") var Interval5m = Interval("5m") var Interval1h = Interval("1h") var Interval1d = Interval("1d") type KLineCallback func(kline types.KLine) //go:generate callbackgen -type MarketDataStore type MarketDataStore struct { // KLineWindows stores all loaded klines per interval KLineWindows map[Interval]types.KLineWindow `json:"-"` updateCallbacks []KLineCallback } func NewMarketDataStore() *MarketDataStore { return &MarketDataStore{ // KLineWindows stores all loaded klines per interval KLineWindows: make(map[Interval]types.KLineWindow), } } func (store *MarketDataStore) BindPrivateStream(stream types.Stream) { stream.OnKLineClosed(store.handleKLineClosed) } func (store *MarketDataStore) handleKLineClosed(kline types.KLine) { store.AddKLine(kline) } func (store *MarketDataStore) AddKLine(kline types.KLine) { var interval = Interval(kline.Interval) var window = store.KLineWindows[interval] window.Add(kline) store.EmitUpdate(kline) }