package service import ( "context" "github.com/c9s/bbgo/pkg/bbgo/exchange/binance" "github.com/c9s/bbgo/pkg/bbgo/types" "github.com/jmoiron/sqlx" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "time" ) type TradeSync struct { Service *TradeService Exchange *binance.Exchange } func (s *TradeSync) Sync(ctx context.Context, symbol string, startTime time.Time) error { lastTrade, err := s.Service.QueryLast(symbol) if err != nil { return err } var lastID int64 = 0 if lastTrade != nil { lastID = lastTrade.ID startTime = lastTrade.Time log.Infof("found last trade, start from lastID = %d since %s", lastTrade.ID, startTime) } trades, err := s.Exchange.BatchQueryTrades(ctx, symbol, &binance.TradeQueryOptions{ StartTime: &startTime, Limit: 1000, LastTradeID: lastID, }) if err != nil { return err } for _, trade := range trades { if err := s.Service.Insert(trade); err != nil { return err } } return nil } type TradeService struct { DB *sqlx.DB } func NewTradeService(db *sqlx.DB) *TradeService { return &TradeService{db} } // QueryLast queries the last trade from the database func (s *TradeService) QueryLast(symbol string) (*types.Trade, error) { log.Infof("querying last trade symbol = %s", symbol) rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE symbol = :symbol ORDER BY gid DESC LIMIT 1`, map[string]interface{}{ "symbol": symbol, }) 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(symbol string, feeCurrency string) ([]types.Trade, error) { rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE symbol = :symbol OR fee_currency = :fee_currency ORDER BY traded_at ASC`, map[string]interface{}{ "symbol": symbol, "fee_currency": feeCurrency, }) if err != nil { return nil, err } defer rows.Close() return s.scanRows(rows) } func (s *TradeService) Query(symbol string) ([]types.Trade, error) { rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE symbol = :symbol ORDER BY gid ASC`, map[string]interface{}{ "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 nil, err } trades = append(trades, trade) } return trades, rows.Err() } func (s *TradeService) Insert(trade types.Trade) error { _, err := s.DB.NamedExec(` INSERT INTO trades (id, exchange, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at) VALUES (:id, :exchange, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at)`, trade) return err }