package bbgo import "github.com/c9s/bbgo/pkg/types" // MarketDataStore receives and maintain the public market data //go:generate callbackgen -type MarketDataStore type MarketDataStore struct { Symbol string // KLineWindows stores all loaded klines per interval KLineWindows map[types.Interval]types.KLineWindow `json:"-"` LastKLine types.KLine kLineWindowUpdateCallbacks []func(interval types.Interval, kline types.KLineWindow) orderBook *types.StreamOrderBook orderBookUpdateCallbacks []func(orderBook *types.StreamOrderBook) } func NewMarketDataStore(symbol string) *MarketDataStore { return &MarketDataStore{ Symbol: symbol, orderBook: types.NewStreamBook(symbol), // KLineWindows stores all loaded klines per interval KLineWindows: make(map[types.Interval]types.KLineWindow, len(types.SupportedIntervals)), // 12 interval, 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 } func (store *MarketDataStore) OrderBook() types.OrderBook { return store.orderBook.Copy() } // 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) handleOrderBookUpdate(book types.OrderBook) { if book.Symbol != store.Symbol { return } store.orderBook.Update(book) store.EmitOrderBookUpdate(store.orderBook) } func (store *MarketDataStore) handleOrderBookSnapshot(book types.OrderBook) { if book.Symbol != store.Symbol { return } store.orderBook.Load(book) } func (store *MarketDataStore) BindStream(stream types.Stream) { stream.OnKLineClosed(store.handleKLineClosed) stream.OnBookSnapshot(store.handleOrderBookSnapshot) stream.OnBookUpdate(store.handleOrderBookUpdate) store.orderBook.BindStream(stream) } func (store *MarketDataStore) handleKLineClosed(kline types.KLine) { if kline.Symbol != store.Symbol { return } store.AddKLine(kline) } func (store *MarketDataStore) AddKLine(kline types.KLine) { window, ok := store.KLineWindows[kline.Interval] if !ok { window = types.KLineWindow{kline} } else { window.Add(kline) } store.KLineWindows[kline.Interval] = window store.LastKLine = kline store.EmitKLineWindowUpdate(kline.Interval, window) }