bbgo_origin/pkg/indicator/klinestream.go

40 lines
864 B
Go

package indicator
import "github.com/c9s/bbgo/pkg/types"
const MaxNumOfKLines = 4_000
//go:generate callbackgen -type KLineStream
type KLineStream struct {
updateCallbacks []func(k types.KLine)
kLines []types.KLine
}
// AddSubscriber adds the subscriber function and push historical data to the subscriber
func (s *KLineStream) AddSubscriber(f func(k types.KLine)) {
if len(s.kLines) > 0 {
// push historical klines to the subscriber
for _, k := range s.kLines {
f(k)
}
}
s.OnUpdate(f)
}
// KLines creates a KLine stream that pushes the klines to the subscribers
func KLines(source types.Stream) *KLineStream {
s := &KLineStream{}
source.OnKLineClosed(func(k types.KLine) {
s.kLines = append(s.kLines, k)
if len(s.kLines) > MaxNumOfKLines {
s.kLines = s.kLines[len(s.kLines)-1-MaxNumOfKLines:]
}
s.EmitUpdate(k)
})
return s
}