bbgo_origin/pkg/service/sync.go
2021-01-20 02:09:12 +08:00

120 lines
2.6 KiB
Go

package service
import (
"context"
"time"
"github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/types"
)
type SyncService struct {
TradeService *TradeService
OrderService *OrderService
}
func (s *SyncService) SyncOrders(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
isMargin := false
isIsolated := false
if marginExchange, ok := exchange.(types.MarginExchange); ok {
marginSettings := marginExchange.GetMarginSettings()
isMargin = marginSettings.IsMargin
isIsolated = marginSettings.IsIsolatedMargin
if marginSettings.IsIsolatedMargin {
symbol = marginSettings.IsolatedMarginSymbol
}
}
lastOrder, err := s.OrderService.QueryLast(exchange.Name(), symbol, isMargin, isIsolated)
if err != nil {
return err
}
var lastID uint64 = 0
if lastOrder != nil {
lastID = lastOrder.OrderID
startTime = lastOrder.CreationTime
logrus.Infof("found last order, start from lastID = %d since %s", lastID, startTime)
}
batch := &types.ExchangeBatchProcessor{Exchange: exchange}
ordersC, errC := batch.BatchQueryClosedOrders(ctx, symbol, startTime, time.Now(), lastID)
for order := range ordersC {
select {
case <-ctx.Done():
return ctx.Err()
case err := <-errC:
if err != nil {
return err
}
default:
}
if err := s.OrderService.Insert(order); err != nil {
return err
}
}
return <-errC
}
func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
isMargin := false
isIsolated := false
if marginExchange, ok := exchange.(types.MarginExchange); ok {
marginSettings := marginExchange.GetMarginSettings()
isMargin = marginSettings.IsMargin
isIsolated = marginSettings.IsIsolatedMargin
if marginSettings.IsIsolatedMargin {
symbol = marginSettings.IsolatedMarginSymbol
}
}
lastTrade, err := s.TradeService.QueryLast(exchange.Name(), symbol, isMargin, isIsolated)
if err != nil {
return err
}
var lastID int64 = 0
if lastTrade != nil {
lastID = lastTrade.ID
startTime = lastTrade.Time
logrus.Infof("found last trade, start from lastID = %d since %s", lastID, startTime)
}
batch := &types.ExchangeBatchProcessor{Exchange: exchange}
tradeC, errC := batch.BatchQueryTrades(ctx, symbol, &types.TradeQueryOptions{
StartTime: &startTime,
Limit: 200,
LastTradeID: lastID,
})
for trade := range tradeC {
select {
case <-ctx.Done():
return ctx.Err()
case err := <-errC:
if err != nil {
return err
}
default:
}
if err := s.TradeService.Insert(trade); err != nil {
return err
}
}
return <-errC
}