bbgo_origin/pkg/exchange/batch/margin_liquidation.go

38 lines
1006 B
Go

package batch
import (
"context"
"strconv"
"time"
"golang.org/x/time/rate"
"github.com/c9s/bbgo/pkg/types"
)
type MarginLiquidationBatchQuery struct {
types.MarginHistory
}
func (e *MarginLiquidationBatchQuery) Query(ctx context.Context, startTime, endTime time.Time) (c chan types.MarginLiquidation, errC chan error) {
query := &AsyncTimeRangedBatchQuery{
Type: types.MarginLiquidation{},
Limiter: rate.NewLimiter(rate.Every(5*time.Second), 2),
JumpIfEmpty: time.Hour * 24 * 30,
Q: func(startTime, endTime time.Time) (interface{}, error) {
return e.QueryLiquidationHistory(ctx, &startTime, &endTime)
},
T: func(obj interface{}) time.Time {
return time.Time(obj.(types.MarginLiquidation).UpdatedTime)
},
ID: func(obj interface{}) string {
liquidation := obj.(types.MarginLiquidation)
return strconv.FormatUint(liquidation.OrderID, 10)
},
}
c = make(chan types.MarginLiquidation, 100)
errC = query.Query(ctx, c, startTime, endTime)
return c, errC
}