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95 lines
2.5 KiB
Go
95 lines
2.5 KiB
Go
package service
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import (
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"github.com/jmoiron/sqlx"
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"github.com/pkg/errors"
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log "github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/types"
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)
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type TradeService struct {
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DB *sqlx.DB
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}
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func NewTradeService(db *sqlx.DB) *TradeService {
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return &TradeService{db}
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}
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// QueryLast queries the last trade from the database
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func (s *TradeService) QueryLast(ex types.ExchangeName, symbol string) (*types.Trade, error) {
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log.Infof("querying last trade exchange = %s AND symbol = %s", ex, symbol)
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rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
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"symbol": symbol,
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"exchange": ex,
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})
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if err != nil {
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return nil, errors.Wrap(err, "query last trade error")
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}
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if rows.Err() != nil {
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return nil, rows.Err()
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}
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defer rows.Close()
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if rows.Next() {
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var trade types.Trade
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err = rows.StructScan(&trade)
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return &trade, err
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}
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return nil, rows.Err()
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}
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func (s *TradeService) QueryForTradingFeeCurrency(ex types.ExchangeName, symbol string, feeCurrency string) ([]types.Trade, error) {
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rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND (symbol = :symbol OR fee_currency = :fee_currency) ORDER BY traded_at ASC`, map[string]interface{}{
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"exchange": ex,
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"symbol": symbol,
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"fee_currency": feeCurrency,
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})
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if err != nil {
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return nil, err
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}
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defer rows.Close()
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return s.scanRows(rows)
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}
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func (s *TradeService) Query(ex types.ExchangeName, symbol string) ([]types.Trade, error) {
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rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE exchange = :exchange AND symbol = :symbol ORDER BY gid ASC`, map[string]interface{}{
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"exchange": ex,
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"symbol": symbol,
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})
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if err != nil {
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return nil, err
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}
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defer rows.Close()
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return s.scanRows(rows)
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}
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func (s *TradeService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err error) {
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for rows.Next() {
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var trade types.Trade
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if err := rows.StructScan(&trade); err != nil {
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return trades, err
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}
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trades = append(trades, trade)
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}
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return trades, rows.Err()
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}
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func (s *TradeService) Insert(trade types.Trade) error {
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_, err := s.DB.NamedExec(`
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INSERT IGNORE INTO trades (id, exchange, order_id, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at, is_margin, is_isolated)
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VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_isolated)`,
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trade)
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return err
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}
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