mirror of
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133 lines
2.9 KiB
Go
133 lines
2.9 KiB
Go
package service
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import (
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"context"
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"time"
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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/types"
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)
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type TradeSync struct {
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Service *TradeService
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}
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func (s *TradeSync) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
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lastTrade, err := s.Service.QueryLast(symbol)
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if err != nil {
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return err
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}
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var lastID int64 = 0
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if lastTrade != nil {
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lastID = lastTrade.ID
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startTime = lastTrade.Time
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log.Infof("found last trade, start from lastID = %d since %s", lastTrade.ID, startTime)
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}
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trades, err := exchange.BatchQueryTrades(ctx, symbol, &types.TradeQueryOptions{
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StartTime: &startTime,
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Limit: 200,
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LastTradeID: lastID,
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})
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if err != nil {
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return err
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}
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for _, trade := range trades {
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if err := s.Service.Insert(trade); err != nil {
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return err
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}
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}
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return nil
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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(symbol string) (*types.Trade, error) {
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log.Infof("querying last trade symbol = %s", symbol)
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rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE symbol = :symbol ORDER BY gid DESC LIMIT 1`, map[string]interface{}{
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"symbol": symbol,
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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(symbol string, feeCurrency string) ([]types.Trade, error) {
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rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE symbol = :symbol OR fee_currency = :fee_currency ORDER BY traded_at ASC`, map[string]interface{}{
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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(symbol string) ([]types.Trade, error) {
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rows, err := s.DB.NamedQuery(`SELECT * FROM trades WHERE symbol = :symbol ORDER BY gid ASC`, map[string]interface{}{
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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 nil, 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 INTO trades (id, exchange, symbol, price, quantity, quote_quantity, side, is_buyer, is_maker, fee, fee_currency, traded_at)
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VALUES (:id, :exchange, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at)`,
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trade)
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return err
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}
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