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75 lines
2.1 KiB
Go
75 lines
2.1 KiB
Go
package bbgo
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import (
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"github.com/c9s/bbgo/pkg/store"
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"github.com/c9s/bbgo/pkg/types"
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)
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// ExchangeSession presents the exchange connection session
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// It also maintains and collects the data returned from the stream.
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type ExchangeSession struct {
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// Exchange session name
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Name string
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// The exchange account states
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Account *types.Account
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// Stream is the connection stream of the exchange
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Stream types.Stream
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Subscriptions map[types.Subscription]types.Subscription
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Exchange types.Exchange
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// markets defines market configuration of a symbol
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markets map[string]types.Market
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lastPrices map[string]float64
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// Trades collects the executed trades from the exchange
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// map: symbol -> []trade
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Trades map[string][]types.Trade
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marketDataStores map[string]*store.MarketDataStore
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}
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func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
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return &ExchangeSession{
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Name: name,
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Exchange: exchange,
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Subscriptions: make(map[types.Subscription]types.Subscription),
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markets: make(map[string]types.Market),
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Trades: make(map[string][]types.Trade),
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lastPrices: make(map[string]float64),
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marketDataStores: make(map[string]*store.MarketDataStore),
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}
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}
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// MarketDataStore returns the market data store of a symbol
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func (session *ExchangeSession) MarketDataStore(symbol string) (s *store.MarketDataStore, ok bool) {
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s, ok = session.marketDataStores[symbol]
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return s, ok
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}
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func (session *ExchangeSession) LastPrice(symbol string) (price float64, ok bool) {
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price, ok = session.lastPrices[symbol]
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return price, ok
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}
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func (session *ExchangeSession) Market(symbol string) (market types.Market, ok bool) {
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market, ok = session.markets[symbol]
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return market, ok
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}
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// Subscribe save the subscription info, later it will be assigned to the stream
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func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession {
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sub := types.Subscription{
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Channel: channel,
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Symbol: symbol,
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Options: options,
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}
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session.Subscriptions[sub] = sub
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return session
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}
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