bbgo_origin/pkg/exchange/batch/closedorders.go

39 lines
1020 B
Go

package batch
import (
"context"
"strconv"
"time"
"github.com/c9s/bbgo/pkg/types"
)
type ClosedOrderBatchQuery struct {
types.ExchangeTradeHistoryService
}
func (q *ClosedOrderBatchQuery) Query(ctx context.Context, symbol string, startTime, endTime time.Time, lastOrderID uint64) (c chan types.Order, errC chan error) {
query := &AsyncTimeRangedBatchQuery{
Type: types.Order{},
Q: func(startTime, endTime time.Time) (interface{}, error) {
orders, err := q.ExchangeTradeHistoryService.QueryClosedOrders(ctx, symbol, startTime, endTime, lastOrderID)
return orders, err
},
T: func(obj interface{}) time.Time {
return time.Time(obj.(types.Order).CreationTime)
},
ID: func(obj interface{}) string {
order := obj.(types.Order)
if order.OrderID > lastOrderID {
lastOrderID = order.OrderID
}
return strconv.FormatUint(order.OrderID, 10)
},
JumpIfEmpty: 30 * 24 * time.Hour,
}
c = make(chan types.Order, 100)
errC = query.Query(ctx, c, startTime, endTime)
return c, errC
}