bbgo_origin/pkg/bbgo/trade_store.go
2021-12-23 17:49:18 +08:00

93 lines
1.5 KiB
Go

package bbgo
import (
"sync"
"github.com/c9s/bbgo/pkg/types"
)
type TradeStore struct {
// any created trades for tracking trades
sync.Mutex
trades map[uint64]types.Trade
Symbol string
RemoveCancelled bool
RemoveFilled bool
AddOrderUpdate bool
}
func NewTradeStore(symbol string) *TradeStore {
return &TradeStore{
Symbol: symbol,
trades: make(map[uint64]types.Trade),
}
}
func (s *TradeStore) Num() (num int) {
s.Lock()
num = len(s.trades)
s.Unlock()
return num
}
func (s *TradeStore) Trades() (trades []types.Trade) {
s.Lock()
defer s.Unlock()
for _, o := range s.trades {
trades = append(trades, o)
}
return trades
}
func (s *TradeStore) Exists(oID uint64) (ok bool) {
s.Lock()
defer s.Unlock()
_, ok = s.trades[oID]
return ok
}
func (s *TradeStore) Clear() {
s.Lock()
s.trades = make(map[uint64]types.Trade)
s.Unlock()
}
type TradeFilter func(trade types.Trade) bool
func (s *TradeStore) Filter(filter TradeFilter) {
s.Lock()
var trades = make(map[uint64]types.Trade)
for _, trade := range s.trades {
if !filter(trade) {
trades[trade.ID] = trade
}
}
s.trades = trades
s.Unlock()
}
func (s *TradeStore) GetAndClear() (trades []types.Trade) {
s.Lock()
for _, o := range s.trades {
trades = append(trades, o)
}
s.trades = make(map[uint64]types.Trade)
s.Unlock()
return trades
}
func (s *TradeStore) Add(trades ...types.Trade) {
s.Lock()
defer s.Unlock()
for _, trade := range trades {
s.trades[trade.ID] = trade
}
}