44 lines
970 B
Go
44 lines
970 B
Go
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package kline
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import (
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"context"
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"github.com/sirupsen/logrus"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/qbtrade"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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const ID = "kline"
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var log = logrus.WithField("strategy", ID)
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func init() {
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qbtrade.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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Symbol string `json:"symbol"`
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MovingAverage types.IntervalWindow `json:"movingAverage"`
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *qbtrade.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.MovingAverage.Interval})
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}
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func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor, session *qbtrade.ExchangeSession) error {
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session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
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// skip k-lines from other symbols
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if kline.Symbol != s.Symbol {
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return
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}
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log.Infof("%s", kline.String())
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})
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return nil
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}
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