56 lines
1.2 KiB
Go
56 lines
1.2 KiB
Go
package batch
|
|
|
|
import (
|
|
"context"
|
|
"time"
|
|
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
|
|
)
|
|
|
|
var closedErrChan = make(chan error)
|
|
|
|
func init() {
|
|
close(closedErrChan)
|
|
}
|
|
|
|
type TradeBatchQuery struct {
|
|
types.ExchangeTradeHistoryService
|
|
}
|
|
|
|
func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *types.TradeQueryOptions, opts ...Option) (c chan types.Trade, errC chan error) {
|
|
if options.EndTime == nil {
|
|
now := time.Now()
|
|
options.EndTime = &now
|
|
}
|
|
|
|
startTime := *options.StartTime
|
|
endTime := *options.EndTime
|
|
query := &AsyncTimeRangedBatchQuery{
|
|
Type: types.Trade{},
|
|
Q: func(startTime, endTime time.Time) (interface{}, error) {
|
|
options.StartTime = &startTime
|
|
options.EndTime = &endTime
|
|
return e.ExchangeTradeHistoryService.QueryTrades(ctx, symbol, options)
|
|
},
|
|
T: func(obj interface{}) time.Time {
|
|
return time.Time(obj.(types.Trade).Time)
|
|
},
|
|
ID: func(obj interface{}) string {
|
|
trade := obj.(types.Trade)
|
|
if trade.ID > options.LastTradeID {
|
|
options.LastTradeID = trade.ID
|
|
}
|
|
return trade.Key().String()
|
|
},
|
|
JumpIfEmpty: 24 * time.Hour,
|
|
}
|
|
|
|
for _, opt := range opts {
|
|
opt(query)
|
|
}
|
|
|
|
c = make(chan types.Trade, 100)
|
|
errC = query.Query(ctx, c, startTime, endTime)
|
|
return c, errC
|
|
}
|