add cassandra
This commit is contained in:
parent
c4abce7fff
commit
50db76e093
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@ -1,20 +0,0 @@
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{
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// Use IntelliSense to learn about possible attributes.
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// Hover to view descriptions of existing attributes.
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// For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
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"version": "0.2.0",
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"configurations": [
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{
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"name": "Launch main.go",
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"type": "go",
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"request": "launch",
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"mode": "auto", // 也可選 debug/test/remote
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"program": "${workspaceFolder}/blockchain.go", // 或你的專案主程式
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"env": {
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"GOPATH": "/home/wang/go"
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},
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// "args": ["-arg1", "value"]
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}
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]
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}
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@ -1,3 +0,0 @@
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{
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"editor.fontFamily": "Fira Code, 'Fira Code', monospace"
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}
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@ -1,5 +1,5 @@
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// Code generated by goctl. DO NOT EDIT.
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// goctl 1.8.5
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// goctl 1.8.1
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// Source: blockchain.proto
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package blockchainservice
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@ -7,13 +7,14 @@ package blockchainservice
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import (
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"context"
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app_cloudep_blockchain "blockchain/gen_result/pb/code.30cm.net/digimon/app-cloudep-blockchain"
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"blockchain/gen_result/pb/code.30cm.net/digimon/app-cloudep-blockchain"
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"github.com/zeromicro/go-zero/zrpc"
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"google.golang.org/grpc"
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)
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type (
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HistoryReq = app_cloudep_blockchain.HistoryReq
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ListSymbolsRequest = app_cloudep_blockchain.ListSymbolsRequest
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ListSymbolsResponse = app_cloudep_blockchain.ListSymbolsResponse
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NoneReq = app_cloudep_blockchain.NoneReq
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@ -23,6 +24,7 @@ type (
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BlockchainService interface {
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// ListSymbols retrieves all available trading symbols.
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ListSymbols(ctx context.Context, in *ListSymbolsRequest, opts ...grpc.CallOption) (*ListSymbolsResponse, error)
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GetHistoryKlineData(ctx context.Context, in *HistoryReq, opts ...grpc.CallOption) (*OKResp, error)
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// Ping is a health-check endpoint.
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Ping(ctx context.Context, in *NoneReq, opts ...grpc.CallOption) (*OKResp, error)
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}
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@ -44,6 +46,11 @@ func (m *defaultBlockchainService) ListSymbols(ctx context.Context, in *ListSymb
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return client.ListSymbols(ctx, in, opts...)
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}
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func (m *defaultBlockchainService) GetHistoryKlineData(ctx context.Context, in *HistoryReq, opts ...grpc.CallOption) (*OKResp, error) {
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client := app_cloudep_blockchain.NewBlockchainServiceClient(m.cli.Conn())
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return client.GetHistoryKlineData(ctx, in, opts...)
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}
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// Ping is a health-check endpoint.
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func (m *defaultBlockchainService) Ping(ctx context.Context, in *NoneReq, opts ...grpc.CallOption) (*OKResp, error) {
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client := app_cloudep_blockchain.NewBlockchainServiceClient(m.cli.Conn())
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@ -12,12 +12,12 @@ Binance:
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WorkerSize: 20
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RedisCluster:
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Host: 127.0.0.1:6379
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Host: 10.0.0.13:6379
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Type: node
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Cassandra:
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Hosts:
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- 127.0.0.1
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- 10.0.0.13
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Port: 9042
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Keyspace: digimon
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UseAuth: true
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@ -1,18 +1,16 @@
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// Code generated by protoc-gen-go. DO NOT EDIT.
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// versions:
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// protoc-gen-go v1.36.6
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// protoc v3.21.12
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// protoc-gen-go v1.36.1
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// protoc v3.19.4
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// source: generate/rpc/blockchain.proto
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package app_cloudep_blockchain
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import (
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reflect "reflect"
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sync "sync"
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unsafe "unsafe"
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protoreflect "google.golang.org/protobuf/reflect/protoreflect"
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protoimpl "google.golang.org/protobuf/runtime/protoimpl"
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reflect "reflect"
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sync "sync"
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)
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const (
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@ -264,58 +262,159 @@ func (x *Symbol) GetQuoteAssetPrecision() int32 {
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return 0
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}
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type HistoryReq struct {
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state protoimpl.MessageState `protogen:"open.v1"`
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Symbol string `protobuf:"bytes,1,opt,name=symbol,proto3" json:"symbol,omitempty"` // 交易對名稱 （BTCUSDT）
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Interval string `protobuf:"bytes,2,opt,name=interval,proto3" json:"interval,omitempty"` // 4h 1m 1d ...
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StartTime string `protobuf:"bytes,3,opt,name=start_time,json=startTime,proto3" json:"start_time,omitempty"`
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EndTime string `protobuf:"bytes,4,opt,name=end_time,json=endTime,proto3" json:"end_time,omitempty"`
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unknownFields protoimpl.UnknownFields
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sizeCache protoimpl.SizeCache
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}
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func (x *HistoryReq) Reset() {
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*x = HistoryReq{}
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mi := &file_generate_rpc_blockchain_proto_msgTypes[5]
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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ms.StoreMessageInfo(mi)
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}
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func (x *HistoryReq) String() string {
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return protoimpl.X.MessageStringOf(x)
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}
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func (*HistoryReq) ProtoMessage() {}
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func (x *HistoryReq) ProtoReflect() protoreflect.Message {
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mi := &file_generate_rpc_blockchain_proto_msgTypes[5]
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if x != nil {
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ms := protoimpl.X.MessageStateOf(protoimpl.Pointer(x))
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if ms.LoadMessageInfo() == nil {
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ms.StoreMessageInfo(mi)
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}
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return ms
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}
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return mi.MessageOf(x)
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}
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// Deprecated: Use HistoryReq.ProtoReflect.Descriptor instead.
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func (*HistoryReq) Descriptor() ([]byte, []int) {
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return file_generate_rpc_blockchain_proto_rawDescGZIP(), []int{5}
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}
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func (x *HistoryReq) GetSymbol() string {
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if x != nil {
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return x.Symbol
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}
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return ""
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}
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func (x *HistoryReq) GetInterval() string {
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if x != nil {
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return x.Interval
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}
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return ""
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}
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func (x *HistoryReq) GetStartTime() string {
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if x != nil {
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return x.StartTime
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}
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return ""
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}
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func (x *HistoryReq) GetEndTime() string {
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if x != nil {
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return x.EndTime
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}
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return ""
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}
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var File_generate_rpc_blockchain_proto protoreflect.FileDescriptor
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const file_generate_rpc_blockchain_proto_rawDesc = "" +
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"\n" +
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"\x1dgenerate/rpc/blockchain.proto\x12\n" +
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"blockchain\"\b\n" +
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"\x06OKResp\"\t\n" +
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"\aNoneReq\"\x14\n" +
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"\x12ListSymbolsRequest\"C\n" +
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"\x13ListSymbolsResponse\x12,\n" +
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"\asymbols\x18\x01 \x03(\v2\x12.blockchain.SymbolR\asymbols\"\xde\x01\n" +
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"\x06Symbol\x12\x16\n" +
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"\x06symbol\x18\x01 \x01(\tR\x06symbol\x12\x16\n" +
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"\x06status\x18\x02 \x01(\tR\x06status\x12\x1d\n" +
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"\n" +
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"base_asset\x18\x03 \x01(\tR\tbaseAsset\x120\n" +
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"\x14base_asset_precision\x18\x04 \x01(\x05R\x12baseAssetPrecision\x12\x1f\n" +
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"\vquote_asset\x18\x05 \x01(\tR\n" +
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"quoteAsset\x122\n" +
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"\x15quote_asset_precision\x18\x06 \x01(\x05R\x13quoteAssetPrecision2\x94\x01\n" +
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"\x11BlockchainService\x12N\n" +
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"\vListSymbols\x12\x1e.blockchain.ListSymbolsRequest\x1a\x1f.blockchain.ListSymbolsResponse\x12/\n" +
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"\x04Ping\x12\x13.blockchain.NoneReq\x1a\x12.blockchain.OKRespB.Z,code.30cm.net/digimon/app-cloudep-blockchainb\x06proto3"
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var file_generate_rpc_blockchain_proto_rawDesc = []byte{
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||||
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|
||||
}
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||||
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||||
var (
|
||||
file_generate_rpc_blockchain_proto_rawDescOnce sync.Once
|
||||
file_generate_rpc_blockchain_proto_rawDescData []byte
|
||||
file_generate_rpc_blockchain_proto_rawDescData = file_generate_rpc_blockchain_proto_rawDesc
|
||||
)
|
||||
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||||
func file_generate_rpc_blockchain_proto_rawDescGZIP() []byte {
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||||
file_generate_rpc_blockchain_proto_rawDescOnce.Do(func() {
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||||
file_generate_rpc_blockchain_proto_rawDescData = protoimpl.X.CompressGZIP(unsafe.Slice(unsafe.StringData(file_generate_rpc_blockchain_proto_rawDesc), len(file_generate_rpc_blockchain_proto_rawDesc)))
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||||
file_generate_rpc_blockchain_proto_rawDescData = protoimpl.X.CompressGZIP(file_generate_rpc_blockchain_proto_rawDescData)
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||||
})
|
||||
return file_generate_rpc_blockchain_proto_rawDescData
|
||||
}
|
||||
|
||||
var file_generate_rpc_blockchain_proto_msgTypes = make([]protoimpl.MessageInfo, 5)
|
||||
var file_generate_rpc_blockchain_proto_msgTypes = make([]protoimpl.MessageInfo, 6)
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||||
var file_generate_rpc_blockchain_proto_goTypes = []any{
|
||||
(*OKResp)(nil), // 0: blockchain.OKResp
|
||||
(*NoneReq)(nil), // 1: blockchain.NoneReq
|
||||
(*ListSymbolsRequest)(nil), // 2: blockchain.ListSymbolsRequest
|
||||
(*ListSymbolsResponse)(nil), // 3: blockchain.ListSymbolsResponse
|
||||
(*Symbol)(nil), // 4: blockchain.Symbol
|
||||
(*HistoryReq)(nil), // 5: blockchain.HistoryReq
|
||||
}
|
||||
var file_generate_rpc_blockchain_proto_depIdxs = []int32{
|
||||
4, // 0: blockchain.ListSymbolsResponse.symbols:type_name -> blockchain.Symbol
|
||||
2, // 1: blockchain.BlockchainService.ListSymbols:input_type -> blockchain.ListSymbolsRequest
|
||||
1, // 2: blockchain.BlockchainService.Ping:input_type -> blockchain.NoneReq
|
||||
3, // 3: blockchain.BlockchainService.ListSymbols:output_type -> blockchain.ListSymbolsResponse
|
||||
0, // 4: blockchain.BlockchainService.Ping:output_type -> blockchain.OKResp
|
||||
3, // [3:5] is the sub-list for method output_type
|
||||
1, // [1:3] is the sub-list for method input_type
|
||||
5, // 2: blockchain.BlockchainService.GetHistoryKlineData:input_type -> blockchain.HistoryReq
|
||||
1, // 3: blockchain.BlockchainService.Ping:input_type -> blockchain.NoneReq
|
||||
3, // 4: blockchain.BlockchainService.ListSymbols:output_type -> blockchain.ListSymbolsResponse
|
||||
0, // 5: blockchain.BlockchainService.GetHistoryKlineData:output_type -> blockchain.OKResp
|
||||
0, // 6: blockchain.BlockchainService.Ping:output_type -> blockchain.OKResp
|
||||
4, // [4:7] is the sub-list for method output_type
|
||||
1, // [1:4] is the sub-list for method input_type
|
||||
1, // [1:1] is the sub-list for extension type_name
|
||||
1, // [1:1] is the sub-list for extension extendee
|
||||
0, // [0:1] is the sub-list for field type_name
|
||||
|
|
@ -330,9 +429,9 @@ func file_generate_rpc_blockchain_proto_init() {
|
|||
out := protoimpl.TypeBuilder{
|
||||
File: protoimpl.DescBuilder{
|
||||
GoPackagePath: reflect.TypeOf(x{}).PkgPath(),
|
||||
RawDescriptor: unsafe.Slice(unsafe.StringData(file_generate_rpc_blockchain_proto_rawDesc), len(file_generate_rpc_blockchain_proto_rawDesc)),
|
||||
RawDescriptor: file_generate_rpc_blockchain_proto_rawDesc,
|
||||
NumEnums: 0,
|
||||
NumMessages: 5,
|
||||
NumMessages: 6,
|
||||
NumExtensions: 0,
|
||||
NumServices: 1,
|
||||
},
|
||||
|
|
@ -341,6 +440,7 @@ func file_generate_rpc_blockchain_proto_init() {
|
|||
MessageInfos: file_generate_rpc_blockchain_proto_msgTypes,
|
||||
}.Build()
|
||||
File_generate_rpc_blockchain_proto = out.File
|
||||
file_generate_rpc_blockchain_proto_rawDesc = nil
|
||||
file_generate_rpc_blockchain_proto_goTypes = nil
|
||||
file_generate_rpc_blockchain_proto_depIdxs = nil
|
||||
}
|
||||
|
|
|
|||
|
|
@ -1,14 +1,13 @@
|
|||
// Code generated by protoc-gen-go-grpc. DO NOT EDIT.
|
||||
// versions:
|
||||
// - protoc-gen-go-grpc v1.5.1
|
||||
// - protoc v3.21.12
|
||||
// - protoc v3.19.4
|
||||
// source: generate/rpc/blockchain.proto
|
||||
|
||||
package app_cloudep_blockchain
|
||||
|
||||
import (
|
||||
context "context"
|
||||
|
||||
grpc "google.golang.org/grpc"
|
||||
codes "google.golang.org/grpc/codes"
|
||||
status "google.golang.org/grpc/status"
|
||||
|
|
@ -20,8 +19,9 @@ import (
|
|||
const _ = grpc.SupportPackageIsVersion9
|
||||
|
||||
const (
|
||||
BlockchainService_ListSymbols_FullMethodName = "/blockchain.BlockchainService/ListSymbols"
|
||||
BlockchainService_Ping_FullMethodName = "/blockchain.BlockchainService/Ping"
|
||||
BlockchainService_ListSymbols_FullMethodName = "/blockchain.BlockchainService/ListSymbols"
|
||||
BlockchainService_GetHistoryKlineData_FullMethodName = "/blockchain.BlockchainService/GetHistoryKlineData"
|
||||
BlockchainService_Ping_FullMethodName = "/blockchain.BlockchainService/Ping"
|
||||
)
|
||||
|
||||
// BlockchainServiceClient is the client API for BlockchainService service.
|
||||
|
|
@ -30,6 +30,7 @@ const (
|
|||
type BlockchainServiceClient interface {
|
||||
// ListSymbols retrieves all available trading symbols.
|
||||
ListSymbols(ctx context.Context, in *ListSymbolsRequest, opts ...grpc.CallOption) (*ListSymbolsResponse, error)
|
||||
GetHistoryKlineData(ctx context.Context, in *HistoryReq, opts ...grpc.CallOption) (*OKResp, error)
|
||||
// Ping is a health-check endpoint.
|
||||
Ping(ctx context.Context, in *NoneReq, opts ...grpc.CallOption) (*OKResp, error)
|
||||
}
|
||||
|
|
@ -52,6 +53,16 @@ func (c *blockchainServiceClient) ListSymbols(ctx context.Context, in *ListSymbo
|
|||
return out, nil
|
||||
}
|
||||
|
||||
func (c *blockchainServiceClient) GetHistoryKlineData(ctx context.Context, in *HistoryReq, opts ...grpc.CallOption) (*OKResp, error) {
|
||||
cOpts := append([]grpc.CallOption{grpc.StaticMethod()}, opts...)
|
||||
out := new(OKResp)
|
||||
err := c.cc.Invoke(ctx, BlockchainService_GetHistoryKlineData_FullMethodName, in, out, cOpts...)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
return out, nil
|
||||
}
|
||||
|
||||
func (c *blockchainServiceClient) Ping(ctx context.Context, in *NoneReq, opts ...grpc.CallOption) (*OKResp, error) {
|
||||
cOpts := append([]grpc.CallOption{grpc.StaticMethod()}, opts...)
|
||||
out := new(OKResp)
|
||||
|
|
@ -68,6 +79,7 @@ func (c *blockchainServiceClient) Ping(ctx context.Context, in *NoneReq, opts ..
|
|||
type BlockchainServiceServer interface {
|
||||
// ListSymbols retrieves all available trading symbols.
|
||||
ListSymbols(context.Context, *ListSymbolsRequest) (*ListSymbolsResponse, error)
|
||||
GetHistoryKlineData(context.Context, *HistoryReq) (*OKResp, error)
|
||||
// Ping is a health-check endpoint.
|
||||
Ping(context.Context, *NoneReq) (*OKResp, error)
|
||||
mustEmbedUnimplementedBlockchainServiceServer()
|
||||
|
|
@ -83,6 +95,9 @@ type UnimplementedBlockchainServiceServer struct{}
|
|||
func (UnimplementedBlockchainServiceServer) ListSymbols(context.Context, *ListSymbolsRequest) (*ListSymbolsResponse, error) {
|
||||
return nil, status.Errorf(codes.Unimplemented, "method ListSymbols not implemented")
|
||||
}
|
||||
func (UnimplementedBlockchainServiceServer) GetHistoryKlineData(context.Context, *HistoryReq) (*OKResp, error) {
|
||||
return nil, status.Errorf(codes.Unimplemented, "method GetHistoryKlineData not implemented")
|
||||
}
|
||||
func (UnimplementedBlockchainServiceServer) Ping(context.Context, *NoneReq) (*OKResp, error) {
|
||||
return nil, status.Errorf(codes.Unimplemented, "method Ping not implemented")
|
||||
}
|
||||
|
|
@ -125,6 +140,24 @@ func _BlockchainService_ListSymbols_Handler(srv interface{}, ctx context.Context
|
|||
return interceptor(ctx, in, info, handler)
|
||||
}
|
||||
|
||||
func _BlockchainService_GetHistoryKlineData_Handler(srv interface{}, ctx context.Context, dec func(interface{}) error, interceptor grpc.UnaryServerInterceptor) (interface{}, error) {
|
||||
in := new(HistoryReq)
|
||||
if err := dec(in); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
if interceptor == nil {
|
||||
return srv.(BlockchainServiceServer).GetHistoryKlineData(ctx, in)
|
||||
}
|
||||
info := &grpc.UnaryServerInfo{
|
||||
Server: srv,
|
||||
FullMethod: BlockchainService_GetHistoryKlineData_FullMethodName,
|
||||
}
|
||||
handler := func(ctx context.Context, req interface{}) (interface{}, error) {
|
||||
return srv.(BlockchainServiceServer).GetHistoryKlineData(ctx, req.(*HistoryReq))
|
||||
}
|
||||
return interceptor(ctx, in, info, handler)
|
||||
}
|
||||
|
||||
func _BlockchainService_Ping_Handler(srv interface{}, ctx context.Context, dec func(interface{}) error, interceptor grpc.UnaryServerInterceptor) (interface{}, error) {
|
||||
in := new(NoneReq)
|
||||
if err := dec(in); err != nil {
|
||||
|
|
@ -154,6 +187,10 @@ var BlockchainService_ServiceDesc = grpc.ServiceDesc{
|
|||
MethodName: "ListSymbols",
|
||||
Handler: _BlockchainService_ListSymbols_Handler,
|
||||
},
|
||||
{
|
||||
MethodName: "GetHistoryKlineData",
|
||||
Handler: _BlockchainService_GetHistoryKlineData_Handler,
|
||||
},
|
||||
{
|
||||
MethodName: "Ping",
|
||||
Handler: _BlockchainService_Ping_Handler,
|
||||
|
|
|
|||
|
|
@ -26,9 +26,17 @@ message Symbol {
|
|||
int32 quote_asset_precision = 6; // 報價資產顯示的小數位數
|
||||
}
|
||||
|
||||
message HistoryReq {
|
||||
string symbol = 1; // 交易對名稱 （BTCUSDT）
|
||||
string interval =2; // 4h 1m 1d ...
|
||||
string start_time=3;
|
||||
string end_time=4;
|
||||
}
|
||||
|
||||
service BlockchainService{
|
||||
// ListSymbols retrieves all available trading symbols.
|
||||
rpc ListSymbols(ListSymbolsRequest) returns(ListSymbolsResponse);
|
||||
rpc GetHistoryKlineData(HistoryReq)returns(OKResp);
|
||||
// Ping is a health-check endpoint.
|
||||
rpc Ping(NoneReq) returns(OKResp);
|
||||
}
|
||||
|
|
|
|||
|
|
@ -7,4 +7,5 @@ const CodeBlockchain uint32 = 10
|
|||
const (
|
||||
FailedToGetSymbolFormBinanceErrorCode errs.ErrorCode = 1
|
||||
FailedToUpsertBinanceErrorCode errs.ErrorCode = 2
|
||||
FailedToListBinanceKlineErrorCode errs.ErrorCode = 3
|
||||
)
|
||||
|
|
|
|||
|
|
@ -14,11 +14,12 @@ type Downloader interface {
|
|||
// FetchHistoryKline 抓歷史 K 線資料
|
||||
FetchHistoryKline(ctx context.Context, param QueryKline) ([]*entity.Kline, error)
|
||||
SaveHistoryKline(ctx context.Context, data []*entity.Kline) error
|
||||
GetKline(ctx context.Context, param QueryKline) ([]entity.Kline, error)
|
||||
}
|
||||
|
||||
type QueryKline struct {
|
||||
Symbol string
|
||||
Interval string
|
||||
StartUnixNano int64
|
||||
EndUnixNano int64
|
||||
Symbol string
|
||||
Interval string
|
||||
StartTime int64
|
||||
EndTime int64
|
||||
}
|
||||
|
|
|
|||
|
|
@ -7,6 +7,7 @@ import (
|
|||
type DataSourceUseCase interface {
|
||||
GetSymbols(ctx context.Context) ([]*Symbol, error)
|
||||
UpsertKline(ctx context.Context, data QueryKline) error
|
||||
ListKline(ctx context.Context, param QueryKline) ([]Candle, error)
|
||||
}
|
||||
|
||||
// Symbol 代表交易對資訊
|
||||
|
|
@ -20,8 +21,25 @@ type Symbol struct {
|
|||
}
|
||||
|
||||
type QueryKline struct {
|
||||
Symbol string
|
||||
Interval string
|
||||
StartUnixNano int64
|
||||
EndUnixNano int64
|
||||
Symbol string
|
||||
Interval string
|
||||
StartTime int64
|
||||
EndTime int64
|
||||
}
|
||||
|
||||
type Candle struct {
|
||||
OpenTime int64 `json:"open_time"` // 開盤時間（毫秒），clustering key，用於時序查詢
|
||||
Open string `json:"open"` // 開盤價
|
||||
High string `json:"high"` // 最高價
|
||||
Low string `json:"low"` // 最低價
|
||||
Close string `json:"close"` // 收盤價
|
||||
Volume string `json:"volume" ` // 成交量
|
||||
CloseTime int64 `json:"close_time" ` // 收盤時間（毫秒）
|
||||
QuoteAssetVolume string `json:"quote_asset_volume" ` // 成交額（以報價資產計）
|
||||
NumberOfTrades int `json:"number_of_trades"` // 交易筆數
|
||||
TakerBuyBaseAssetVolume string `json:"taker_buy_base_asset_volume"` // 主動買入成交量
|
||||
TakerBuyQuoteAssetVolume string `json:"taker_buy_quote_asset_volume"` // 主動買入成交額
|
||||
Symbol string `json:"symbol"` // 交易對，partition key
|
||||
// K 線時間區間，partition key // 12h,15m,1d,1h,1m,1s,2h,30m,3m,4h,5m,6h,8h
|
||||
Interval string `json:"interval"`
|
||||
}
|
||||
|
|
|
|||
|
|
@ -0,0 +1,27 @@
|
|||
package strategy
|
||||
|
||||
import "github.com/shopspring/decimal"
|
||||
|
||||
/************** EMA 指數移動平均 **************/
|
||||
type EMA struct {
|
||||
n int
|
||||
alp decimal.Decimal // 平滑係數 α = 2 / (n + 1)
|
||||
val decimal.Decimal // 當前EMA值
|
||||
ok bool
|
||||
}
|
||||
|
||||
func NewEMA(n int) *EMA {
|
||||
return &EMA{n: n, alp: decimal.NewFromFloat(2.0).Div(decimal.NewFromInt(int64(n + 1)))}
|
||||
}
|
||||
|
||||
func (e *EMA) Push(close decimal.Decimal) (decimal.Decimal, bool) {
|
||||
if !e.ok {
|
||||
// 第一筆資料直接當作EMA初始值
|
||||
e.val = close
|
||||
e.ok = true
|
||||
return e.val, false
|
||||
}
|
||||
// EMA計算公式
|
||||
e.val = e.alp.Mul(close).Add(decimal.NewFromInt(1).Sub(e.alp).Mul(e.val))
|
||||
return e.val, true
|
||||
}
|
||||
|
|
@ -0,0 +1,17 @@
|
|||
package strategy
|
||||
|
||||
import (
|
||||
"github.com/shopspring/decimal"
|
||||
"time"
|
||||
)
|
||||
|
||||
// CandleForStrategy 表示一根K線資料
|
||||
type CandleForStrategy struct {
|
||||
T time.Time // T：時間
|
||||
// O：開盤價
|
||||
// H：最高價
|
||||
// L：最低價
|
||||
// C：收盤價
|
||||
O, H, L, C decimal.Decimal
|
||||
V decimal.Decimal // V：成交量
|
||||
}
|
||||
|
|
@ -0,0 +1,50 @@
|
|||
package strategy
|
||||
|
||||
import (
|
||||
"container/list"
|
||||
"github.com/shopspring/decimal"
|
||||
)
|
||||
|
||||
/************** 基礎的固定長度隊列，用來計算移動平均 **************/
|
||||
type ringQD struct {
|
||||
N int // 窗口大小（需要保留的資料數量）
|
||||
l *list.List // 用於儲存資料的雙向鏈表
|
||||
sum decimal.Decimal // 當前窗口的總和，方便快速計算平均值
|
||||
}
|
||||
|
||||
// 建立一個固定長度的隊列
|
||||
func newRingQD(n int) *ringQD {
|
||||
return &ringQD{N: n, l: list.New(), sum: decimal.Zero}
|
||||
}
|
||||
|
||||
// push：將新的數值放入隊列，並維護總和
|
||||
func (q *ringQD) push(x decimal.Decimal) {
|
||||
q.l.PushBack(x)
|
||||
q.sum = q.sum.Add(x)
|
||||
// 如果超出最大長度，移除最舊的數值
|
||||
if q.l.Len() > q.N {
|
||||
f := q.l.Front()
|
||||
q.sum = q.sum.Sub(f.Value.(decimal.Decimal))
|
||||
q.l.Remove(f)
|
||||
}
|
||||
}
|
||||
|
||||
// ready：判斷隊列是否已經填滿
|
||||
func (q *ringQD) ready() bool { return q.l.Len() == q.N }
|
||||
|
||||
// mean：計算平均值
|
||||
func (q *ringQD) mean() decimal.Decimal {
|
||||
if q.l.Len() == 0 {
|
||||
return decimal.Zero
|
||||
}
|
||||
return q.sum.Div(decimal.NewFromInt(int64(q.l.Len())))
|
||||
}
|
||||
|
||||
// values：返回隊列中所有的值（複製一份，不影響原資料）
|
||||
func (q *ringQD) values() []decimal.Decimal {
|
||||
out := make([]decimal.Decimal, 0, q.l.Len())
|
||||
for e := q.l.Front(); e != nil; e = e.Next() {
|
||||
out = append(out, e.Value.(decimal.Decimal))
|
||||
}
|
||||
return out
|
||||
}
|
||||
|
|
@ -0,0 +1,129 @@
|
|||
package strategy
|
||||
|
||||
import (
|
||||
"github.com/shopspring/decimal"
|
||||
"reflect"
|
||||
"testing"
|
||||
)
|
||||
|
||||
// --- 表格式驅動測試 (Table-Driven Test) ---
|
||||
|
||||
func TestRingQD(t *testing.T) {
|
||||
// 為了方便測試，預先建立幾個 decimal 數值
|
||||
d10 := decimal.NewFromInt(10)
|
||||
d20 := decimal.NewFromInt(20)
|
||||
d30 := decimal.NewFromInt(30)
|
||||
d40 := decimal.NewFromInt(40)
|
||||
d50 := decimal.NewFromInt(50)
|
||||
d_neg5 := decimal.NewFromInt(-5)
|
||||
|
||||
// 定義測試案例的結構
|
||||
testCases := []struct {
|
||||
name string // 測試案例的名稱
|
||||
n int // ringQD 的大小
|
||||
inputs []decimal.Decimal // 輸入的數值序列
|
||||
wantSum decimal.Decimal // 預期的總和
|
||||
wantMean decimal.Decimal // 預期的平均值
|
||||
wantValues []decimal.Decimal // 預期隊列中最後的值
|
||||
wantReady bool // 預期的就緒狀態
|
||||
}{
|
||||
{
|
||||
name: "未滿載的情況",
|
||||
n: 5,
|
||||
inputs: []decimal.Decimal{d10, d20},
|
||||
wantSum: decimal.NewFromInt(30),
|
||||
wantMean: decimal.NewFromInt(15),
|
||||
wantValues: []decimal.Decimal{d10, d20},
|
||||
wantReady: false,
|
||||
},
|
||||
{
|
||||
name: "剛好滿載的情況",
|
||||
n: 3,
|
||||
inputs: []decimal.Decimal{d10, d20, d30},
|
||||
wantSum: decimal.NewFromInt(60),
|
||||
wantMean: decimal.NewFromInt(20),
|
||||
wantValues: []decimal.Decimal{d10, d20, d30},
|
||||
wantReady: true,
|
||||
},
|
||||
{
|
||||
name: "超出容量，舊資料被移除",
|
||||
n: 3,
|
||||
inputs: []decimal.Decimal{d10, d20, d30, d40, d50},
|
||||
wantSum: decimal.NewFromInt(120), // 30 + 40 + 50
|
||||
wantMean: decimal.NewFromInt(40),
|
||||
wantValues: []decimal.Decimal{d30, d40, d50},
|
||||
wantReady: true,
|
||||
},
|
||||
{
|
||||
name: "包含零與負數",
|
||||
n: 4,
|
||||
inputs: []decimal.Decimal{d10, d_neg5, decimal.Zero, d30, d_neg5},
|
||||
wantSum: decimal.NewFromInt(20), // -5 + 0 + 30 + (-5)
|
||||
wantMean: decimal.NewFromInt(5),
|
||||
wantValues: []decimal.Decimal{d_neg5, decimal.Zero, d30, d_neg5},
|
||||
wantReady: true,
|
||||
},
|
||||
{
|
||||
name: "初始為空",
|
||||
n: 5,
|
||||
inputs: []decimal.Decimal{},
|
||||
wantSum: decimal.Zero,
|
||||
wantMean: decimal.Zero,
|
||||
wantValues: []decimal.Decimal{},
|
||||
wantReady: false,
|
||||
},
|
||||
{
|
||||
name: "N 為 1 的邊界情況",
|
||||
n: 1,
|
||||
inputs: []decimal.Decimal{d10, d20, d30},
|
||||
wantSum: d30,
|
||||
wantMean: d30,
|
||||
wantValues: []decimal.Decimal{d30},
|
||||
wantReady: true,
|
||||
},
|
||||
{
|
||||
name: "N 為 0 的無效情況",
|
||||
n: 0,
|
||||
inputs: []decimal.Decimal{d10, d20, d30},
|
||||
wantSum: decimal.Zero,
|
||||
wantMean: decimal.Zero,
|
||||
wantValues: []decimal.Decimal{},
|
||||
wantReady: true,
|
||||
},
|
||||
}
|
||||
|
||||
// 遍歷所有測試案例
|
||||
for _, tc := range testCases {
|
||||
t.Run(tc.name, func(t *testing.T) {
|
||||
// 針對每個案例建立一個新的 ringQD
|
||||
q := newRingQD(tc.n)
|
||||
|
||||
// 依序推入資料
|
||||
for _, val := range tc.inputs {
|
||||
q.push(val)
|
||||
}
|
||||
|
||||
// 驗證總和
|
||||
if !q.sum.Equals(tc.wantSum) {
|
||||
t.Errorf("Sum 錯誤：got %v, want %v", q.sum, tc.wantSum)
|
||||
}
|
||||
|
||||
// 驗證平均值
|
||||
gotMean := q.mean()
|
||||
if !gotMean.Equals(tc.wantMean) {
|
||||
t.Errorf("Mean 錯誤：got %v, want %v", gotMean, tc.wantMean)
|
||||
}
|
||||
|
||||
// 驗證就緒狀態
|
||||
if q.ready() != tc.wantReady {
|
||||
t.Errorf("Ready 狀態錯誤：got %v, want %v", q.ready(), tc.wantReady)
|
||||
}
|
||||
|
||||
// 驗證隊列中的值
|
||||
gotValues := q.values()
|
||||
if !reflect.DeepEqual(gotValues, tc.wantValues) {
|
||||
t.Errorf("Values 錯誤：got %v, want %v", gotValues, tc.wantValues)
|
||||
}
|
||||
})
|
||||
}
|
||||
}
|
||||
|
|
@ -0,0 +1,45 @@
|
|||
package strategy
|
||||
|
||||
import "github.com/shopspring/decimal"
|
||||
|
||||
/* SMA (Simple Moving Average) 簡單移動平均線。 它透過計算一段時間內股價的平均值，來判斷趨勢和提供交易信號。
|
||||
|
||||
SMA 的計算方式：
|
||||
SMA 簡單地將一段時間內的收盤價加總，再除以該期間的交易日數。 例如，5 日SMA 就是將過去 5 個交易日的收盤價加總後除以 5。
|
||||
SMA 的應用：
|
||||
1. 趨勢判斷:
|
||||
SMA 可以用來判斷價格的趨勢。 當股價在 SMA 上方，且 SMA 向上移動時，表示股價處於上升趨勢；
|
||||
反之，當股價在 SMA 下方，且SMA 向下移動時，表示股價處於下降趨勢。
|
||||
2. 支撐與阻力:
|
||||
SMA 也可以被視為支撐位和阻力位。 當股價下跌到SMA 附近時，SMA 可能會提供支撐；而當股價上漲到SMA 附近時，SMA 可能會提供阻力。
|
||||
3. 交易信號:
|
||||
移動平均線的交叉也可以產生交易信號。 例如，當短期SMA 線向上穿越長期SMA 線時，被稱為黃金交叉，可能是一個買入信號；
|
||||
反之，當短期SMA 線向下穿越長期SMA 線時，被稱為死亡交叉，可能是一個賣出信號。
|
||||
SMA 的優缺點:
|
||||
優點: SMA 計算簡單、易於理解，適合新手使用。
|
||||
缺點: SMA 對於價格變動的反應較為遲鈍，可能會落後於市場，特別是短期波動時，可能不如其他移動平均線指標準確。
|
||||
*/
|
||||
|
||||
type SMA struct {
|
||||
q *ringQD
|
||||
}
|
||||
|
||||
// NewSMA 建立SMA計算器
|
||||
func NewSMA(n int) *SMA { return &SMA{q: newRingQD(n)} }
|
||||
|
||||
// Push 輸入收盤價，返回當前SMA值
|
||||
func (s *SMA) Push(close decimal.Decimal) (decimal.Decimal, bool) {
|
||||
s.q.push(close)
|
||||
if !s.q.ready() {
|
||||
return decimal.Zero, false // 尚未湊滿資料
|
||||
}
|
||||
return s.q.mean(), true
|
||||
}
|
||||
|
||||
// GetSMA 取得目前 SMA 值
|
||||
func (s *SMA) GetSMA() (decimal.Decimal, bool) {
|
||||
if !s.q.ready() {
|
||||
return decimal.Zero, false // 尚未湊滿資料
|
||||
}
|
||||
return s.q.mean(), true
|
||||
}
|
||||
|
|
@ -0,0 +1,42 @@
|
|||
package blockchainservicelogic
|
||||
|
||||
import (
|
||||
"blockchain/internal/domain/usecase"
|
||||
"context"
|
||||
"time"
|
||||
|
||||
"blockchain/gen_result/pb/code.30cm.net/digimon/app-cloudep-blockchain"
|
||||
"blockchain/internal/svc"
|
||||
|
||||
"github.com/zeromicro/go-zero/core/logx"
|
||||
)
|
||||
|
||||
type GetHistoryKlineDataLogic struct {
|
||||
ctx context.Context
|
||||
svcCtx *svc.ServiceContext
|
||||
logx.Logger
|
||||
}
|
||||
|
||||
func NewGetHistoryKlineDataLogic(ctx context.Context, svcCtx *svc.ServiceContext) *GetHistoryKlineDataLogic {
|
||||
return &GetHistoryKlineDataLogic{
|
||||
ctx: ctx,
|
||||
svcCtx: svcCtx,
|
||||
Logger: logx.WithContext(ctx),
|
||||
}
|
||||
}
|
||||
|
||||
func (l *GetHistoryKlineDataLogic) GetHistoryKlineData(in *app_cloudep_blockchain.HistoryReq) (*app_cloudep_blockchain.OKResp, error) {
|
||||
go func() {
|
||||
st, _ := time.Parse(time.RFC3339, in.GetStartTime())
|
||||
et, _ := time.Parse(time.RFC3339, in.GetEndTime())
|
||||
_ = l.svcCtx.BinanceDataSource.UpsertKline(context.Background(), usecase.QueryKline{
|
||||
Symbol: in.GetSymbol(),
|
||||
Interval: in.GetInterval(),
|
||||
StartTime: st.UnixNano(),
|
||||
EndTime: et.UnixNano(),
|
||||
})
|
||||
return
|
||||
}()
|
||||
|
||||
return &app_cloudep_blockchain.OKResp{}, nil
|
||||
}
|
||||
|
|
@ -1,12 +1,11 @@
|
|||
package blockchainservicelogic
|
||||
|
||||
import (
|
||||
"blockchain/internal/domain/usecase"
|
||||
"context"
|
||||
"time"
|
||||
|
||||
app_cloudep_blockchain "blockchain/gen_result/pb/code.30cm.net/digimon/app-cloudep-blockchain"
|
||||
"blockchain/internal/domain/usecase"
|
||||
"blockchain/internal/svc"
|
||||
"context"
|
||||
"fmt"
|
||||
|
||||
"github.com/zeromicro/go-zero/core/logx"
|
||||
)
|
||||
|
|
@ -26,11 +25,12 @@ func NewPingLogic(ctx context.Context, svcCtx *svc.ServiceContext) *PingLogic {
|
|||
}
|
||||
|
||||
func (l *PingLogic) Ping(_ *app_cloudep_blockchain.NoneReq) (*app_cloudep_blockchain.OKResp, error) {
|
||||
err := l.svcCtx.BinanceDataSource.UpsertKline(l.ctx, usecase.QueryKline{
|
||||
Symbol: "BTCUSDT",
|
||||
Interval: "1m",
|
||||
StartUnixNano: time.Date(2024, 8, 1, 0, 0, 0, 0, time.UTC).UnixNano(),
|
||||
EndUnixNano: time.Date(2025, 8, 2, 0, 0, 0, 0, time.UTC).UnixNano(),
|
||||
|
||||
kline, err := l.svcCtx.BinanceDataSource.ListKline(l.ctx, usecase.QueryKline{
|
||||
Symbol: "ETHUSDT",
|
||||
Interval: "1d",
|
||||
StartTime: 1502928000000,
|
||||
EndTime: 1503964800000,
|
||||
})
|
||||
if err != nil {
|
||||
return nil, err
|
||||
|
|
|
|||
|
|
@ -12,6 +12,7 @@ import (
|
|||
"encoding/csv"
|
||||
"fmt"
|
||||
"github.com/goccy/go-json"
|
||||
"github.com/scylladb/gocqlx/v3/qb"
|
||||
"io"
|
||||
"net/http"
|
||||
"os"
|
||||
|
|
@ -140,38 +141,24 @@ func (repo *BinanceRepository) GetSymbols(ctx context.Context) ([]*entity.Symbol
|
|||
}
|
||||
|
||||
func (repo *BinanceRepository) FetchHistoryKline(ctx context.Context, param repository.QueryKline) ([]*entity.Kline, error) {
|
||||
ch := make(chan []*entity.Kline, repo.workerSize)
|
||||
var wg sync.WaitGroup
|
||||
start := time.Unix(0, param.StartTime)
|
||||
end := time.Unix(0, param.EndTime)
|
||||
|
||||
var allKLines []*entity.Kline
|
||||
|
||||
start := time.Unix(0, param.StartUnixNano)
|
||||
end := time.Unix(0, param.EndUnixNano)
|
||||
// 產生所有天的任務
|
||||
for d := start; !d.After(end); d = d.AddDate(0, 0, 1) {
|
||||
day := d
|
||||
wg.Add(1)
|
||||
_ = repo.workers.Submit(func() {
|
||||
defer wg.Done()
|
||||
klines, err := repo.fetchHistoryKline(ctx, param.Symbol, param.Interval, day.Format(time.DateOnly))
|
||||
if err == nil && len(klines) > 0 {
|
||||
ch <- klines // 只要拿到資料就丟進 channel
|
||||
}
|
||||
// 沒資料不用丟，避免 nil append
|
||||
})
|
||||
a, err := repo.fetchHistoryKline(ctx, param.Symbol, param.Interval, day.Format(time.DateOnly))
|
||||
if err != nil {
|
||||
logx.Errorf("failed to get history of kline : %v", err)
|
||||
|
||||
continue
|
||||
}
|
||||
allKLines = append(allKLines, a...)
|
||||
}
|
||||
|
||||
// 等全部任務完成再關閉 channel
|
||||
go func() {
|
||||
wg.Wait()
|
||||
close(ch)
|
||||
}()
|
||||
|
||||
// 收集所有 K 線
|
||||
var allKlines []*entity.Kline
|
||||
for klines := range ch {
|
||||
allKlines = append(allKlines, klines...)
|
||||
}
|
||||
|
||||
return allKlines, nil
|
||||
return allKLines, nil
|
||||
}
|
||||
|
||||
func (repo *BinanceRepository) SaveHistoryKline(ctx context.Context, data []*entity.Kline) error {
|
||||
|
|
@ -187,7 +174,6 @@ func (repo *BinanceRepository) SaveHistoryKline(ctx context.Context, data []*ent
|
|||
go func(k *entity.Kline) {
|
||||
defer wg.Done()
|
||||
defer func() { <-ch }()
|
||||
|
||||
if err := repo.db.Insert(ctx, k, repo.KeySpace); err != nil {
|
||||
mu.Lock()
|
||||
errList = append(errList, err)
|
||||
|
|
@ -206,6 +192,35 @@ func (repo *BinanceRepository) SaveHistoryKline(ctx context.Context, data []*ent
|
|||
return nil
|
||||
}
|
||||
|
||||
func (repo *BinanceRepository) GetKline(ctx context.Context, param repository.QueryKline) ([]entity.Kline, error) {
|
||||
e := entity.Kline{}
|
||||
stmt, names := qb.Select(fmt.Sprintf("%s.%s", repo.KeySpace, e.TableName())).
|
||||
Columns(
|
||||
"symbol", "interval", "open_time", "open", "high", "low", "close",
|
||||
"volume", "close_time", "quote_asset_volume", "number_of_trades",
|
||||
"taker_buy_base_asset_volume", "taker_buy_quote_asset_volume",
|
||||
).
|
||||
Where(
|
||||
qb.Eq("symbol"),
|
||||
qb.Eq("interval"),
|
||||
qb.GtOrEqNamed("open_time", "start"),
|
||||
qb.LtOrEqNamed("open_time", "end"),
|
||||
).ToCql()
|
||||
|
||||
var result []entity.Kline
|
||||
err := repo.db.GetSession().Query(stmt, names).BindMap(qb.M{
|
||||
"symbol": param.Symbol,
|
||||
"interval": param.Interval,
|
||||
"start": param.StartTime,
|
||||
"end": param.EndTime,
|
||||
}).SelectRelease(&result)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return result, nil
|
||||
}
|
||||
|
||||
// =============
|
||||
func (repo *BinanceRepository) getSymbolsFromSource(ctx context.Context) ([]binance.Symbol, error) {
|
||||
if repo.Client == nil {
|
||||
|
|
@ -229,11 +244,7 @@ func (repo *BinanceRepository) fetchHistoryKline(ctx context.Context, symbol str
|
|||
if err := check(ctx, url); err != nil {
|
||||
return nil, err
|
||||
}
|
||||
// 這個 URL 只可能指向 binance.vision 官方站，已限定字串組合，不可能被用戶控制。
|
||||
// #nosec G107
|
||||
// 下載 zip
|
||||
// 這個 URL 只可能指向 binance.vision 官方站，已限定字串組合，不可能被用戶控制。
|
||||
// #nosec G107
|
||||
|
||||
req, err := http.NewRequestWithContext(ctx, http.MethodGet, url, nil)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
|
|
@ -274,7 +285,6 @@ func (repo *BinanceRepository) fetchHistoryKline(ctx context.Context, symbol str
|
|||
"quote_asset_volume", "number_of_trades", "taker_buy_base_asset_volume",
|
||||
"taker_buy_quote_asset_volume", "ignore",
|
||||
}
|
||||
|
||||
for _, f := range r.File {
|
||||
rc, err := f.Open()
|
||||
if err != nil {
|
||||
|
|
@ -293,11 +303,11 @@ func (repo *BinanceRepository) fetchHistoryKline(ctx context.Context, symbol str
|
|||
if err != nil || len(record) < 12 {
|
||||
continue
|
||||
}
|
||||
logx.Infof("record: %s", record)
|
||||
_ = writer.Write(record)
|
||||
}
|
||||
writer.Flush()
|
||||
rc.Close()
|
||||
|
||||
// csvutil parse
|
||||
var klines []*entity.Kline
|
||||
if err := csvutil.Unmarshal(buf.Bytes(), &klines); err != nil {
|
||||
|
|
|
|||
|
|
@ -100,10 +100,10 @@ func TestSymbol(t *testing.T) {
|
|||
})
|
||||
|
||||
k, err := repo.FetchHistoryKline(context.Background(), repository.QueryKline{
|
||||
Symbol: "BTCUSDT",
|
||||
Interval: "1m",
|
||||
StartUnixNano: time.Date(2025, 8, 3, 0, 0, 0, 0, time.UTC).UnixNano(),
|
||||
EndUnixNano: time.Date(2025, 8, 4, 0, 0, 0, 0, time.UTC).UnixNano(),
|
||||
Symbol: "BTCUSDT",
|
||||
Interval: "1m",
|
||||
StartTime: time.Date(2025, 8, 3, 0, 0, 0, 0, time.UTC).UnixNano(),
|
||||
EndTime: time.Date(2025, 8, 4, 0, 0, 0, 0, time.UTC).UnixNano(),
|
||||
})
|
||||
assert.NoError(t, err)
|
||||
for _, item := range k {
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
// Code generated by goctl. DO NOT EDIT.
|
||||
// goctl 1.8.5
|
||||
// goctl 1.8.1
|
||||
// Source: blockchain.proto
|
||||
|
||||
package server
|
||||
|
|
@ -7,8 +7,8 @@ package server
|
|||
import (
|
||||
"context"
|
||||
|
||||
app_cloudep_blockchain "blockchain/gen_result/pb/code.30cm.net/digimon/app-cloudep-blockchain"
|
||||
blockchainservicelogic "blockchain/internal/logic/blockchainservice"
|
||||
"blockchain/gen_result/pb/code.30cm.net/digimon/app-cloudep-blockchain"
|
||||
"blockchain/internal/logic/blockchainservice"
|
||||
"blockchain/internal/svc"
|
||||
)
|
||||
|
||||
|
|
@ -29,6 +29,11 @@ func (s *BlockchainServiceServer) ListSymbols(ctx context.Context, in *app_cloud
|
|||
return l.ListSymbols(in)
|
||||
}
|
||||
|
||||
func (s *BlockchainServiceServer) GetHistoryKlineData(ctx context.Context, in *app_cloudep_blockchain.HistoryReq) (*app_cloudep_blockchain.OKResp, error) {
|
||||
l := blockchainservicelogic.NewGetHistoryKlineDataLogic(ctx, s.svcCtx)
|
||||
return l.GetHistoryKlineData(in)
|
||||
}
|
||||
|
||||
// Ping is a health-check endpoint.
|
||||
func (s *BlockchainServiceServer) Ping(ctx context.Context, in *app_cloudep_blockchain.NoneReq) (*app_cloudep_blockchain.OKResp, error) {
|
||||
l := blockchainservicelogic.NewPingLogic(ctx, s.svcCtx)
|
||||
|
|
|
|||
|
|
@ -32,7 +32,7 @@ func NewServiceContext(c config.Config) *ServiceContext {
|
|||
DB: cassandra,
|
||||
KeySpace: c.Cassandra.Keyspace,
|
||||
})
|
||||
InitBinanceKLineWebsocket()
|
||||
// InitBinanceKLineWebsocket()
|
||||
return &ServiceContext{
|
||||
Config: c,
|
||||
BinanceRepo: binanceRepo,
|
||||
|
|
|
|||
|
|
@ -4,9 +4,8 @@ import (
|
|||
"blockchain/internal/domain/blockchain"
|
||||
"blockchain/internal/domain/repository"
|
||||
"blockchain/internal/domain/usecase"
|
||||
"context"
|
||||
|
||||
"code.30cm.net/digimon/library-go/errs"
|
||||
"context"
|
||||
"github.com/zeromicro/go-zero/core/logx"
|
||||
)
|
||||
|
||||
|
|
@ -58,10 +57,10 @@ func (use *BinanceUseCase) GetSymbols(ctx context.Context) ([]*usecase.Symbol, e
|
|||
|
||||
func (use *BinanceUseCase) UpsertKline(ctx context.Context, data usecase.QueryKline) error {
|
||||
origianData, err := use.BinanceRepo.FetchHistoryKline(ctx, repository.QueryKline{
|
||||
Symbol: data.Symbol,
|
||||
Interval: data.Interval,
|
||||
StartUnixNano: data.StartUnixNano,
|
||||
EndUnixNano: data.EndUnixNano,
|
||||
Symbol: data.Symbol,
|
||||
Interval: data.Interval,
|
||||
StartTime: data.StartTime,
|
||||
EndTime: data.EndTime,
|
||||
})
|
||||
if err != nil {
|
||||
e := errs.ThirdPartyErrorL(
|
||||
|
|
@ -94,3 +93,47 @@ func (use *BinanceUseCase) UpsertKline(ctx context.Context, data usecase.QueryKl
|
|||
|
||||
return nil
|
||||
}
|
||||
|
||||
func (use *BinanceUseCase) ListKline(ctx context.Context, param usecase.QueryKline) ([]usecase.Candle, error) {
|
||||
kline, err := use.BinanceRepo.GetKline(ctx, repository.QueryKline{
|
||||
Symbol: param.Symbol,
|
||||
Interval: param.Interval,
|
||||
StartTime: param.StartTime,
|
||||
EndTime: param.EndTime,
|
||||
})
|
||||
|
||||
if err != nil {
|
||||
e := errs.DatabaseErrorWithScopeL(
|
||||
blockchain.CodeBlockchain,
|
||||
blockchain.FailedToListBinanceKlineErrorCode,
|
||||
logx.WithContext(ctx),
|
||||
[]logx.LogField{
|
||||
{Key: "func", Value: "BinanceRepo.GetKline"},
|
||||
{Key: "err", Value: err.Error()},
|
||||
},
|
||||
"failed get kline data from db").Wrap(err)
|
||||
|
||||
return nil, e
|
||||
}
|
||||
|
||||
candle := make([]usecase.Candle, 0, len(kline))
|
||||
for _, item := range kline {
|
||||
candle = append(candle, usecase.Candle{
|
||||
OpenTime: item.OpenTime,
|
||||
Open: item.Open,
|
||||
High: item.High,
|
||||
Low: item.Low,
|
||||
Close: item.Close,
|
||||
Volume: item.Volume,
|
||||
CloseTime: item.CloseTime,
|
||||
QuoteAssetVolume: item.QuoteAssetVolume,
|
||||
NumberOfTrades: item.NumberOfTrades,
|
||||
TakerBuyBaseAssetVolume: item.TakerBuyBaseAssetVolume,
|
||||
TakerBuyQuoteAssetVolume: item.TakerBuyQuoteAssetVolume,
|
||||
Symbol: item.Symbol,
|
||||
Interval: item.Interval,
|
||||
})
|
||||
}
|
||||
|
||||
return candle, nil
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue