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50 lines
1.9 KiB
50 lines
1.9 KiB
package strategy |
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import ( |
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"fmt" |
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"sig-pub/api/pb" |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/utils/collect" |
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"sig-pub/pkg/utils/lang" |
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"strings" |
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) |
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type SigStrategyType int32 |
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const ( |
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_ SigStrategyType = iota |
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SigStrategyTypeSingle // 单周期策略 |
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SigStrategyTypeInterval // 多周期策略 |
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SigStrategyTypeInstanceInterval // 多币种多周期策略 |
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// SigStrategyTypeInstance // 多币种策略 |
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) |
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type StrategyType int32 |
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const ( |
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_ StrategyType = iota |
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StrategyTypeSig // 交易信号策略 |
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StrategyTypeTrade // 交易下单策略 |
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StrategyTypeClose // 交易平仓策略 |
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) |
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// DriverIntervalKey 生成周期驱动事件key |
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// interval/BTC_USDT/OKX/1m,3m,5m/1 |
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// completed 同一时刻的所有其他周期都完成 |
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func DriverIntervalKey(instId string, exchange pb.ExchangeType, completed bool, intervals ...types.Interval) string { |
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types.IntervalsSort(intervals) |
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strIntervals := collect.Mapping(intervals, func(interval types.Interval) string { return string(interval) }) |
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pubKey := fmt.Sprintf("/interval/%s/%s/%s/%d", instId, exchange.String(), strings.Join(strIntervals, ","), lang.Ternary(completed, 1, 0)) |
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return pubKey |
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} |
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// DriverIntervalKey 生成周期驱动事件key |
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// interval/BTC_USDT/OKX,BINANCE/1m,3m,5m |
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func MulExchangeDriverIntervalKey(instId string, exchanges []pb.ExchangeType, intervals ...types.Interval) string { |
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types.IntervalsSort(intervals) |
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types.ExchangesSort(exchanges) |
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strIntervals := collect.Mapping(intervals, func(interval types.Interval) string { return string(interval) }) |
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strExchanges := collect.Mapping(exchanges, func(exchange pb.ExchangeType) string { return exchange.String() }) |
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pubKey := fmt.Sprintf("/interval/%s/%s/%s", instId, strings.Join(strExchanges, ","), strings.Join(strIntervals, ",")) |
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return pubKey |
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}
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