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128 lines
3.7 KiB
128 lines
3.7 KiB
package types |
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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/decimals" |
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"github.com/govalues/decimal" |
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) |
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// 时序数据 k线 |
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type Kline struct { |
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// InstId string `json:"instId"` // 交易产品id |
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// Tid int64 `json:"tid"` // ts除interval |
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// Exchange string `json:"exchange"` // 交易所 |
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Interval Interval `json:"interval"` // 周期 |
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Ts int64 `json:"ts"` // k线时间戳ms |
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Open decimal.Decimal `json:"open"` // 开盘 |
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High decimal.Decimal `json:"high"` // 最高 |
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Low decimal.Decimal `json:"low"` // 最低 |
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Close decimal.Decimal `json:"close"` // 收盘 |
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Vol decimal.Decimal `json:"vol"` // 交易量 如果是币币，数值为交易货币的数量。 |
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VolQuote decimal.Decimal `json:"volQuote"` // 交易额 (交易量，以计价货币为单位) |
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Confirm bool `json:"confirm"` // k线是否完结 |
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} |
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// okx.CandleData{[]string{"1746842757000", "0.20545", "0.20545", "0.2054", "0.2054", "7.57", "7570", "1555.2542", "1"}} |
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func (k *Kline) ParsePBKline(exchange pb.ExchangeType, kline *pb.Kline) { |
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// k.Exchange = exchange.String() |
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k.Ts = kline.Time |
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k.Interval = Interval(kline.Interval) |
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k.Confirm = kline.Confirm |
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// k.Open = decimal.MustParse(kline.Open) |
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// k.High = decimal.MustParse(kline.High) |
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// k.Low = decimal.MustParse(kline.Low) |
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// k.Close = decimal.MustParse(kline.Close) |
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// k.Vol = decimal.MustParse(kline.Vol) |
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// k.VolQuote = decimal.MustParse(kline.VolQuote) |
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k.Open = decimals.MustFromFloat64(kline.Open) |
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k.High = decimals.MustFromFloat64(kline.High) |
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k.Low = decimals.MustFromFloat64(kline.Low) |
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k.Close = decimals.MustFromFloat64(kline.Close) |
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k.Vol = decimals.MustFromFloat64(kline.Vol) |
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k.VolQuote = decimals.MustFromFloat64(kline.VolQuote) |
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} |
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func (k Kline) ToPBKline() (kline *pb.Kline) { |
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kline = &pb.Kline{ |
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Time: k.Ts, |
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Interval: string(k.Interval), |
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Confirm: k.Confirm, |
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Open: decimals.MustToFloat64(k.Open), |
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High: decimals.MustToFloat64(k.High), |
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Low: decimals.MustToFloat64(k.Low), |
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Close: decimals.MustToFloat64(k.Close), |
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Vol: decimals.MustToFloat64(k.Vol), |
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VolQuote: decimals.MustToFloat64(k.VolQuote), |
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} |
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return |
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} |
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func (k Kline) OpenF64() float64 { |
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return decimals.MustToFloat64(k.Open) |
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} |
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func (k Kline) CloseF64() float64 { |
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return decimals.MustToFloat64(k.Close) |
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} |
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func (k Kline) HighF64() float64 { |
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return decimals.MustToFloat64(k.High) |
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} |
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func (k Kline) LowF64() float64 { |
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return decimals.MustToFloat64(k.Low) |
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} |
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func (k Kline) VolF64() float64 { |
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return decimals.MustToFloat64(k.Vol) |
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} |
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func (k Kline) VolQtyF64() float64 { |
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return decimals.MustToFloat64(k.VolQuote) |
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} |
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func (k Kline) HL2() float64 { |
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return (k.HighF64() + k.LowF64()) / 2 |
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} |
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func (s Kline) Price(t KPriceType) float64 { |
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switch t { |
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case KPriceTypeOpen: |
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return s.OpenF64() |
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case KPriceTypeClose: |
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return s.CloseF64() |
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case KPriceTypeHigh: |
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return s.HighF64() |
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case KPriceTypeLow: |
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return s.LowF64() |
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case KPriceTypeVol: |
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return s.VolF64() |
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case KPriceTypeVolQuote: |
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return s.VolQtyF64() |
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default: |
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panic(fmt.Errorf("kline price type %s not support", t)) |
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} |
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} |
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type KPriceType string |
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const ( |
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KPriceTypeHigh KPriceType = "high" |
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KPriceTypeLow KPriceType = "low" |
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KPriceTypeOpen KPriceType = "open" |
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KPriceTypeClose KPriceType = "close" |
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KPriceTypeVol KPriceType = "vol" |
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KPriceTypeVolQuote KPriceType = "volQuote" |
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KPriceTypeDefault KPriceType = KPriceTypeClose |
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) |
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// ChannelKline k线订阅消息 |
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type ChannelKline struct { |
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ExgInstId string `json:"instId"` // 交易所交易产品id，如 BTC_USDT_SWAP |
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Exchange pb.ExchangeType `json:"exchange"` // 交易所 |
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Klines []*Kline `json:"klines"` |
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}
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