You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
86 lines
2.5 KiB
86 lines
2.5 KiB
package vmts |
|
|
|
import ( |
|
"fmt" |
|
"sig-pub/pkg/types" |
|
|
|
"github.com/bytedance/sonic" |
|
) |
|
|
|
var ( |
|
rawValueLimit = 5 // 避免单行数据过大 |
|
) |
|
|
|
type Metric struct { |
|
Metric map[string]string `json:"metric"` // {"__name__":"open","instance":"DOGE-USDT-SWAP"} |
|
Values []float64 `json:"values"` |
|
Timestamps []int64 `json:"timestamps"` |
|
} |
|
|
|
func NewMetric(name string, tags ...string) *Metric { |
|
if len(tags)%2 != 0 { |
|
panic(fmt.Sprintf("%s error length tags: %v", name, tags)) |
|
} |
|
metric := map[string]string{"__name__": name} |
|
for i := 0; i < len(tags); i += 2 { |
|
metric[tags[i]] = tags[i+1] |
|
} |
|
return &Metric{ |
|
Metric: metric, |
|
} |
|
} |
|
|
|
func (m *Metric) AddTag(name, value string) { |
|
m.Metric[name] = value |
|
} |
|
|
|
func (m *Metric) AddTsValue(ts int64, value float64) { |
|
m.Timestamps = append(m.Timestamps, ts) |
|
m.Values = append(m.Values, value) |
|
} |
|
|
|
func (m *Metric) ToRowJson() ([]byte, error) { |
|
return sonic.Marshal(m) |
|
} |
|
|
|
func Kline2Metrics(inst types.TradeInstance, klines []*types.Kline) (metrics []*Metric) { |
|
instMetrics := make(map[string][6]*Metric) |
|
// id := inst.InstId |
|
// inst.InstId = "doge_udst" |
|
// defer func() { |
|
// inst.InstId = id |
|
// }() |
|
|
|
for _, kline := range klines { |
|
ms, ok := instMetrics[inst.InstId] |
|
if !ok || (rawValueLimit > 0 && len(ms[0].Values) >= rawValueLimit) { |
|
ms = [6]*Metric{ |
|
NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "open"), |
|
NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "high"), |
|
NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "low"), |
|
NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "close"), |
|
NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "vol"), |
|
NewMetric(inst.InstId, "interval", string(kline.Interval), "exchange", string(inst.Exchange), "kind", "volQuote"), |
|
} |
|
instMetrics[inst.InstId] = ms |
|
for i := range len(ms) { |
|
metrics = append(metrics, ms[i]) |
|
} |
|
} |
|
|
|
// TODO open sz price |
|
open, _ := kline.Open.Float64() |
|
high, _ := kline.High.Float64() |
|
low, _ := kline.Low.Float64() |
|
close, _ := kline.Close.Float64() |
|
vol, _ := kline.Vol.Float64() |
|
volQuote, _ := kline.VolQuote.Float64() |
|
ms[0].AddTsValue(kline.Ts, open) |
|
ms[1].AddTsValue(kline.Ts, high) |
|
ms[2].AddTsValue(kline.Ts, low) |
|
ms[3].AddTsValue(kline.Ts, close) |
|
ms[4].AddTsValue(kline.Ts, vol) |
|
ms[5].AddTsValue(kline.Ts, volQuote) |
|
} |
|
return |
|
}
|
|
|