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178 lines
4.0 KiB
178 lines
4.0 KiB
package vmts |
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import ( |
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"bufio" |
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"bytes" |
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"errors" |
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"fmt" |
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"io" |
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"net/http" |
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"net/url" |
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"runtime/debug" |
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"sig-pub/pkg/config" |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/zlog" |
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"github.com/bytedance/sonic" |
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"github.com/govalues/decimal" |
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"github.com/klauspost/compress/zstd" |
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) |
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// VictoriaMetricsTSDB 时序库 |
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type VictoriaMetricsTSDB struct { |
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addr string |
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} |
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func NewVictoriaMetricsTSDB(conf config.VictoriaMetricsConfig) *VictoriaMetricsTSDB { |
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return &VictoriaMetricsTSDB{ |
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addr: conf.Addr, |
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} |
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} |
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func (vm *VictoriaMetricsTSDB) SaveKlines(inst types.TradeInstance, klines []*types.Kline) (err error) { |
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metrics := Kline2Metrics(inst, klines) |
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err = vm.batchWriteMetrics(metrics) |
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return |
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} |
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func (vm *VictoriaMetricsTSDB) batchWriteMetrics(metrics []*Metric) (err error) { |
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var buf bytes.Buffer |
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// gz := gzip.NewWriter(&buf) |
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var data []byte |
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for _, metric := range metrics { |
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data, err = metric.ToRowJson() |
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if err != nil { |
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return |
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} |
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buf.Write(data) |
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buf.Write([]byte("\n")) |
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// gz.Write(data) |
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// gz.Write([]byte("\n")) |
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} |
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// gz.Close() |
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// file, _ := os.Open(fmt.Sprintf("%d.json", time.Now().Unix())) |
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// defer file.Close() |
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// err = os.WriteFile(fmt.Sprintf("./%d.json", time.Now().Unix()), buf.Bytes(), os.ModeAppend) |
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// if err != nil { |
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// return |
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// } |
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// datas, err := compressData(buf.Bytes()) |
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// {kind="high"}[30m] |
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resp, err := http.Post(fmt.Sprintf("%s/api/v1/import", vm.addr), "application/json", &buf) |
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if err != nil { |
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return |
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} |
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if resp.StatusCode < 200 || resp.StatusCode >= 300 { |
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zlog.Info("batch import status error: ", resp.Status) |
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} |
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return |
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} |
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func compressData(data []byte) ([]byte, error) { |
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var b bytes.Buffer |
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encoder, _ := zstd.NewWriter(&b) |
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defer encoder.Close() |
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if _, err := encoder.Write(data); err != nil { |
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return nil, err |
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} |
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return b.Bytes(), nil |
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} |
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// 获取原始k线列表 |
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func (vm *VictoriaMetricsTSDB) GetRangeKline(inst types.TradeInstance, interval types.Interval, start, end int64) (err error) { |
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defer func() { |
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if r := recover(); r != nil { |
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zlog.Error("vmdb get range kline recover error:", r) |
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debug.PrintStack() |
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err = fmt.Errorf("%v", r) |
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} |
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}() |
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if inst.InstId == "" { |
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err = errors.New("instid is empty") |
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return |
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} |
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if start <= 0 || end <= 0 { |
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err = errors.New("invalid time range") |
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return |
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} |
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match := fmt.Sprintf("%s{interval=\"%s\"}", inst.InstId, interval) |
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params := fmt.Sprintf("start=%d&end=%d&match[]=%s", start, end, url.QueryEscape(match)) |
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resp, err := http.Get(fmt.Sprintf("%s/api/v1/export?%s", vm.addr, params)) |
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if err != nil { |
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return |
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} |
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defer func() { |
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if err := resp.Body.Close(); err != nil { |
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zlog.Error("close vmtsdb response error:", err) |
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} |
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}() |
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// read response json line |
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reader := bufio.NewReader(resp.Body) |
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var klines []*types.Kline |
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var vmLineBytes []byte |
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for { |
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vmLineBytes, err = reader.ReadBytes('\n') |
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if err == io.EOF || len(vmLineBytes) == 0 { |
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break |
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} |
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if err != nil { |
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zlog.Error(err) |
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return |
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} |
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vmMetric := new(VMMetricKline) |
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if err = sonic.Unmarshal(vmLineBytes, vmMetric); err != nil { |
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return |
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} |
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for i, ts := range vmMetric.Timestamps { |
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if len(klines) <= i { |
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klines = append(klines, &types.Kline{ |
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Interval: types.Interval(vmMetric.Metric.Interval), |
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Ts: ts, |
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Confirm: true, |
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}) |
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} |
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kline := klines[i] |
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if kline.Ts != ts { |
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err = errors.New("vm metric kline integrate error") |
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return |
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} |
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value := vmMetric.Values[i] |
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switch vmMetric.Metric.Kind { |
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case "open": |
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kline.Open = value |
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case "close": |
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kline.Close = value |
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case "high": |
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kline.High = value |
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case "low": |
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kline.Low = value |
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case "vol": |
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kline.Vol = value |
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case "volQuote": |
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kline.VolQuote = value |
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} |
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} |
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// zlog.Infof("response body line: %#v", vmMetric) |
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} |
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for _, kline := range klines { |
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zlog.Infof("kline: %#v", kline) |
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} |
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return |
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} |
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type VMMetricKline struct { |
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Metric struct { |
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Name string `json:"__name__"` |
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Interval string `json:"interval"` |
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Kind string `json:"kind"` |
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} `json:"metric"` |
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Values []decimal.Decimal `json:"values"` |
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Timestamps []int64 `json:"timestamps"` |
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}
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