sig-pub/internal/exchange/exchange.go

package exchange

import (
	"context"
	"fmt"
	"sig-pub/pkg/types"
	"sig-pub/pkg/utils/collect"
	"sync"
)

// 交易所行情数据订阅
type ExchangeSubscriber interface {
	// 交易所类型
	ExhcangeType() types.Exchange

	// 消费k线行情数据
	ConsumerKline() <-chan *types.ChannelKline

	// 订阅产品k线行情
	SubscribeKline(instIds ...string) (err error)

	// 取消订阅产品k线行情
	UnsubscribeKline(instIds ...string) (err error)
}

// 交易所行情数据请求
type ExchangeFetcher interface {
	// 交易所类型
	ExhcangeType() types.Exchange
	// 获取区间内历史k线数据
	FetchHistoryKlines(ctx context.Context, instId string, interval types.Interval, after, before int64) (klines []*types.Kline, err error)
}

// 交易所交互接口
type Exchange struct {
	ExType     types.Exchange
	Fetcher    ExchangeFetcher
	Subscriber ExchangeSubscriber
	Insts      *collect.SyncMap[string, *ExchangeTradeInstance] // map[string]*ExchangeTradeInstance // <ExchangeInstId, Inst>
	// sync.RWMutex
}

// 交易所交易产品
type ExchangeTradeInstance struct {
	Inst          *types.TradeInstance
	Status        int32                    // 交易产品状态, 0.初始化中 1.正常
	LiveMarkTs    int64                    // websocket订阅k线标记时间戳
	LiveKStartTs  map[types.Interval]int64 // ws开始订阅k线标记时间戳
	LiveKMarkTs   map[types.Interval]int64 // ws实时订阅k线(confirmed)标记时间戳
	HistoryMarkTs map[types.Interval]int64 // 拉取历史k线标记时间戳
	Lock          sync.RWMutex
}

func (exInst *ExchangeTradeInstance) GetLiveMarkTs(interval types.Interval) (ts int64) {
	exInst.Lock.RLock()
	ts = exInst.LiveKMarkTs[interval]
	exInst.Lock.RUnlock()
	return
}

func (exInst *ExchangeTradeInstance) SetLiveMarkTs(interval types.Interval, ts int64) {
	exInst.Lock.Lock()
	exInst.LiveKMarkTs[interval] = ts
	exInst.Lock.Unlock()
}

func NewExchange(fetcher ExchangeFetcher, subscriber ExchangeSubscriber) *Exchange {
	exType := fetcher.ExhcangeType()
	if exType != subscriber.ExhcangeType() {
		panic(fmt.Errorf("exchange type not match: %#v, %#v", exType, subscriber.ExhcangeType()))
	}

	return &Exchange{
		ExType:     exType,
		Fetcher:    fetcher,
		Subscriber: subscriber,
		Insts:      collect.NewSyncMap[string, *ExchangeTradeInstance](),
	}
}