sig-pub/internal/trading/kline_series.go

package trading

import (
	"sig-pub/api/pb"
	"sig-pub/pkg/types"
	"sig-pub/pkg/types/series"
)

type KlineSeries struct {
	Exchange   pb.ExchangeType
	InstId     string
	Interval   types.Interval
	Ts         int64
	klines     []*types.Kline
	klineStore *KlineStore
}

func NewKlineSeries(ts int64, interval types.Interval, klineStore *KlineStore) *KlineSeries {
	return &KlineSeries{
		Ts:         ts,
		Interval:   interval,
		klineStore: klineStore,
	}
}

// Get
// [0]当前k线
func (a KlineSeries) Get(start int16) types.Kline {
	index := len(a.klines) - 1 - int(start)
	if index >= 0 && index < len(a.klines)-1 {
		return *(a.klines[index])
	}

	// todo query store
	ts := a.Interval.MustAddMul(a.Ts, int64(-start))
	for _, k := range a.klines {
		if k.Ts == ts {
			return *k
		}
	}

	panic("kline not exists")
}

// Series [start...end]
func (a KlineSeries) Series(start, end int16) (klines series.Klines) {
	endTs := a.Interval.MustAddMul(a.Ts, int64(-start))
	startTs := a.Interval.MustAddMul(a.Ts, int64(-end))
	_ = endTs
	_ = startTs
	// return a.klineStore.GetRange(startTs, endTs)
	// todo
	return
}

// 检查k线序列完整
func (s *KlineSeries) Update(kline *types.Kline) []types.Kline {
	s.klines = append(s.klines, kline)
	// todo copy(s.klines, s.klines[0:1]) set index=20, ts=kline.ts
	s.Ts = kline.Ts
	return nil
}