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32 lines
1.2 KiB
32 lines
1.2 KiB
package trading |
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import ( |
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"sig-pub/api/pb" |
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vmts "sig-pub/pkg/storage/tsdb/victoria_metrics" |
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"sig-pub/pkg/types" |
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"sig-pub/pkg/utils/collect" |
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) |
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type KlineStore struct { |
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vmdb vmts.VictoriaMetricsTSDB |
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store [3]*collect.ConcurrentMap[string, *collect.ConcurrentMap[types.Interval, *KlineSeries]] // K线列表: []exchange<instId, interval, klines> |
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} |
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func NewKlineSeriesStore() (kss *KlineStore) { |
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kss = &KlineStore{} |
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kss.store[pb.ExchangeType_OKX] = collect.NewConcurrentMap[string, *collect.ConcurrentMap[types.Interval, *KlineSeries]](64, func(s string) string { return s }) |
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// kss.klines[pb.ExchangeType_BINANCE] = |
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return |
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} |
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func (s *KlineStore) Update(exchange pb.ExchangeType, instId string, kline *types.Kline) (k types.Kline) { |
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// klineSeries Update |
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intervals := s.store[exchange].ComputeIfAbsent(instId, func(k string) *collect.ConcurrentMap[types.Interval, *KlineSeries] { |
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return collect.NewConcurrentMap[types.Interval, *KlineSeries](8, func(t types.Interval) string { return string(t) }) |
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}) |
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klineSeries := intervals.ComputeIfAbsent(kline.Interval, func(interval types.Interval) *KlineSeries { |
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return NewKlineSeries(0, interval, s) |
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}) |
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klineSeries.Update(kline) |
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return |
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}
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