core/internal/core/core.go

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package core
import (
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"context"
"encoding/json"
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"errors"
"fmt"
"io/ioutil"
"net/http"
"os"
"strconv"
"strings"
"sync"
"time"
"github.com/go-redis/redis"
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// "github.com/phyer/texus/private"
"github.com/phyer/core/analysis"
"github.com/phyer/core/config"
"github.com/phyer/core/models"
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"github.com/phyer/v5sdkgo/rest"
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logrus "github.com/sirupsen/logrus"
)
type Core struct {
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Env string
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Cfg *config.MyConfig
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RedisLocalCli *redis.Client
RedisRemoteCli *redis.Client
FluentBitUrl string
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PlateMap map[string]*models.Plate
TrayMap map[string]*models.Tray
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CoasterMd5SyncMap sync.Map
Mu *sync.Mutex
Mu1 *sync.Mutex
Waity *sync.WaitGroup
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CandlesProcessChan chan *models.Candle
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MaXProcessChan chan *MaX
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RsiProcessChan chan *Rsi
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StockRsiProcessChan chan *StockRsi
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TickerInforocessChan chan *TickerInfo
CoasterChan chan *CoasterInfo
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analysis.SeriesChan chan *analysis.SeriesInfo // to be init
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SegmentItemChan chan *SegmentItem // to be init
MakeMaXsChan chan *Candle
ShearForceGrpChan chan *ShearForceGrp // to be init
InvokeRestQueueChan chan *RestQueue
RedisLocal2Cli *redis.Client
RestQueueChan chan *RestQueue
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RestQueue
WriteLogChan chan *WriteLog
}
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func (cre *coreCore) GetCandlesWithRest(instId string, kidx int, dura time.Duration, maxCandles int) error {
ary := []string{}
wsary := cre.Cfg.CandleDimentions
for k, v := range wsary {
matched := false
// 这个算法的目的是越靠后的candles维度被命中的概率越低第一个百分之百命中后面开始越来越低, 每分钟都会发生这样的计算,
// 因为维度多了的话,照顾不过来
rand.New(rand.NewSource(time.Now().UnixNano()))
rand.Seed(time.Now().UnixNano())
n := (k*2 + 2) * 3
if n < 1 {
n = 1
}
b := rand.Intn(n)
if b < 8 {
matched = true
}
if matched {
ary = append(ary, v)
}
}
mdura := dura/(time.Duration(len(ary)+1)) - 50*time.Millisecond
// fmt.Println("loop4 Ticker Start instId, dura: ", instId, dura, dura/10, mdura, len(ary), " idx: ", kidx)
// time.Duration(len(ary)+1)
ticker := time.NewTicker(mdura)
done := make(chan bool)
idx := 0
go func(i int) {
for {
select {
case <-ticker.C:
if i >= (len(ary)) {
done <- true
break
}
rand.Seed(time.Now().UnixNano())
b := rand.Intn(2)
maxCandles = maxCandles * (i + b) * 2
if maxCandles < 3 {
maxCandles = 3
}
if maxCandles > 30 {
maxCandles = 30
}
mx := strconv.Itoa(maxCandles)
// fmt.Println("loop4 getCandlesWithRest, instId, period,limit,dura, t: ", instId, ary[i], mx, mdura)
go func(ii int) {
restQ := RestQueue{
InstId: instId,
Bar: ary[ii],
Limit: mx,
Duration: mdura,
WithWs: true,
}
js, _ := json.Marshal(restQ)
coreRedisLocalCli.LPush("restQueue", js)
}(i)
i++
}
}
}(idx)
time.Sleep(dura - 10*time.Millisecond)
ticker.Stop()
// fmt.Println("loop4 Ticker stopped instId, dura: ", instId, dura, mdura)
done <- true
return nil
}
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type RestQueue struct {
InstId string
Bar string
After int64
Before int64
Limit string
Duration time.Duration
WithWs bool
}
type CandleData struct {
Code string `json:"code"`
Msg string `json:"msg"`
Data [][]interface{} `json:"data"` // 用二维数组来接收 candles 数据
}
type SubAction struct {
ActionName string
ForAll bool
MetaInfo map[string]interface{}
}
func (rst *RestQueue) Show(cr *Core) {
logrus.Info("restQueue:", rst.InstId, rst.Bar, rst.Limit)
}
func (rst *RestQueue) Save(cr *Core) {
afterSec := ""
if rst.After > 0 {
afterSec = fmt.Sprint("&after=", rst.After)
}
beforeSec := ""
if rst.Before > 0 {
beforeSec = fmt.Sprint("&before=", rst.Before)
}
limitSec := ""
if len(rst.Limit) > 0 {
limitSec = fmt.Sprint("&limit=", rst.Limit)
}
isHistory := false
ct, _ := cr.PeriodToMinutes(rst.Bar)
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if rst.After/ct > 10 {
isHistory = true
}
prfix := ""
if isHistory {
prfix = "history-"
}
link := "/api/v5/market/" + prfix + "candles?instId=" + rst.InstId + "&bar=" + rst.Bar + limitSec + afterSec + beforeSec
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logrus.Info("restLink: ", link)
rsp, err := cr.v5PublicInvoke(link)
if err != nil {
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logrus.Warn("cr.v5PublicInvoke err:", err, " count: ", len(rsp.Data), " instId: ", rst.InstId, " period: ", rst.Bar, " after:", afterSec)
} else {
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logrus.Warn("cr.v5PublicInvoke result count:", len(rsp.Data), " instId: ", rst.InstId, " period: ", rst.Bar, " after:", afterSec, " rsp: ", rsp)
}
cr.SaveCandle(rst.InstId, rst.Bar, rsp, rst.Duration, rst.WithWs)
}
func WriteLogProcess(cr *Core) {
for {
wg := <-cr.WriteLogChan
go func(wg *WriteLog) {
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logrus.Info("start writelog: " + wg.Tag + " " + wg.Id)
wg.Process(cr)
}(wg)
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time.Sleep(5 * time.Millisecond)
}
}
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// func (cr *Core) ShowSysTime() {
// rsp, _ := cr.RestInvoke("/api/v5/public/time", rest.GET)
// fmt.Println("serverSystem time:", rsp)
// }
func (core *Core) Init() {
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coreEnv = os.Getenv("GO_ENV")
gitBranch := os.Getenv("gitBranchName")
commitID := os.Getenv("gitCommitID")
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logrus.Info("当前环境: ", coreEnv)
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logrus.Info("gitBranch: ", gitBranch)
logrus.Info("gitCommitID: ", commitID)
cfg := MyConfig{}
cfg, _ = cfg.Init()
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coreCfg = &cfg
cli, err := coreGetRedisLocalCli()
coreRedisLocalCli = cli
coreRestQueueChan = make(chan *RestQueue)
coreWriteLogChan = make(chan *WriteLog)
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// 跟订单有关的都关掉
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// coreOrderChan = make(chan *private.Order)
if err != nil {
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logrus.Error("init redis client err: ", err)
}
}
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func (core *Core) GetRedisCliFromConf(conf RedisConfig) (*redis.Client, error) {
client := redis.NewClient(&redis.Options{
Addr: conf.Url,
Password: conf.Password, //默认空密码
DB: conf.Index, //使用默认数据库
})
pong, err := client.Ping().Result()
if pong == "PONG" && err == nil {
return client, err
} else {
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logrus.Error("redis状态不可用:", conf.Url, conf.Password, conf.Index, err)
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}
return client, nil
}
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func (core *Core) GetRemoteRedisLocalCli() (*redis.Client, error) {
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ru := coreCfg.RedisConf.Url
rp := coreCfg.RedisConf.Password
ri := coreCfg.RedisConf.Index
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re := os.Getenv("REDIS_URL")
if len(re) > 0 {
ru = re
}
client := redis.NewClient(&redis.Options{
Addr: ru,
Password: rp, //默认空密码
DB: ri, //使用默认数据库
})
pong, err := client.Ping().Result()
if pong == "PONG" && err == nil {
return client, err
} else {
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logrus.Error("redis状态不可用:", ru, rp, ri, err)
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}
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return client, nil
}
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func (core *Core) GetRedisLocalCli() (*redis.Client, error) {
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ru := coreCfg.RedisConf.Url
rp := coreCfg.RedisConf.Password
ri := coreCfg.RedisConf.Index
re := os.Getenv("REDIS_URL")
if len(re) > 0 {
ru = re
}
client := redis.NewClient(&redis.Options{
Addr: ru,
Password: rp, //默认空密码
DB: ri, //使用默认数据库
})
pong, err := client.Ping().Result()
if pong == "PONG" && err == nil {
return client, err
} else {
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logrus.Error("redis状态不可用:", ru, rp, ri, err)
}
return client, nil
}
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// 这些应该是放到 texus 里实现的
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func (core *Core) GetAllTickerInfo() (*rest.RESTAPIResult, error) {
// GET / 获取所有产品行情信息
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rsp, err := coreRestInvoke("/api/v5/market/tickers?instType=SPOT", rest.GET)
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return rsp, err
}
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// 这些跟 订单有关,都关掉
//
// func (core *Core) GetBalances() (*rest.RESTAPIResult, error) {
// // TODO 临时用了两个实现restInvoke复用原来的会有bug不知道是谁的bug
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// rsp, err := coreRestInvoke2("/api/v5/account/balance", rest.GET, nil)
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// return rsp, err
// }
//
// func (core *Core) GetLivingOrderList() ([]*private.Order, error) {
// // TODO 临时用了两个实现restInvoke复用原来的会有bug不知道是谁的bug
// params := make(map[string]interface{})
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// data, err := coreRestInvoke2("/api/v5/trade/orders-pending", rest.GET, &params)
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// odrsp := private.OrderResp{}
// err = json.Unmarshal([]byte(data.Body), &odrsp)
// str, _ := json.Marshal(odrsp)
// fmt.Println("convert: err:", err, " body: ", data.Body, odrsp, " string:", string(str))
// list, err := odrsp.Convert()
// fmt.Println("loopLivingOrder response data:", str)
// fmt.Println(utils.GetFuncName(), " 当前数据是 ", data.V5Response.Code, " list len:", len(list))
// return list, err
// }
// func (core *Core) LoopInstrumentList() error {
// for {
// time.Sleep(3 * time.Second)
// ctype := ws.SPOT
//
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// redisCli := coreRedisLocalCli
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// counts, err := redisCli.HLen("instruments|" + ctype + "|hash").Result()
// if err != nil {
// fmt.Println("err of hset to redis:", err)
// }
// if counts == 0 {
// continue
// }
// break
// }
// return nil
// }
// func (core *Core) SubscribeTicker(op string) error {
// mp := make(map[string]string)
//
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// redisCli := coreRedisLocalCli
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// ctype := ws.SPOT
// mp, err := redisCli.HGetAll("instruments|" + ctype + "|hash").Result()
// b, err := json.Marshal(mp)
// js, err := simple.NewJson(b)
// if err != nil {
// fmt.Println("err of unMarshalJson3:", js)
// }
// // fmt.Println("ticker js: ", js)
// instAry := js.MustMap()
// for k, v := range instAry {
// b = []byte(v.(string))
// _, err := simple.NewJson(b)
// if err != nil {
// fmt.Println("err of unMarshalJson4:", js)
// }
// time.Sleep(5 * time.Second)
// go func(instId string, op string) {
//
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// redisCli := coreRedisLocalCli
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// _, err = redisCli.SAdd("tickers|"+op+"|set", instId).Result()
// if err != nil {
// fmt.Println("err of unMarshalJson5:", js)
// }
// }(k, op)
// }
// return nil
// }
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// 通过接口获取一个币种名下的某个时间范围内的Candle对象集合
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// 按说这个应该放到 texus里实现
func (core *Core) v5PublicInvoke(subUrl string) (*CandleData, error) {
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restUrl, _ := coreCfg.Config.Get("connect").Get("restBaseUrl").String()
url := restUrl + subUrl
resp, err := http.Get(url)
if err != nil {
return nil, err
}
defer resp.Body.Close()
body, err := ioutil.ReadAll(resp.Body)
var result CandleData
if err := json.Unmarshal(body, &result); err != nil {
return nil, err
}
return &result, nil
}
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func (core *Core) RestInvoke(subUrl string, method string) (*rest.RESTAPIResult, error) {
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restUrl, _ := coreCfg.Config.Get("connect").Get("restBaseUrl").String()
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//ep, method, uri string, param *map[string]interface{}
rest := rest.NewRESTAPI(restUrl, method, subUrl, nil)
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key, _ := coreCfg.Config.Get("credentialReadOnly").Get("okAccessKey").String()
secure, _ := coreCfg.Config.Get("credentialReadOnly").Get("secretKey").String()
pass, _ := coreCfg.Config.Get("credentialReadOnly").Get("okAccessPassphrase").String()
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isDemo := false
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if coreEnv == "demoEnv" {
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isDemo = true
}
rest.SetSimulate(isDemo).SetAPIKey(key, secure, pass)
response, err := rest.Run(context.Background())
if err != nil {
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logrus.Error("restInvoke1 err:", subUrl, err)
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}
return response, err
}
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// 保证同一个 period, keyName 在一个周期里SaveToSortSet只会被执行一次
func (core *core.Core) SaveUniKey(period string, keyName string, extt time.Duration, tsi int64) {
refName := keyName + "|refer"
// refRes, _ := core.RedisLocalCli.GetSet(refName, 1).Result()
core.RedisLocalCli.Expire(refName, extt)
// 为保证唯一性机制防止SaveToSortSet 被重复执行, ps: 不需要唯一此操作幂等在redis里
// founded, _ := core.findInSortSet(period, keyName, extt, tsi)
// if len(refRes) != 0 {
// logrus.Error("refName exist: ", refName)
// return
// }
core.SaveToSortSet(period, keyName, extt, tsi)
}
func (core *core.Core) findInSortSet(period string, keyName string, extt time.Duration, tsi int64) (bool, error) {
founded := false
ary := strings.Split(keyName, "ts:")
setName := ary[0] + "sortedSet"
opt := redis.ZRangeBy{
Min: ToString(tsi),
Max: ToString(tsi),
}
rs, err := core.RedisLocalCli.ZRangeByScore(setName, opt).Result()
if len(rs) > 0 {
founded = true
}
if err != nil {
logrus.Error("err of ma7|ma30 add to redis:", err)
} else {
logrus.Info("sortedSet added to redis:", rs, keyName)
}
return founded, nil
}
// tsi: 上报时间timeStamp millinSecond
func (core *core.Core) SaveToSortSet(period string, keyName string, extt time.Duration, tsi int64) {
ary := strings.Split(keyName, "ts:")
setName := ary[0] + "sortedSet"
z := redis.Z{
Score: float64(tsi),
Member: keyName,
}
rs, err := core.RedisLocalCli.ZAdd(setName, z).Result()
if err != nil {
logrus.Warn("err of ma7|ma30 add to redis:", err)
} else {
logrus.Warn("sortedSet added to redis:", rs, keyName)
}
}
// 根据周期的文本内容,返回这代表多少个分钟
func (cr *core.Core) PeriodToMinutes(period string) (int64, error) {
ary := strings.Split(period, "")
beiStr := "1"
danwei := ""
if len(ary) == 0 {
err := errors.New(utils.GetFuncName() + " period is block")
return 0, err
}
if len(ary) == 3 {
beiStr = ary[0] + ary[1]
danwei = ary[2]
} else {
beiStr = ary[0]
danwei = ary[1]
}
cheng := 1
bei, _ := strconv.Atoi(beiStr)
switch danwei {
case "m":
{
cheng = bei
break
}
case "H":
{
cheng = bei * 60
break
}
case "D":
{
cheng = bei * 60 * 24
break
}
case "W":
{
cheng = bei * 60 * 24 * 7
break
}
case "M":
{
cheng = bei * 60 * 24 * 30
break
}
case "Y":
{
cheng = bei * 60 * 24 * 365
break
}
default:
{
logrus.Warning("notmatch:", danwei, period)
panic("notmatch:" + period)
}
}
return int64(cheng), nil
}
// type ScanCmd struct {
// baseCmd
//
// page []string
// cursor uint64
//
// process func(cmd Cmder) error
// }
func (core *core.Core) GetRangeKeyList(pattern string, from time.Time) ([]*simple.Json, error) {
// 比如用来计算ma30或ma7倒推多少时间范围
redisCli := core.RedisLocalCli
cursor := uint64(0)
n := 0
allTs := []int64{}
var keys []string
for {
var err error
keys, cursor, _ = redisCli.Scan(cursor, pattern+"*", 2000).Result()
if err != nil {
panic(err)
}
n += len(keys)
if n == 0 {
break
}
}
// keys, _ := redisCli.Keys(pattern + "*").Result()
for _, key := range keys {
keyAry := strings.Split(key, ":")
key = keyAry[1]
keyi64, _ := strconv.ParseInt(key, 10, 64)
allTs = append(allTs, keyi64)
}
nary := utils.RecursiveBubble(allTs, len(allTs))
tt := from.UnixMilli()
ff := tt - tt%60000
fi := int64(ff)
mary := []int64{}
for _, v := range nary {
if v < fi {
break
}
mary = append(mary, v)
}
res := []*simple.Json{}
for _, v := range mary {
// if k > 1 {
// break
// }
nv := pattern + strconv.FormatInt(v, 10)
str, err := redisCli.Get(nv).Result()
if err != nil {
logrus.Error("err of redis get key:", nv, err)
}
cur, err := simple.NewJson([]byte(str))
if err != nil {
logrus.Error("err of create newJson:", str, err)
}
res = append(res, cur)
}
return res, nil
}
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// func (core *Core) RestInvoke2(subUrl string, method string, param *map[string]interface{}) (*rest.RESTAPIResult, error) {
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// key, err1 := coreCfg.Config.Get("credentialReadOnly").Get("okAccessKey").String()
// secret, err2 := coreCfg.Config.Get("credentialReadOnly").Get("secretKey").String()
// pass, err3 := coreCfg.Config.Get("credentialReadOnly").Get("okAccessPassphrase").String()
// userId, err4 := coreCfg.Config.Get("connect").Get("userId").String()
// restUrl, err5 := coreCfg.Config.Get("connect").Get("restBaseUrl").String()
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// if err1 != nil || err2 != nil || err3 != nil || err4 != nil || err5 != nil {
// fmt.Println(err1, err2, err3, err4, err5)
// } else {
// fmt.Println("key:", key, secret, pass, "userId:", userId, "restUrl: ", restUrl)
// }
// // reqParam := make(map[string]interface{})
// // if param != nil {
// // reqParam = *param
// // }
// // rs := rest.NewRESTAPI(restUrl, method, subUrl, &reqParam)
// isDemo := false
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// if coreEnv == "demoEnv" {
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// isDemo = true
// }
// // rs.SetSimulate(isDemo).SetAPIKey(key, secret, pass).SetUserId(userId)
// // response, err := rs.Run(context.Background())
// // if err != nil {
// // fmt.Println("restInvoke2 err:", subUrl, err)
// // }
// apikey := rest.APIKeyInfo{
// ApiKey: key,
// SecKey: secret,
// PassPhrase: pass,
// }
// cli := rest.NewRESTClient(restUrl, &apikey, isDemo)
// rsp, err := cli.Get(context.Background(), subUrl, param)
// if err != nil {
// return rsp, err
// }
// fmt.Println("response:", rsp, err)
// return rsp, err
// }
// 跟下单有关的都关掉,以后再说
// func (core *Core) RestPost(subUrl string, param *map[string]interface{}) (*rest.RESTAPIResult, error) {
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// key, err1 := coreCfg.Config.Get("credentialMutable").Get("okAccessKey").String()
// secret, err2 := coreCfg.Config.Get("credentialMutable").Get("secretKey").String()
// pass, err3 := coreCfg.Config.Get("credentialMutable").Get("okAccessPassphrase").String()
// userId, err4 := coreCfg.Config.Get("connect").Get("userId").String()
// restUrl, err5 := coreCfg.Config.Get("connect").Get("restBaseUrl").String()
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// if err1 != nil || err2 != nil || err3 != nil || err4 != nil || err5 != nil {
// fmt.Println(err1, err2, err3, err4, err5)
// } else {
// fmt.Println("key:", key, secret, pass, "userId:", userId, "restUrl: ", restUrl)
// }
// // 请求的另一种方式
// apikey := rest.APIKeyInfo{
// ApiKey: key,
// SecKey: secret,
// PassPhrase: pass,
// }
// isDemo := false
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// if coreEnv == "demoEnv" {
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// isDemo = true
// }
// cli := rest.NewRESTClient(restUrl, &apikey, isDemo)
// rsp, err := cli.Post(context.Background(), subUrl, param)
// if err != nil {
// return rsp, err
// }
// return rsp, err
// }
// 我当前持有的币,每分钟刷新
func (core *Core) GetMyFavorList() []string {
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redisCli := coreRedisLocalCli
opt := redis.ZRangeBy{
Min: "10",
Max: "100000000000",
}
cary, _ := redisCli.ZRevRangeByScore("private|positions|sortedSet", opt).Result()
cl := []string{}
for _, v := range cary {
cry := strings.Split(v, "|")[0] + "-USDT"
cl = append(cl, cry)
}
return cary
}
// 得到交易量排行榜,订阅其中前N名的各维度k线,并merge进来我已经购买的币列表这个列表是动态更新的
// 改了,不需要交易排行榜,我手动指定一个排行即可, tickersVol|sortedSet 改成 tickersList|sortedSet
func (core *Core) GetScoreList(count int) []string {
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// redisCli := coreRedisLocalCli
myFocusList := coreCfg.Config.Get("focusList").MustArray()
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logrus.Debug("curList: ", myFocusList)
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lst := []string{}
for _, v := range myFocusList {
lst = append(lst, v.(string))
}
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return lst
}
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// 跟订单有关,关掉
// func LoopBalances(cr *Core, mdura time.Duration) {
// //协程动态维护topScore
// ticker := time.NewTicker(mdura)
// for {
// select {
// case <-ticker.C:
// //协程循环执行rest请求candle
// fmt.Println("loopBalance: receive ccyChannel start")
// RestBalances(cr)
// }
// }
// }
// func LoopLivingOrders(cr *Core, mdura time.Duration) {
// //协程动态维护topScore
// ticker := time.NewTicker(mdura)
// for {
// select {
// case <-ticker.C:
// //协程循环执行rest请求candle
// fmt.Println("loopLivingOrder: receive ccyChannel start")
// RestLivingOrder(cr)
// }
// }
// }
// 跟订单有关,关掉
// func RestBalances(cr *Core) ([]*private.Ccy, error) {
// // fmt.Println("restBalance loopBalance loop start")
// ccyList := []*private.Ccy{}
// rsp, err := cr.GetBalances()
// if err != nil {
// fmt.Println("loopBalance err00: ", err)
// }
// fmt.Println("loopBalance balance rsp: ", rsp)
// if err != nil {
// fmt.Println("loopBalance err01: ", err)
// return ccyList, err
// }
// if len(rsp.Body) == 0 {
// fmt.Println("loopBalance err03: rsp body is null")
// return ccyList, err
// }
// js1, err := simple.NewJson([]byte(rsp.Body))
// if err != nil {
// fmt.Println("loopBalance err1: ", err)
// }
// itemList := js1.Get("data").GetIndex(0).Get("details").MustArray()
// // maxTickers是重点关注的topScore的coins的数量
// cli := cr.RedisLocalCli
// for _, v := range itemList {
// js, _ := json.Marshal(v)
// ccyResp := private.CcyResp{}
// err := json.Unmarshal(js, &ccyResp)
// if err != nil {
// fmt.Println("loopBalance err2: ", err)
// }
// ccy, err := ccyResp.Convert()
// ccyList = append(ccyList, ccy)
// if err != nil {
// fmt.Println("loopBalance err2: ", err)
// }
// z := redis.Z{
// Score: ccy.EqUsd,
// Member: ccy.Ccy + "|position|key",
// }
// res, err := cli.ZAdd("private|positions|sortedSet", z).Result()
// if err != nil {
// fmt.Println("loopBalance err3: ", res, err)
// }
// res1, err := cli.Set(ccy.Ccy+"|position|key", js, 0).Result()
// if err != nil {
// fmt.Println("loopBalance err4: ", res1, err)
// }
// bjs, _ := json.Marshal(ccy)
// tsi := time.Now().Unix()
// tsii := tsi - tsi%600
// tss := strconv.FormatInt(tsii, 10)
// cli.Set(CCYPOSISTIONS_PUBLISH+"|ts:"+tss, 1, 10*time.Minute).Result()
// fmt.Println("ccy published: ", string(bjs))
// //TODO FIXME 50毫秒每分钟上限是1200个订单超过就无法遍历完成
// time.Sleep(50 * time.Millisecond)
// suffix := ""
// if cr.Env == "demoEnv" {
// suffix = "-demoEnv"
// }
// // TODO FIXME cli2
// cli.Publish(CCYPOSISTIONS_PUBLISH+suffix, string(bjs)).Result()
// }
// return ccyList, nil
// }
// func RestLivingOrder(cr *Core) ([]*private.Order, error) {
// // fmt.Println("restOrder loopOrder loop start")
// orderList := []*private.Order{}
// list, err := cr.GetLivingOrderList()
// if err != nil {
// fmt.Println("loopLivingOrder err00: ", err)
// }
// fmt.Println("loopLivingOrder response:", list)
// go func() {
// for _, v := range list {
// fmt.Println("order orderV:", v)
// time.Sleep(30 * time.Millisecond)
// cr.OrderChan <- v
// }
// }()
// return orderList, nil
// }
func (cr *Core) ProcessOrder(od *private.Order) error {
// publish
go func() {
suffix := ""
if cr.Env == "demoEnv" {
suffix = "-demoEnv"
}
cn := ORDER_PUBLISH + suffix
bj, _ := json.Marshal(od)
// TODO FIXME cli2
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res, _ := cr.RedisLocalCli.Publish(cn, string(bj)).Result()
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logrus.Info("order publish res: ", res, " content: ", string(bj))
rsch := ORDER_RESP_PUBLISH + suffix
bj1, _ := json.Marshal(res)
// TODO FIXME cli2
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res, _ = cr.RedisLocalCli.Publish(rsch, string(bj1)).Result()
}()
return nil
}
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// 跟订单有关,关掉
// func (cr *Core) DispatchSubAction(action *SubAction) error {
// go func() {
// suffix := ""
// if cr.Env == "demoEnv" {
// suffix = "-demoEnv"
// }
// fmt.Println("action: ", action.ActionName, action.MetaInfo)
// res, err := cr.RestPostWrapper("/api/v5/trade/"+action.ActionName, action.MetaInfo)
// if err != nil {
// fmt.Println(utils.GetFuncName(), " actionRes 1:", err)
// }
// rsch := ORDER_RESP_PUBLISH + suffix
// bj1, _ := json.Marshal(res)
//
// // TODO FIXME cli2
// rs, _ := cr.RedisLocalCli.Publish(rsch, string(bj1)).Result()
// fmt.Println("action rs: ", rs)
// }()
// return nil
// }
// func (cr *Core) RestPostWrapper(url string, param map[string]interface{}) (rest.Okexv5APIResponse, error) {
// suffix := ""
// if cr.Env == "demoEnv" {
// suffix = "-demoEnv"
// }
// res, err := cr.RestPost(url, &param)
// fmt.Println("actionRes 2:", res.V5Response.Msg, res.V5Response.Data, err)
// bj, _ := json.Marshal(res)
//
// // TODO FIXME cli2
// cr.RedisLocalCli.Publish(ORDER_RESP_PUBLISH+suffix, string(bj))
// return res.V5Response, nil
// }
func (cr *Core) AddToGeneralCandleChnl(candle *Candle, channels []string) {
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redisCli := cr.RedisLocalCli
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ab, err := json.Marshal(candle)
if err != nil {
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logrus.Error("candle marshal err: ", err)
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}
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logrus.Debug("AddToGeneralCandleChnl: ", string(ab), " channels: ", channels)
for _, v := range channels {
suffix := ""
env := os.Getenv("GO_ENV")
if env == "demoEnv" {
suffix = "-demoEnv"
}
vd := v + suffix
_, err := redisCli.Publish(vd, string(ab)).Result()
if err != nil {
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logrus.Error("err of ma7|ma30 add to redis2:", err, candle.From)
}
}
}
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// setName := "candle" + period + "|" + instId + "|sortedSet"
// count: 倒推多少个周期开始拿数据
// from: 倒推的起始时间点
// ctype: candle或者maX
func (core *Core) GetRangeMaXSortedSet(setName string, count int, from time.Time) (*MaXList, error) {
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mxl := &MaXList{Count: count}
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ary1 := strings.Split(setName, "|")
ary2 := []string{}
period := ""
ary2 = strings.Split(ary1[1], "candle")
period = ary2[1]
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dui, err := corePeriodToMinutes(period)
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if err != nil {
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return mxl, err
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}
fromt := from.UnixMilli()
froms := strconv.FormatInt(fromt, 10)
sti := fromt - dui*int64(count)*60*1000
sts := strconv.FormatInt(sti, 10)
opt := redis.ZRangeBy{
Min: sts,
Max: froms,
Count: int64(count),
}
ary := []string{}
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logrus.Debug("ZRevRangeByScore ", " setName:", setName, " froms:", froms, " sts:", sts)
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dura, err := coreGetExpiration(period)
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if err != nil {
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return mxl, err
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}
// fmt.Println("GetExpiration dura: ", dura, " period: ", period)
ot := time.Now().Add(dura * -1)
oti := ot.UnixMilli()
// fmt.Println(fmt.Sprint("GetExpiration zRemRangeByScore ", setName, " ", 0, " ", strconv.FormatInt(oti, 10)))
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cli := coreRedisLocalCli
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cli.LTrim(setName, 0, oti)
cunt, _ := cli.ZRemRangeByScore(setName, "0", strconv.FormatInt(oti, 10)).Result()
if cunt > 0 {
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logrus.Warning("移出过期的引用数量:", "setName:", setName, " cunt:", cunt)
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}
ary, err = cli.ZRevRangeByScore(setName, opt).Result()
if err != nil {
logrus.Warning("GetRangeMaXSortedSet ZRevRangeByScore err: ", " setName: ", setName, ", opt:", opt, ", res:", ary, ", err:", err)
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return mxl, err
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}
keyAry, err := cli.MGet(ary...).Result()
if err != nil {
logrus.Warning("GetRangeMaXSortedSet mget err: ", "setName:", setName, ", max:", opt.Max, ", min:", opt.Min, ", res:", keyAry, ", err:", err)
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return mxl, err
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}
for _, str := range keyAry {
if str == nil {
continue
}
mx := MaX{}
json.Unmarshal([]byte(str.(string)), &mx)
curData := mx.Data
if len(curData) == 0 {
logrus.Warning("curData is null", str)
continue
}
ts := curData[0].(float64)
tm := time.UnixMilli(int64(ts))
if tm.Sub(from) > 0 {
break
}
mxl.List = append(mxl.List, &mx)
}
mxl.Count = count
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return mxl, nil
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}
// 根据周期的文本内容,返回这代表多少个分钟
// 设置sortedSet的过期时间
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func (cr *Core) GetExpiration(per string) (time.Duration, error) {
if len(per) == 0 {
erstr := fmt.Sprint("period没有设置")
logrus.Warn(erstr)
err := errors.New(erstr)
return 0, err
}
exp, err := cr.PeriodToMinutes(per)
length, _ := cr.Cfg.Config.Get("sortedSet").Get("length").Int64()
logrus.Info("length of sortedSet: ", length)
dur := time.Duration(exp*length) * time.Minute
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return dur, err
}
func (cr *Core) PeriodToLastTime(period string, from time.Time) (time.Time, error) {
candles := cr.Cfg.Config.Get("softCandleSegmentList").MustArray()
minutes := int64(0)
tms := ""
for _, v := range candles {
cs := CandleSegment{}
sv, _ := json.Marshal(v)
json.Unmarshal(sv, &cs)
if cs.Seg == period {
mns, err := cr.PeriodToMinutes(period)
if err != nil {
continue
}
minutes = mns
tms = cs.StartTime
} else {
}
}
tm, err := time.ParseInLocation("2006-01-02 15:04.000", tms, time.Local)
if err != nil {
return from, err
}
// from.Unix() % minutes
frmi := from.UnixMilli()
frmi = frmi - (frmi)%(60*1000)
tmi := tm.UnixMilli()
tmi = tmi - (tmi)%(60*1000)
oms := int64(0)
for i := int64(0); true; i++ {
if tmi+i*minutes*60*1000 > frmi {
break
} else {
oms = tmi + i*minutes*60*1000
continue
}
}
// return from, nil
// tm :=
om := time.UnixMilli(oms)
// fmt.Println("PeriodToLastTime: period: ", period, " lastTime:", om.Format("2006-01-02 15:04:05.000"))
return om, nil
}
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// setName := "candle" + period + "|" + instId + "|sortedSet"
// count: 倒推多少个周期开始拿数据
// from: 倒推的起始时间点
// ctype: candle或者maX
func (core *Core) GetRangeCandleSortedSet(setName string, count int, from time.Time) (*CandleList, error) {
// 初始化返回结果
cdl := &CandleList{Count: count}
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// 解析period
ary := strings.Split(setName, "|")
if len(ary) < 1 {
return nil, fmt.Errorf("invalid setName format: %s", setName)
}
period := strings.TrimPrefix(ary[0], "candle")
// 获取period对应的分钟数
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durationMinutes, err := corePeriodToMinutes(period)
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if err != nil {
return nil, fmt.Errorf("failed to get period minutes: %w", err)
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}
// 计算时间范围
fromTs := from.UnixMilli()
nowTs := time.Now().UnixMilli()
if fromTs > nowTs*2 {
return nil, fmt.Errorf("invalid from time: %v", from)
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}
// 计算查询的起始时间
startTs := fromTs - durationMinutes*int64(count)*60*1000
// 清理过期数据
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if err := corecleanExpiredData(setName, period); err != nil {
logrus.Warnf("Failed to clean expired data: %v", err)
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}
// 从Redis获取数据
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cli := coreRedisLocalCli
opt := redis.ZRangeBy{
Min: strconv.FormatInt(startTs, 10),
Max: strconv.FormatInt(fromTs, 10),
Count: int64(count),
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}
logrus.Debugf("Querying Redis: set=%s, start=%v, end=%v", setName, time.UnixMilli(startTs), from)
// 获取键列表
keys, err := cli.ZRevRangeByScore(setName, opt).Result()
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if err != nil {
return nil, fmt.Errorf("failed to query Redis: %w", err)
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}
if len(keys) == 0 {
logrus.Warnf("No data found for set: %s between %v and %v", setName, time.UnixMilli(startTs), from)
return cdl, nil
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}
// 批量获取数据
values, err := cli.MGet(keys...).Result()
if err != nil {
return nil, fmt.Errorf("failed to get values from Redis: %w", err)
}
// 解析数据
for _, val := range values {
if val == nil {
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continue
}
var candle Candle
if err := json.Unmarshal([]byte(val.(string)), &candle); err != nil {
logrus.Warnf("Failed to unmarshal candle data: %v", err)
continue
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}
// 检查时间是否在范围内
candleTime := time.UnixMilli(ToInt64(candle.Data[0]))
if candleTime.After(from) {
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break
}
cdl.List = append(cdl.List, &candle)
}
return cdl, nil
}
// cleanExpiredData 清理过期的数据
func (core *Core) cleanExpiredData(setName, period string) error {
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expiration, err := coreGetExpiration(period)
if err != nil {
return err
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}
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cli := coreRedisLocalCli
expirationTime := time.Now().Add(-expiration)
expirationTs := strconv.FormatInt(expirationTime.UnixMilli(), 10)
// 清理过期数据
if count, err := cli.ZRemRangeByScore(setName, "0", expirationTs).Result(); err != nil {
return err
} else if count > 0 {
logrus.Infof("Cleaned %d expired records from %s", count, setName)
}
return nil
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}
func (cr *Core) GetCoasterFromPlate(instID string, period string) (Coaster, error) {
// cr.Mu.Lock()
// defer cr.Mu.Unlock()
pl, ok := cr.PlateMap[instID]
if !ok {
err := errors.New("instID period not found : " + instID + " " + period)
return *new(Coaster), err
}
co := pl.CoasterMap["period"+period]
return co, nil
}
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func (core *Core) GetPixelanalysis.Series(instId string, period string) (analysis.Series, error) {
srs := analysis.Series{}
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srName := instId + "|" + period + "|series"
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cli := coreRedisLocalCli
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srsStr, err := cli.Get(srName).Result()
if err != nil {
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return *new(analysis.Series), err
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}
err = json.Unmarshal([]byte(srsStr), &srs)
if err != nil {
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return *new(analysis.Series), err
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}
logrus.Info("sei:", srsStr)
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err = srs.Candleanalysis.Series.RecursiveBubbleS(srs.Candleanalysis.Series.Count, "asc")
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if err != nil {
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return *new(analysis.Series), err
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}
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// err = srs.Candleanalysis.Series.RecursiveBubbleX(srs.Candleanalysis.Series.Count, "asc")
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// if err != nil {
// return nil, err
// }
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err = srs.Ma7analysis.Series.RecursiveBubbleS(srs.Candleanalysis.Series.Count, "asc")
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if err != nil {
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return *new(analysis.Series), err
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}
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// err = srs.Ma7analysis.Series.RecursiveBubbleX(srs.Candleanalysis.Series.Count, "asc")
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// if err != nil {
// return nil, err
// }
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err = srs.Ma30analysis.Series.RecursiveBubbleS(srs.Candleanalysis.Series.Count, "asc")
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if err != nil {
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return *new(analysis.Series), err
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}
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// err = srs.Ma30analysis.Series.RecursiveBubbleX(srs.Candleanalysis.Series.Count, "asc")
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// if err != nil {
// return nil, err
// }
return srs, nil
}