add lastUpdate to candle and max
This commit is contained in:
parent
104143800a
commit
b835d2c040
39
candle.go
39
candle.go
@ -212,10 +212,10 @@ func (candle *Candle) PushToWriteLogChan(cr *Core) error {
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did := candle.InstID + candle.Period + candle.Data[0].(string)
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did := candle.InstID + candle.Period + candle.Data[0].(string)
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candle.Id = HashString(did)
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candle.Id = HashString(did)
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ncd, _ := candle.ToStruct(cr)
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ncd, _ := candle.ToStruct(cr)
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fmt.Println("ncd: ", ncd)
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logrus.Debug("ncd: ", ncd)
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cd, err := json.Marshal(ncd)
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cd, err := json.Marshal(ncd)
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if err != nil {
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if err != nil {
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fmt.Println("PushToWriteLog json marshal candle err: ", err)
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logrus.Error("PushToWriteLog json marshal candle err: ", err)
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}
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}
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candle = ncd
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candle = ncd
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wg := WriteLog{
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wg := WriteLog{
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@ -257,38 +257,38 @@ func (cl *Candle) ToStruct(core *Core) (*Candle, error) {
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// 将字符串转换为 int64 类型的时间戳
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// 将字符串转换为 int64 类型的时间戳
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ts, err := strconv.ParseInt(cl.Data[0].(string), 10, 64)
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ts, err := strconv.ParseInt(cl.Data[0].(string), 10, 64)
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if err != nil {
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if err != nil {
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fmt.Println("Error parsing timestamp:", err)
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logrus.Error("Error parsing timestamp:", err)
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return nil, err
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return nil, err
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}
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}
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ncd.Timestamp = time.Unix(ts/1000, (ts%1000)*1000000) // 纳秒级别
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ncd.Timestamp = time.Unix(ts/1000, (ts%1000)*1000000) // 纳秒级别
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op, err := strconv.ParseFloat(cl.Data[1].(string), 64)
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op, err := strconv.ParseFloat(cl.Data[1].(string), 64)
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if err != nil {
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if err != nil {
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fmt.Println("Error parsing string to float64:", err)
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logrus.Error("Error parsing string to float64:", err)
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return nil, err
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return nil, err
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}
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}
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ncd.Open = op
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ncd.Open = op
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hi, err := strconv.ParseFloat(cl.Data[2].(string), 64)
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hi, err := strconv.ParseFloat(cl.Data[2].(string), 64)
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if err != nil {
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if err != nil {
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fmt.Println("Error parsing string to float64:", err)
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logrus.Error("Error parsing string to float64:", err)
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return nil, err
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return nil, err
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}
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}
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ncd.High = hi
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ncd.High = hi
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lo, err := strconv.ParseFloat(cl.Data[3].(string), 64)
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lo, err := strconv.ParseFloat(cl.Data[3].(string), 64)
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if err != nil {
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if err != nil {
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fmt.Println("Error parsing string to float64:", err)
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logrus.Error("Error parsing string to float64:", err)
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return nil, err
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return nil, err
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}
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}
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ncd.Low = lo
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ncd.Low = lo
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clse, err := strconv.ParseFloat(cl.Data[4].(string), 64)
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clse, err := strconv.ParseFloat(cl.Data[4].(string), 64)
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if err != nil {
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if err != nil {
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fmt.Println("Error parsing string to float64:", err)
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logrus.Error("Error parsing string to float64:", err)
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return nil, err
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return nil, err
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}
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}
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ncd.Close = clse
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ncd.Close = clse
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ncd.VolCcy, err = strconv.ParseFloat(cl.Data[6].(string), 64)
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ncd.VolCcy, err = strconv.ParseFloat(cl.Data[6].(string), 64)
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if err != nil {
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if err != nil {
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fmt.Println("Error parsing string to float64:", err)
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logrus.Error("Error parsing string to float64:", err)
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return nil, err
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return nil, err
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}
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}
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if cl.Data[6].(string) == "1" {
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if cl.Data[6].(string) == "1" {
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@ -307,7 +307,7 @@ func (core *Core) SaveUniKey(period string, keyName string, extt time.Duration,
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core.RedisLocalCli.Expire(refName, extt)
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core.RedisLocalCli.Expire(refName, extt)
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// 为保证唯一性机制,防止SaveToSortSet 被重复执行
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// 为保证唯一性机制,防止SaveToSortSet 被重复执行
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if len(refRes) != 0 {
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if len(refRes) != 0 {
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fmt.Println("refName exist: ", refName)
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logrus.Error("refName exist: ", refName)
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return
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return
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}
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}
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@ -324,9 +324,9 @@ func (core *Core) SaveToSortSet(period string, keyName string, extt time.Duratio
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}
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}
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rs, err := core.RedisLocalCli.ZAdd(setName, z).Result()
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rs, err := core.RedisLocalCli.ZAdd(setName, z).Result()
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if err != nil {
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if err != nil {
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fmt.Println("err of ma7|ma30 add to redis:", err)
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logrus.Error("err of ma7|ma30 add to redis:", err)
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} else {
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} else {
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fmt.Println("sortedSet added to redis:", rs, keyName)
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logrus.Info("sortedSet added to redis:", rs, keyName)
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}
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}
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}
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}
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@ -441,11 +441,11 @@ func (core *Core) GetRangeKeyList(pattern string, from time.Time) ([]*simple.Jso
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nv := pattern + strconv.FormatInt(v, 10)
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nv := pattern + strconv.FormatInt(v, 10)
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str, err := redisCli.Get(nv).Result()
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str, err := redisCli.Get(nv).Result()
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if err != nil {
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if err != nil {
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fmt.Println("err of redis get key:", nv, err)
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logrus.Error("err of redis get key:", nv, err)
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}
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}
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cur, err := simple.NewJson([]byte(str))
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cur, err := simple.NewJson([]byte(str))
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if err != nil {
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if err != nil {
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fmt.Println("err of create newJson:", str, err)
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logrus.Error("err of create newJson:", str, err)
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}
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}
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res = append(res, cur)
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res = append(res, cur)
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}
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}
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@ -465,12 +465,12 @@ func (cl *Candle) SetToKey(core *Core) ([]interface{}, error) {
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cl.Timestamp = tm
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cl.Timestamp = tm
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dt, err := json.Marshal(cl)
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dt, err := json.Marshal(cl)
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if err != nil {
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if err != nil {
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fmt.Println("candle Save to String err:", err)
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logrus.Error("candle Save to String err:", err)
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}
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}
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fmt.Println("candle Save to String: ", string(dt))
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logrus.Info("candle Save to String: ", string(dt))
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exp, err := core.PeriodToMinutes(cl.Period)
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exp, err := core.PeriodToMinutes(cl.Period)
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if err != nil {
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if err != nil {
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fmt.Println("err of PeriodToMinutes:", err)
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logrus.Error("err of PeriodToMinutes:", err)
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}
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}
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// expf := float64(exp) * 60
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// expf := float64(exp) * 60
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expf := utils.Sqrt(float64(exp)) * 100
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expf := utils.Sqrt(float64(exp)) * 100
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@ -478,19 +478,20 @@ func (cl *Candle) SetToKey(core *Core) ([]interface{}, error) {
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curVolstr, _ := data[5].(string)
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curVolstr, _ := data[5].(string)
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curVol, err := strconv.ParseFloat(curVolstr, 64)
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curVol, err := strconv.ParseFloat(curVolstr, 64)
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if err != nil {
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if err != nil {
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fmt.Println("err of convert ts:", err)
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logrus.Error("err of convert ts:", err)
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}
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}
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curVolCcystr, _ := data[6].(string)
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curVolCcystr, _ := data[6].(string)
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curVolCcy, err := strconv.ParseFloat(curVolCcystr, 64)
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curVolCcy, err := strconv.ParseFloat(curVolCcystr, 64)
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curPrice := curVolCcy / curVol
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curPrice := curVolCcy / curVol
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if curPrice <= 0 {
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if curPrice <= 0 {
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fmt.Println("price有问题", curPrice, "dt: ", string(dt), "from:", cl.From)
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logrus.Error("price有问题", curPrice, "dt: ", string(dt), "from:", cl.From)
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err = errors.New("price有问题")
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err = errors.New("price有问题")
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return cl.Data, err
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return cl.Data, err
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}
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}
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redisCli := core.RedisLocalCli
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redisCli := core.RedisLocalCli
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// tm := time.UnixMilli(tsi).Format("2006-01-02 15:04")
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// tm := time.UnixMilli(tsi).Format("2006-01-02 15:04")
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fmt.Println("setToKey:", keyName, "ts: ", "price: ", curPrice, "from:", cl.From)
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fmt.Println()
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logrus.Info("setToKey:", keyName, "ts: ", "price: ", curPrice, "from:", cl.From)
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redisCli.Set(keyName, dt, extt).Result()
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redisCli.Set(keyName, dt, extt).Result()
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core.SaveUniKey(cl.Period, keyName, extt, tsi)
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core.SaveUniKey(cl.Period, keyName, extt, tsi)
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return cl.Data, err
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return cl.Data, err
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11
config.go
11
config.go
@ -8,6 +8,7 @@ import (
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"strings"
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"strings"
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simple "github.com/bitly/go-simplejson"
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simple "github.com/bitly/go-simplejson"
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logrus "github.com/sirupsen/logrus"
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)
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)
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type MyConfig struct {
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type MyConfig struct {
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@ -58,12 +59,12 @@ func (cfg MyConfig) Init() (MyConfig, error) {
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if err != nil {
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if err != nil {
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jsonStr, err = ioutil.ReadFile("configs/basicConfig.json")
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jsonStr, err = ioutil.ReadFile("configs/basicConfig.json")
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if err != nil {
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if err != nil {
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fmt.Println("err2:", err.Error())
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logrus.Error("err2:", err.Error())
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return cfg, err
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return cfg, err
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}
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}
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cfg.Config, err = simple.NewJson([]byte(jsonStr))
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cfg.Config, err = simple.NewJson([]byte(jsonStr))
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if err != nil {
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if err != nil {
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fmt.Println("err2:", err.Error())
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logrus.Error("err2:", err.Error())
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return cfg, err
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return cfg, err
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}
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}
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cfg.Env = env
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cfg.Env = env
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@ -96,7 +97,7 @@ func (cfg MyConfig) Init() (MyConfig, error) {
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func (cfg *MyConfig) GetConfigJson(arr []string) *simple.Json {
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func (cfg *MyConfig) GetConfigJson(arr []string) *simple.Json {
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env := os.Getenv("GO_ENV")
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env := os.Getenv("GO_ENV")
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fmt.Println("env: ", env)
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logrus.Info("env: ", env)
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cfg.Env = env
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cfg.Env = env
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json, err := ioutil.ReadFile("/go/json/basicConfig.json")
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json, err := ioutil.ReadFile("/go/json/basicConfig.json")
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@ -108,11 +109,11 @@ func (cfg *MyConfig) GetConfigJson(arr []string) *simple.Json {
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}
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}
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}
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}
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if err != nil {
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if err != nil {
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fmt.Println("read file err: ", err)
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logrus.Error("read file err: ", err)
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}
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}
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rjson, err := simple.NewJson(json)
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rjson, err := simple.NewJson(json)
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if err != nil {
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if err != nil {
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fmt.Println("newJson err: ", err)
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logrus.Error("newJson err: ", err)
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}
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}
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for _, s := range arr {
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for _, s := range arr {
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rjson = rjson.Get(s)
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rjson = rjson.Get(s)
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36
core.go
36
core.go
@ -71,7 +71,7 @@ type SubAction struct {
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}
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}
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func (rst *RestQueue) Show(cr *Core) {
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func (rst *RestQueue) Show(cr *Core) {
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fmt.Println("restQueue:", rst.InstId, rst.Bar, rst.Limit)
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logrus.Info("restQueue:", rst.InstId, rst.Bar, rst.Limit)
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}
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}
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func (rst *RestQueue) Save(cr *Core) {
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func (rst *RestQueue) Save(cr *Core) {
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@ -89,12 +89,12 @@ func (rst *RestQueue) Save(cr *Core) {
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}
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}
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link := "/api/v5/market/candles?instId=" + rst.InstId + "&bar=" + rst.Bar + limitSec + afterSec + beforeSec
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link := "/api/v5/market/candles?instId=" + rst.InstId + "&bar=" + rst.Bar + limitSec + afterSec + beforeSec
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fmt.Println("restLink: ", link)
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logrus.Info("restLink: ", link)
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rsp, err := cr.v5PublicInvoke(link)
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rsp, err := cr.v5PublicInvoke(link)
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if err != nil {
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if err != nil {
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fmt.Println("cr.v5PublicInvoke err:", err)
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logrus.Info("cr.v5PublicInvoke err:", err)
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} else {
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} else {
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fmt.Println("cr.v5PublicInvoke result count:", len(rsp.Data))
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logrus.Info("cr.v5PublicInvoke result count:", len(rsp.Data))
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}
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}
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cr.SaveCandle(rst.InstId, rst.Bar, rsp, rst.Duration, rst.WithWs)
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cr.SaveCandle(rst.InstId, rst.Bar, rsp, rst.Duration, rst.WithWs)
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}
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}
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@ -103,7 +103,7 @@ func WriteLogProcess(cr *Core) {
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for {
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for {
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wg := <-cr.WriteLogChan
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wg := <-cr.WriteLogChan
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go func(wg *WriteLog) {
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go func(wg *WriteLog) {
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fmt.Println("start writelog: " + wg.Tag + " " + wg.Id)
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logrus.Info("start writelog: " + wg.Tag + " " + wg.Id)
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wg.Process(cr)
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wg.Process(cr)
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}(wg)
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}(wg)
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time.Sleep(50 * time.Millisecond)
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time.Sleep(50 * time.Millisecond)
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@ -120,9 +120,9 @@ func (core *Core) Init() {
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gitBranch := os.Getenv("gitBranchName")
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gitBranch := os.Getenv("gitBranchName")
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commitID := os.Getenv("gitCommitID")
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commitID := os.Getenv("gitCommitID")
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fmt.Println("当前环境: ", core.Env)
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logrus.Info("当前环境: ", core.Env)
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fmt.Println("gitBranch: ", gitBranch)
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logrus.Info("gitBranch: ", gitBranch)
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fmt.Println("gitCommitID: ", commitID)
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logrus.Info("gitCommitID: ", commitID)
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cfg := MyConfig{}
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cfg := MyConfig{}
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cfg, _ = cfg.Init()
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cfg, _ = cfg.Init()
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core.Cfg = &cfg
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core.Cfg = &cfg
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@ -133,7 +133,7 @@ func (core *Core) Init() {
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// 跟订单有关的都关掉
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// 跟订单有关的都关掉
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// core.OrderChan = make(chan *private.Order)
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// core.OrderChan = make(chan *private.Order)
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if err != nil {
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if err != nil {
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fmt.Println("init redis client err: ", err)
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logrus.Error("init redis client err: ", err)
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}
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}
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}
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}
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@ -147,7 +147,7 @@ func (core *Core) GetRedisCliFromConf(conf RedisConfig) (*redis.Client, error) {
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if pong == "PONG" && err == nil {
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if pong == "PONG" && err == nil {
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return client, err
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return client, err
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} else {
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} else {
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fmt.Println("redis状态不可用:", conf.Url, conf.Password, conf.Index, err)
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logrus.Error("redis状态不可用:", conf.Url, conf.Password, conf.Index, err)
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}
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}
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return client, nil
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return client, nil
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@ -170,7 +170,7 @@ func (core *Core) GetRemoteRedisLocalCli() (*redis.Client, error) {
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if pong == "PONG" && err == nil {
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if pong == "PONG" && err == nil {
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return client, err
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return client, err
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} else {
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} else {
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fmt.Println("redis状态不可用:", ru, rp, ri, err)
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logrus.Error("redis状态不可用:", ru, rp, ri, err)
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}
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}
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return client, nil
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return client, nil
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@ -192,7 +192,7 @@ func (core *Core) GetRedisLocalCli() (*redis.Client, error) {
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if pong == "PONG" && err == nil {
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if pong == "PONG" && err == nil {
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return client, err
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return client, err
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} else {
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} else {
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fmt.Println("redis状态不可用:", ru, rp, ri, err)
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logrus.Error("redis状态不可用:", ru, rp, ri, err)
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}
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}
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return client, nil
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return client, nil
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@ -308,7 +308,7 @@ func (core *Core) RestInvoke(subUrl string, method string) (*rest.RESTAPIResult,
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rest.SetSimulate(isDemo).SetAPIKey(key, secure, pass)
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rest.SetSimulate(isDemo).SetAPIKey(key, secure, pass)
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response, err := rest.Run(context.Background())
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response, err := rest.Run(context.Background())
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if err != nil {
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if err != nil {
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fmt.Println("restInvoke1 err:", subUrl, err)
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logrus.Error("restInvoke1 err:", subUrl, err)
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}
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}
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return response, err
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return response, err
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}
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}
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@ -404,7 +404,7 @@ func (core *Core) GetScoreList(count int) []string {
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// redisCli := core.RedisLocalCli
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// redisCli := core.RedisLocalCli
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myFocusList := core.Cfg.Config.Get("focusList").MustArray()
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myFocusList := core.Cfg.Config.Get("focusList").MustArray()
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fmt.Println("curList: ", myFocusList)
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logrus.Debug("curList: ", myFocusList)
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lst := []string{}
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lst := []string{}
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for _, v := range myFocusList {
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for _, v := range myFocusList {
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lst = append(lst, v.(string))
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lst = append(lst, v.(string))
|
||||||
@ -535,7 +535,7 @@ func (cr *Core) ProcessOrder(od *private.Order) error {
|
|||||||
|
|
||||||
// TODO FIXME cli2
|
// TODO FIXME cli2
|
||||||
res, _ := cr.RedisLocalCli.Publish(cn, string(bj)).Result()
|
res, _ := cr.RedisLocalCli.Publish(cn, string(bj)).Result()
|
||||||
fmt.Println("order publish res: ", res, " content: ", string(bj))
|
logrus.Info("order publish res: ", res, " content: ", string(bj))
|
||||||
rsch := ORDER_RESP_PUBLISH + suffix
|
rsch := ORDER_RESP_PUBLISH + suffix
|
||||||
bj1, _ := json.Marshal(res)
|
bj1, _ := json.Marshal(res)
|
||||||
|
|
||||||
@ -585,9 +585,9 @@ func (cr *Core) AddToGeneralCandleChnl(candle *Candle, channels []string) {
|
|||||||
redisCli := cr.RedisLocalCli
|
redisCli := cr.RedisLocalCli
|
||||||
ab, err := json.Marshal(candle)
|
ab, err := json.Marshal(candle)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println("candle marshal err: ", err)
|
logrus.Error("candle marshal err: ", err)
|
||||||
}
|
}
|
||||||
fmt.Println("ab: ", string(ab))
|
logrus.Debug("ab: ", string(ab))
|
||||||
for _, v := range channels {
|
for _, v := range channels {
|
||||||
suffix := ""
|
suffix := ""
|
||||||
env := os.Getenv("GO_ENV")
|
env := os.Getenv("GO_ENV")
|
||||||
@ -597,7 +597,7 @@ func (cr *Core) AddToGeneralCandleChnl(candle *Candle, channels []string) {
|
|||||||
vd := v + suffix
|
vd := v + suffix
|
||||||
_, err := redisCli.Publish(vd, string(ab)).Result()
|
_, err := redisCli.Publish(vd, string(ab)).Result()
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println("err of ma7|ma30 add to redis2:", err, candle.From)
|
logrus.Error("err of ma7|ma30 add to redis2:", err, candle.From)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
12
maX.go
12
maX.go
@ -51,25 +51,25 @@ func (mx MaX) SetToKey(cr *Core) ([]interface{}, error) {
|
|||||||
|
|
||||||
dj, err := json.Marshal(mx)
|
dj, err := json.Marshal(mx)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println("maX SetToKey json marshal err: ", err)
|
logrus.Error("maX SetToKey json marshal err: ", err)
|
||||||
}
|
}
|
||||||
extt, err := cr.GetExpiration(mx.Period)
|
extt, err := cr.GetExpiration(mx.Period)
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println("max SetToKey err: ", err)
|
logrus.Error("max SetToKey err: ", err)
|
||||||
return mx.Data, err
|
return mx.Data, err
|
||||||
}
|
}
|
||||||
// fmt.Println(utils.GetFuncName(), " step2 ", mx.InstID, " ", mx.Period)
|
// fmt.Println(utils.GetFuncName(), " step2 ", mx.InstID, " ", mx.Period)
|
||||||
// tm := time.UnixMilli(mx.Ts).Format("01-02 15:04")
|
// tm := time.UnixMilli(mx.Ts).Format("01-02 15:04")
|
||||||
cli := cr.RedisLocalCli
|
cli := cr.RedisLocalCli
|
||||||
if len(string(dj)) == 0 {
|
if len(string(dj)) == 0 {
|
||||||
fmt.Println("mx data is block data: ", mx, string(dj))
|
logrus.Error("mx data is block data: ", mx, string(dj))
|
||||||
err := errors.New("data is block")
|
err := errors.New("data is block")
|
||||||
return mx.Data, err
|
return mx.Data, err
|
||||||
}
|
}
|
||||||
// fmt.Println(utils.GetFuncName(), " step3 ", mx.InstID, " ", mx.Period)
|
// fmt.Println(utils.GetFuncName(), " step3 ", mx.InstID, " ", mx.Period)
|
||||||
_, err = cli.Set(keyName, dj, extt).Result()
|
_, err = cli.Set(keyName, dj, extt).Result()
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println(GetFuncName(), " maXSetToKey err:", err)
|
logrus.Error(GetFuncName(), " maXSetToKey err:", err)
|
||||||
return mx.Data, err
|
return mx.Data, err
|
||||||
}
|
}
|
||||||
// fmt.Println(utils.GetFuncName(), " step4 ", mx.InstID, " ", mx.Period)
|
// fmt.Println(utils.GetFuncName(), " step4 ", mx.InstID, " ", mx.Period)
|
||||||
@ -85,7 +85,7 @@ func Int64ToTime(ts int64) (time.Time, error) {
|
|||||||
// 获取东八区(北京时间)的时区信息
|
// 获取东八区(北京时间)的时区信息
|
||||||
loc, err := time.LoadLocation("Asia/Shanghai")
|
loc, err := time.LoadLocation("Asia/Shanghai")
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println("加载时区失败:", err)
|
logrus.Error("加载时区失败:", err)
|
||||||
return t, err
|
return t, err
|
||||||
}
|
}
|
||||||
// 将时间转换为东八区时间
|
// 将时间转换为东八区时间
|
||||||
@ -95,7 +95,7 @@ func Int64ToTime(ts int64) (time.Time, error) {
|
|||||||
func (mx *MaX) PushToWriteLogChan(cr *Core) error {
|
func (mx *MaX) PushToWriteLogChan(cr *Core) error {
|
||||||
s := strconv.FormatFloat(float64(mx.Ts), 'f', 0, 64)
|
s := strconv.FormatFloat(float64(mx.Ts), 'f', 0, 64)
|
||||||
did := mx.InstID + mx.Period + s
|
did := mx.InstID + mx.Period + s
|
||||||
fmt.Println("did of max:", did)
|
logrus.Error("did of max:", did)
|
||||||
mx0 := MaX{}
|
mx0 := MaX{}
|
||||||
mx0.InstID = mx.InstID
|
mx0.InstID = mx.InstID
|
||||||
mx0.Period = mx.Period
|
mx0.Period = mx.Period
|
||||||
|
3
util.go
3
util.go
@ -6,6 +6,7 @@ import (
|
|||||||
"encoding/json"
|
"encoding/json"
|
||||||
"errors"
|
"errors"
|
||||||
"fmt"
|
"fmt"
|
||||||
|
logrus "github.com/sirupsen/logrus"
|
||||||
"math"
|
"math"
|
||||||
"math/rand"
|
"math/rand"
|
||||||
"runtime"
|
"runtime"
|
||||||
@ -103,7 +104,7 @@ func JsonToMap(str string) (map[string]interface{}, error) {
|
|||||||
err := json.Unmarshal([]byte(str), &tempMap)
|
err := json.Unmarshal([]byte(str), &tempMap)
|
||||||
|
|
||||||
if err != nil {
|
if err != nil {
|
||||||
fmt.Println("Unmarshal err: ", err, str)
|
logrus.Error("Unmarshal err: ", err, str)
|
||||||
}
|
}
|
||||||
|
|
||||||
return tempMap, err
|
return tempMap, err
|
||||||
|
Loading…
x
Reference in New Issue
Block a user