candle的volCcy和confirm 上报到elasticsearch
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parent
e50d818d9b
commit
6b018dd813
225
core/candle.go
225
core/candle.go
@ -30,6 +30,8 @@ type Candle struct {
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High float64
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Low float64
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Close float64
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VolCcy float64
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Confirm bool
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}
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type MaX struct {
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@ -218,6 +220,229 @@ func (cl *Candle) ToStruct(core *Core) error {
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return err
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}
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cl.Close = clse
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cl.VolCcy, err = strconv.ParseFloat(cl.Data[6].(string), 64)
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if err != nil {
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fmt.Println("Error parsing string to float64:", err)
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return err
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}
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if cl.Data[6].(string) == 1 {
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cl.Confirm = true
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}else {
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cl.Confirm = false
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}
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cl.Data = nil
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return nil
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}
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func (cl *Candle) SetToKey(core *Core) ([]interface{}, error) {
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data := cl.Data
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tsi, err := strconv.ParseInt(data[0].(string), 10, 64)
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tss := strconv.FormatInt(tsi, 10)
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keyName := "candle" + cl.Period + "|" + cl.InstId + "|ts:" + tss
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//过期时间:根号(当前candle的周期/1分钟)*10000
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dt, err := json.Marshal(cl.Data)
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exp := core.PeriodToMinutes(cl.Period)
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// expf := float64(exp) * 60
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expf := utils.Sqrt(float64(exp)) * 100
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extt := time.Duration(expf) * time.Minute
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curVolstr, _ := data[5].(string)
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curVol, err := strconv.ParseFloat(curVolstr, 64)
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if err != nil {
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fmt.Println("err of convert ts:", err)
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}
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curVolCcystr, _ := data[6].(string)
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curVolCcy, err := strconv.ParseFloat(curVolCcystr, 64)
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curPrice := curVolCcy / curVol
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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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err = errors.New("price有问题")
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return cl.Data, err
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}
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redisCli := core.RedisCli
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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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redisCli.Set(keyName, dt, extt).Result()
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core.SaveUniKey(cl.Period, keyName, extt, tsi, cl)
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return cl.Data, err
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}
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func (mx *MaX) SetToKey() ([]interface{}, error) {
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cstr := strconv.Itoa(mx.Count)
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tss := strconv.FormatInt(mx.Ts, 10)
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keyName := "ma" + cstr + "|candle" + mx.Period + "|" + mx.InstId + "|ts:" + tss
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//过期时间:根号(当前candle的周期/1分钟)*10000
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dt := []interface{}{}
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dt = append(dt, mx.Ts)
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dt = append(dt, mx.Value)
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dj, _ := json.Marshal(dt)
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exp := mx.Core.PeriodToMinutes(mx.Period)
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expf := utils.Sqrt(float64(exp)) * 100
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extt := time.Duration(expf) * time.Minute
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// loc, _ := time.LoadLocation("Asia/Shanghai")
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// tm := time.UnixMilli(mx.Ts).In(loc).Format("2006-01-02 15:04")
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// fmt.Println("setToKey:", keyName, "ts:", tm, string(dj), "from: ", mx.From)
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_, err := mx.Core.RedisCli.GetSet(keyName, dj).Result()
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mx.Core.RedisCli.Expire(keyName, extt)
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return dt, err
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}
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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
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func (core *Core) SaveUniKey(period string, keyName string, extt time.Duration, tsi int64, cl *Candle) {
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did := cl.InstId + cl.Period + cl.Data[0].(string)
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cl.Id = HashString(did)
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cl.ToStruct(core)
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cd, _ := json.Marshal(cl)
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wg := WriteLog{
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Content: cd,
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Tag: "sardine.log.candle." + cl.Period,
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Id: cl.Id,
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}
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core.WriteLogChan <- &wg
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refName := keyName + "|refer"
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refRes, _ := core.RedisCli.GetSet(refName, 1).Result()
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core.RedisCli.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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if len(refRes) != 0 {
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fmt.Println("refName exist: ", refName)
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return
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}
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core.SaveToSortSet(period, keyName, extt, tsi)
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}
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// tsi: 上报时间timeStamp millinSecond
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func (core *Core) SaveToSortSet(period string, keyName string, extt time.Duration, tsi int64) {
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ary := strings.Split(keyName, "ts:")
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setName := ary[0] + "sortedSet"
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z := redis.Z{
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Score: float64(tsi),
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Member: keyName,
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}
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rs, err := core.RedisCli.ZAdd(setName, z).Result()
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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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} else {
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fmt.Println("sortedSet added to redis:", rs, keyName)
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}
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}
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func (cr *Core) PeriodToMinutes(period string) int64 {
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ary := strings.Split(period, "")
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beiStr := "1"
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danwei := ""
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if len(ary) == 3 {
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beiStr = ary[0] + ary[1]
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danwei = ary[2]
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} else {
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beiStr = ary[0]
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danwei = ary[1]
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}
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cheng := 1
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bei, _ := strconv.Atoi(beiStr)
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switch danwei {
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case "m":
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{
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cheng = bei
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break
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}
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case "H":
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{
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cheng = bei * 60
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break
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}
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case "D":
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{
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cheng = bei * 60 * 24
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break
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}
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case "W":
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{
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cheng = bei * 60 * 24 * 7
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break
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}
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case "M":
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{
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cheng = bei * 60 * 24 * 30
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break
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}
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case "Y":
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{
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cheng = bei * 60 * 24 * 365
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break
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}
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default:
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{
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fmt.Println("notmatch:", danwei)
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}
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}
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return int64(cheng)
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}
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// type ScanCmd struct {
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// baseCmd
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//
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// page []string
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// cursor uint64
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//
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// process func(cmd Cmder) error
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// }
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func (core *Core) GetRangeKeyList(pattern string, from time.Time) ([]*simple.Json, error) {
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// 比如,用来计算ma30或ma7,倒推多少时间范围,
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redisCli := core.RedisCli
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cursor := uint64(0)
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n := 0
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allTs := []int64{}
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var keys []string
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for {
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var err error
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keys, cursor, _ = redisCli.Scan(cursor, pattern+"*", 2000).Result()
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if err != nil {
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panic(err)
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}
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n += len(keys)
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if n == 0 {
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break
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}
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}
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// keys, _ := redisCli.Keys(pattern + "*").Result()
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for _, key := range keys {
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keyAry := strings.Split(key, ":")
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key = keyAry[1]
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keyi64, _ := strconv.ParseInt(key, 10, 64)
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allTs = append(allTs, keyi64)
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}
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nary := utils.RecursiveBubble(allTs, len(allTs))
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tt := from.UnixMilli()
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ff := tt - tt%60000
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fi := int64(ff)
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mary := []int64{}
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for _, v := range nary {
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if v < fi {
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break
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}
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mary = append(mary, v)
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}
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res := []*simple.Json{}
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for _, v := range mary {
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// if k > 1 {
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// break
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// }
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nv := pattern + strconv.FormatInt(v, 10)
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str, err := redisCli.Get(nv).Result()
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if err != nil {
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fmt.Println("err of redis get key:", nv, err)
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}
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cur, err := simple.NewJson([]byte(str))
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if err != nil {
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fmt.Println("err of create newJson:", str, err)
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}
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res = append(res, cur)
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}
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return res, nil
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}
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cl.Data = nil
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return nil
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