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trades.go
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trades.go
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package models
import (
"encoding/json"
"errors"
"fmt"
"strings"
"time"
"github.com/diadata-org/diadata/pkg/dia"
)
// parseTrade parses a trade as retreived from influx. If fullAsset=true blockchain and address of
// the corresponding asset is returned as well.
func parseTrade(row []interface{}, fullBasetoken bool) *dia.Trade {
if len(row) > 10 {
t, err := time.Parse(time.RFC3339, row[0].(string))
if err == nil {
var estimatedUSDPrice float64
v, o := row[1].(json.Number)
if o {
estimatedUSDPrice, _ = v.Float64()
} else {
log.Errorln("error on parsing row 1", row)
}
source, o := row[2].(string)
if !o {
log.Errorln("error on parsing row 2", row)
}
foreignTradeID, o := row[3].(string)
if !o {
log.Errorln("error on parsing row 3", row)
}
pair, o := row[4].(string)
if !o {
log.Errorln("error on parsing row 4", row)
}
var price float64
v, o = row[5].(json.Number)
if o {
price, _ = v.Float64()
} else {
log.Errorln("error on parsing row 5", row)
}
symbol, o := row[6].(string)
if !o {
log.Errorln("error on parsing row 6", row)
}
var volume float64
v, o = row[7].(json.Number)
if o {
volume, _ = v.Float64()
} else {
log.Errorln("error on parsing row 7", row)
}
var verified bool
ver, ok := row[8].(string)
if ok {
if ver == "true" {
verified = true
}
}
trade := dia.Trade{
Symbol: symbol,
Pair: pair,
Time: t,
Source: source,
EstimatedUSDPrice: estimatedUSDPrice,
Price: price,
Volume: volume,
ForeignTradeID: foreignTradeID,
VerifiedPair: verified,
}
if fullBasetoken {
basetokenblockchain, o := row[9].(string)
if !o {
log.Errorln("error on parsing row 9", row)
}
basetokenaddress, o := row[10].(string)
if !o {
log.Errorln("error on parsing row 10", row)
}
trade.BaseToken.Blockchain = basetokenblockchain
trade.BaseToken.Address = basetokenaddress
}
return &trade
}
}
return nil
}
func (datastore *DB) GetTradesByExchanges(asset dia.Asset, exchanges []string, startTime, endTime time.Time) ([]dia.Trade, error) {
var r []dia.Trade
subQuery := ""
if len(exchanges) > 0 {
for _, exchange := range exchanges {
subQuery = subQuery + fmt.Sprintf("%s|", exchange)
}
subQuery = "and exchange =~ /" + strings.TrimRight(subQuery, "|") + "/"
}
query := fmt.Sprintf("SELECT time,estimatedUSDPrice,verified,foreignTradeID,pair,price,symbol,volume,verified, basetokenblockchain,basetokenaddress FROM %s WHERE quotetokenaddress='%s' and quotetokenblockchain='%s' %s and estimatedUSDPrice > 0 and time >= %d AND time <= %d ", influxDbTradesTable, asset.Address, asset.Blockchain, subQuery, startTime.UnixNano(), endTime.UnixNano())
log.Infoln("GetTradesByExchanges Query", query)
timeStart := time.Now()
res, err := queryInfluxDB(datastore.influxClient, query)
timeEnd := time.Now()
if err != nil {
return r, err
}
if len(res) > 0 && len(res[0].Series) > 0 {
for _, row := range res[0].Series[0].Values {
t := parseTrade(row, false)
if t != nil {
r = append(r, *t)
}
}
} else {
log.Errorf("Empty response GetLastTradesAllExchanges for %s \n", asset.Symbol)
return nil, fmt.Errorf("no trades found")
}
log.Infoln(fmt.Sprintf("Started at: %s, ended at: %s, finalized at: %s total trades at: %d", timeStart, timeEnd, time.Now(), len(r)))
return r, nil
}
// GetTradesByExchangesBatched executes multiple select queries on the trades table in one batch.
// The time ranges of the queries are given by the intervals [startTimes[i], endTimes[i]].
func (datastore *DB) GetTradesByExchangesBatched(asset dia.Asset, exchanges []string, startTimes, endTimes []time.Time) ([]dia.Trade, error) {
var r []dia.Trade
if len(startTimes) != len(endTimes) {
return []dia.Trade{}, errors.New("number of start times must equal number of end times.")
}
var query string
for i := range startTimes {
subQuery := ""
if len(exchanges) > 0 {
for _, exchange := range exchanges {
subQuery = subQuery + fmt.Sprintf("%s|", exchange)
}
subQuery = "and exchange =~ /" + strings.TrimRight(subQuery, "|") + "/"
}
query = query + fmt.Sprintf("SELECT time, estimatedUSDPrice, exchange, foreignTradeID, pair, price,symbol, volume,verified, basetokenblockchain,basetokenaddress FROM %s WHERE quotetokenaddress='%s' and quotetokenblockchain='%s' %s and estimatedUSDPrice > 0 and time >= %d AND time <= %d ;", influxDbTradesTable, asset.Address, asset.Blockchain, subQuery, startTimes[i].UnixNano(), endTimes[i].UnixNano())
}
log.Infoln("GetTradesByExchanges Queries:", query)
timeStart := time.Now()
res, err := queryInfluxDB(datastore.influxClient, query)
timeEnd := time.Now()
if err != nil {
return r, err
}
if len(res) > 0 {
for i := range res {
if len(res[i].Series) > 0 {
for _, row := range res[i].Series[0].Values {
t := parseTrade(row, false)
if t != nil {
r = append(r, *t)
}
}
}
}
} else {
log.Errorf("Empty response GetLastTradesAllExchanges for %s \n", asset.Symbol)
return nil, fmt.Errorf("no trades found")
}
log.Infoln(fmt.Sprintf("Started at: %s, ended at: %s, finalized at: %s", timeStart, timeEnd, time.Now()))
return r, nil
}
// GetAllTrades returns at most @maxTrades trades from influx with timestamp > @t. Only used by replayInflux option.
func (datastore *DB) GetAllTrades(t time.Time, maxTrades int) ([]dia.Trade, error) {
var r []dia.Trade
// TO DO: Substitute select * with precise statment select estimatedUSDPrice, source,...
q := fmt.Sprintf("SELECT time, estimatedUSDPrice, exchange, foreignTradeID, pair, price,symbol, volume,verified,basetokenblockchain,basetokenaddress FROM %s WHERE time > %d LIMIT %d", influxDbTradesTable, t.Unix()*1000000000, maxTrades)
log.Debug(q)
res, err := queryInfluxDB(datastore.influxClient, q)
if err != nil {
log.Errorln("GetLastTrades", err)
return r, err
}
if len(res) > 0 && len(res[0].Series) > 0 {
for _, row := range res[0].Series[0].Values {
t := parseTrade(row, false)
log.Errorln("row trade parseTrade", row)
if t != nil {
r = append(r, *t)
}
}
} else {
log.Error("Empty response GetAllTrades")
}
return r, nil
}
// GetLastTrades returns the last @maxTrades of @asset on @exchange.
// If exchange is empty string it returns trades from all exchanges.
// If fullAsset=true, blockchain and address of both involved assets is returned as well
func (datastore *DB) GetLastTrades(asset dia.Asset, exchange string, maxTrades int, fullAsset bool) ([]dia.Trade, error) {
var r []dia.Trade
var queryString string
var q string
if exchange == "" {
queryString = "SELECT estimatedUSDPrice,\"exchange\",foreignTradeID,\"pair\",price,\"symbol\",volume,\"verified\"," +
"\"basetokenblockchain\",\"basetokenaddress\"" +
" FROM %s WHERE time<now() AND quotetokenaddress='%s' AND quotetokenblockchain='%s' ORDER BY DESC LIMIT %d"
q = fmt.Sprintf(queryString, influxDbTradesTable, asset.Address, asset.Blockchain, maxTrades)
} else {
queryString = "SELECT estimatedUSDPrice,\"exchange\",foreignTradeID,\"pair\",price,\"symbol\",volume,\"verified\"," +
"\"basetokenblockchain\",\"basetokenaddress\"" +
" FROM %s WHERE time<now() AND exchange='%s' AND quotetokenaddress='%s' AND quotetokenblockchain='%s' ORDER BY DESC LIMIT %d"
q = fmt.Sprintf(queryString, influxDbTradesTable, exchange, asset.Address, asset.Blockchain, maxTrades)
}
res, err := queryInfluxDB(datastore.influxClient, q)
if err != nil {
log.Errorln("GetLastTrades", err)
return r, err
}
if len(res) > 0 && len(res[0].Series) > 0 {
for _, row := range res[0].Series[0].Values {
t := parseTrade(row, fullAsset)
if t != nil {
t.QuoteToken = asset
r = append(r, *t)
}
}
} else {
err = fmt.Errorf("Empty response for %s on %s", asset.Symbol, exchange)
log.Error(err)
return r, err
}
return r, nil
}