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FilterVOL.go
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FilterVOL.go
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package filters
import (
"math"
"strconv"
"time"
"github.com/diadata-org/diadata/pkg/dia"
models "github.com/diadata-org/diadata/pkg/model"
log "github.com/sirupsen/logrus"
)
type FilterVOL struct {
asset dia.Asset
exchange string
currentTime time.Time
volumeUSD float64
value float64
filterName string
memory int
modified bool
}
func NewFilterVOL(asset dia.Asset, exchange string, memory int) *FilterVOL {
filter := &FilterVOL{
asset: asset,
exchange: exchange,
volumeUSD: 0.0,
filterName: "VOL" + strconv.Itoa(memory),
memory: memory,
}
return filter
}
func (filter *FilterVOL) Compute(trade dia.Trade) {
filter.compute(trade)
}
func (filter *FilterVOL) FinalCompute(t time.Time) {
filter.finalCompute(t)
}
func (filter *FilterVOL) compute(trade dia.Trade) {
filter.modified = true
filter.volumeUSD += trade.EstimatedUSDPrice * math.Abs(trade.Volume)
filter.currentTime = trade.Time
}
func (filter *FilterVOL) finalCompute(time time.Time) float64 {
filter.value = filter.volumeUSD
filter.volumeUSD = 0.0
return filter.value
}
func (filter *FilterVOL) filterPointForBlock() *dia.FilterPoint {
return nil
}
func (filter *FilterVOL) FilterPointForBlock() *dia.FilterPoint {
return &dia.FilterPoint{
Asset: filter.asset,
Value: filter.value,
Name: filter.filterName,
Time: filter.currentTime,
}
}
func (filter *FilterVOL) save(ds models.Datastore) error {
if filter.modified {
filter.modified = false
err := ds.SetFilter(filter.filterName, filter.asset, filter.exchange, filter.value, filter.currentTime)
if err != nil {
log.Errorln("FilterVOL Error:", err)
}
return err
}
return nil
}