initial

market/kline.go

@@ -0,0 +1,73 @@
+package market
+
+import (
+	"encoding/json"
+	"errors"
+	"strconv"
+
+	"git.apinb.com/bsm-sdk/core/utils"
+	"git.apinb.com/quant/strategy/types"
+)
+
+var (
+	KlineUrl = "http://market.senlin.ai/ticker/klines"
+)
+
+func FetchKlines(symbol, interval string, limit int) ([]*types.KLine, []float64, error) {
+	url := KlineUrl + "?symbol=" + symbol + "&interval=" + interval + "&limit=" + strconv.Itoa(limit)
+	body, err := utils.HttpGet(url)
+	if err != nil {
+		return nil, nil, err
+	}
+
+	var data []*types.KLine
+	err = json.Unmarshal(body, &data)
+	if err != nil {
+		return nil, nil, err
+	}
+
+	if len(data) < 1 {
+		return nil, nil, errors.New("no data")
+	}
+
+	var closes []float64
+	for _, kline := range data {
+		closes = append(closes, kline.Close)
+	}
+
+	return data, closes, nil
+}
+
+// 获取最后两个K线
+// 返回：上一个K线, 当前K线, 错误
+func GetLastKline(symbol, interval string) (*types.KLine, *types.KLine, error) {
+	url := KlineUrl + "?symbol=" + symbol + "&interval=" + interval + "&limit=2"
+	body, err := utils.HttpGet(url)
+	if err != nil {
+		return nil, nil, err
+	}
+
+	var data []*types.KLine
+	err = json.Unmarshal(body, &data)
+	if err != nil {
+		return nil, nil, err
+	}
+
+	if len(data) < 2 {
+		return nil, nil, errors.New("no data")
+	}
+
+	data[1].PriceRate = (data[1].Close - data[1].Open) / data[1].Open
+	data[0].PriceRate = (data[0].Close - data[0].Open) / data[0].Open
+
+	return data[0], data[1], nil
+}
+
+func UnmarshalKline(body string) (*types.KLine, error) {
+	var data types.KLine
+	err := json.Unmarshal([]byte(body), &data)
+	if err != nil {
+		return nil, err
+	}
+	return &data, nil
+}