def _init_history_kline_callback(self, success, error):
if error:
logger.error("init history_kline error:", error, caller=self)
return
history_klines = success.get("data")
# print("_get_history_kline_callback")
# print(history_klines)
ts = int(success.get("ts"))
for k in history_klines:
info = {
"platform": self._platform,
"id": int(k["id"]),
"symbol": self._symbol,
"open": "%.8f" % k["open"],
"high": "%.8f" % k["high"],
"low": "%.8f" % k["low"],
"close": "%.8f" % k["close"],
"volume": int(k["vol"]),
"amount": "%.8f" % k["amount"],
"timestamp": ts,
"kline_type": MARKET_TYPE_KLINE
}
kline = Kline(**info)
self._klines.append(kline)
self._klines_init = True
async def process_kline(self, data):
""" process kline data
"""
if not self._klines_init:
logger.info("klines not init. current:", len(self.klines), caller=self)
return
channel = data.get("ch")
symbol = self._c_to_s[channel]
d = data.get("tick")
# print("process_kline", symbol)
# print(d)
info = {
"platform": self._platform,
"id": int(d["id"]),
"symbol": symbol,
"open": "%.8f" % d["open"],
"high": "%.8f" % d["high"],
"low": "%.8f" % d["low"],
"close": "%.8f" % d["close"],
"volume": int(d["vol"]),
"amount": "%.8f" % d["amount"],
"timestamp": int(data.get("ts")),
"kline_type": MARKET_TYPE_KLINE
}
kline = Kline(**info)
if kline.id == self._klines[-1].id:
self._klines.pop()
self._klines.append(kline)
SingleTask.run(self._kline_update_callback, copy.copy(kline))
async def on_event_kline_update(self, kline: Kline):
""" kline更新
self.market.klines 是最新的kline组成的队列，记录的是历史N次kline的数据。
本回调所传的kline是最新的单次kline。
"""
print("on_event_kline_update")
print(kline.__str__())
async def process_kline(self, data):
""" process kline data
"""
channel = data.get("ch")
symbol = self._c_to_s[channel]
d = data.get("tick")
info = {
"platform": self._platform,
"symbol": symbol,
"open": "%.8f" % d["open"],
"high": "%.8f" % d["high"],
"low": "%.8f" % d["low"],
"close": "%.8f" % d["close"],
"volume": "%.8f" % d["amount"],
"timestamp": int(data.get("ts")),
"kline_type": MARKET_TYPE_KLINE
}
kline = Kline(**info)
self._klines.append(kline)
SingleTask.run(self._kline_update_callback, copy.copy(kline))
logger.debug("symbol:", symbol, "kline:", kline, caller=self)