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Market

- add LatestBar(symbol string) (Bar, error)
Alexey Kim 1 年之前
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5ce02a0436
共有 2 個文件被更改,包括 15 次插入0 次删除
  1. 13 0
      bar.go
  2. 2 0
      market.go

+ 13 - 0
bar.go

@@ -0,0 +1,13 @@
+package sentio
+
+import "time"
+
+type Bar struct {
+	Datetime time.Time `json:"datetime" yaml:"datetime"`
+	Open     float64   `json:"open" yaml:"open"`
+	High     float64   `json:"high" yaml:"high"`
+	Low      float64   `json:"low" yaml:"low"`
+	Close    float64   `json:"close" yaml:"close"`
+	Volume   float64   `json:"volume" yaml:"volume"`
+	Trades   int       `json:"trades" yaml:"trades"`
+}

+ 2 - 0
market.go

@@ -19,6 +19,8 @@ type Market interface {
 	IsMarketOpened() bool
 	IsMarketOpened() bool
 	Time() Clock
 	Time() Clock
 
 
+	LatestBar(symbol string) (Bar, error)
+
 	Buy(ctx context.Context, symbol string, ratio float64) (Order, error)
 	Buy(ctx context.Context, symbol string, ratio float64) (Order, error)
 	Sell(ctx context.Context, symbol string, ratio float64) (Order, error)
 	Sell(ctx context.Context, symbol string, ratio float64) (Order, error)
 	CancelOrder(id string) error
 	CancelOrder(id string) error