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Index

• type Backfill
  • func NewBackfill(symbolManager symbols.Manager, apiClient api.Client, ...) *Backfill
  • func (b *Backfill) Update()
  • func (b *Backfill) UpdateClosingPrice()
  • func (b *Backfill) UpdateIndexSymbols()
  • func (b *Backfill) UpdateSymbols()
• type DefaultMarketTimeChecker
  • func NewDefaultMarketTimeChecker(closedDaysOfTheWeek []time.Weekday, closedDays []time.Time, openTime time.Time, ...) *DefaultMarketTimeChecker
  • func (m *DefaultMarketTimeChecker) IsOpen(t time.Time) bool
  • func (m *DefaultMarketTimeChecker) Sub(dateInJST time.Time, businessDay int) (time.Time, error)
• type MarketTimeChecker
• type RecentBackfill
  • func NewRecentBackfill(sm symbols.Manager, mtc MarketTimeChecker, ac api.Client, ...) *RecentBackfill
  • func (b *RecentBackfill) Update()
  • func (b *RecentBackfill) UpdateIndexSymbols()
  • func (b *RecentBackfill) UpdateSymbols()
• type Worker
  • func (w *Worker) Run()

Types

type Backfill

type Backfill struct {
	// contains filtered or unexported fields
}

Backfill aggregates daily chart data using Xignite API and store it to

func NewBackfill

func NewBackfill(symbolManager symbols.Manager, apiClient api.Client, writer writer.QuotesWriter,
	rangeWriter writer.QuotesRangeWriter, Since time.Time,
) *Backfill

NewBackfill initializes the module to backfill the historical daily chart data to marketstore

func (*Backfill) Update

func (b *Backfill) Update()

Update calls UpdateSymbols and UpdateIndexSymbols functions sequentially

func (*Backfill) UpdateClosingPrice

func (b *Backfill) UpdateClosingPrice()

UpdateClosingPrice get real-time quotes data for the target symbols and store them into the local marketstore server.

func (*Backfill) UpdateIndexSymbols

func (b *Backfill) UpdateIndexSymbols()

UpdateIndexSymbols aggregates daily chart data of index symbols since the specified date and store it to "{symbol}/{timeframe}/OHLCV" bucket in marketstore

func (*Backfill) UpdateSymbols

func (b *Backfill) UpdateSymbols()

UpdateSymbols aggregates daily chart data since the specified date and store it to "{symbol}/{timeframe}/OHLCV" bucket in marketstore

type DefaultMarketTimeChecker

type DefaultMarketTimeChecker struct {
	// i.e. []string{"Saturday", "Sunday"}
	ClosedDaysOfTheWeek []time.Weekday
	ClosedDays          []time.Time
	OpenTime            time.Time
	CloseTime           time.Time
}

DefaultMarketTimeChecker is an implementation for MarketTimeChecker object. this checker checks the followings: - the market is open at this days of the week - the market is open at this time - the market is open today (= check if today is a holiday or not) all those settings should be defined in this object

func NewDefaultMarketTimeChecker

func NewDefaultMarketTimeChecker(closedDaysOfTheWeek []time.Weekday, closedDays []time.Time, openTime time.Time, closeTime time.Time) *DefaultMarketTimeChecker

NewDefaultMarketTimeChecker initializes the DefaultMarketTimeChecker object with the specifier parameters.s

func (*DefaultMarketTimeChecker) IsOpen

func (m *DefaultMarketTimeChecker) IsOpen(t time.Time) bool

IsOpen returns true on weekdays from 08:55 to 15:10. if closedDates are defined, return false on those days

func (*DefaultMarketTimeChecker) Sub

func (m *DefaultMarketTimeChecker) Sub(dateInJST time.Time, businessDay int) (time.Time, error)

Sub returns a date before X business days (= days which market is open). businessDay should be a positive value.

type MarketTimeChecker

type MarketTimeChecker interface {
	IsOpen(t time.Time) bool
	// Sub returns a date after X business day (= day which market is open). businessDay can be a negative value.
	Sub(date time.Time, businessDay int) (time.Time, error)
}

MarketTimeChecker is an interface to check if the market is open at the specified time or not

type RecentBackfill

type RecentBackfill struct {
	// contains filtered or unexported fields
}

RecentBackfill aggregates daily chart data using Xignite API and store it to

func NewRecentBackfill

func NewRecentBackfill(sm symbols.Manager, mtc MarketTimeChecker, ac api.Client, writer writer.BarWriter, days int,
) *RecentBackfill

NewRecentBackfill initializes the module to backfill the historical 5-minute chart data to marketstore

func (*RecentBackfill) Update

func (b *RecentBackfill) Update()

func (*RecentBackfill) UpdateIndexSymbols

func (b *RecentBackfill) UpdateIndexSymbols()

UpdateIndexSymbols aggregates recent chart data of index symbols for the past X business days and store it to "{symbol}/5Min/OHLCV" bucket in marketstore

func (*RecentBackfill) UpdateSymbols

func (b *RecentBackfill) UpdateSymbols()

UpdateSymbols aggregates recent chart data for the past X business days and store it to "{symbol}/5Min/OHLCV" bucket in marketstore

type Worker

type Worker struct {
	MarketTimeChecker MarketTimeChecker
	APIClient         api.Client
	SymbolManager     symbols.Manager
	QuotesWriter      writer.QuotesWriter
	Interval          int
}

Worker is the main worker instance. It implements bgworker.Run().

func (*Worker) Run

func (w *Worker) Run()

Run runs forever to get quotes data for each symbol in the target exchanges using Xignite API periodically, and writes the data to the local marketstore server.