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Published: Jun 19, 2023 License: AGPL-3.0 Imports: 14 Imported by: 0

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Constants

View Source
const TickGenericHTTPLoggerTag = "TICK_GENERIC_HTTP_ORIGIN"
View Source
const TickGenericJQLoggerTag = "TICK_GENERIC_JQ_ORIGIN"

Variables

This section is empty.

Functions

This section is empty.

Types

type HTTPCallback

type HTTPCallback func(ctx context.Context, pairs []value.Pair, data io.Reader) map[any]datapoint.Point

type Origin

type Origin interface {
	// FetchDataPoints fetches data points for the given list of queries.
	//
	// A query is an any type that can be used to query the origin for a data
	// point. For example, a query could be a pair of assets.
	//
	// Note that this method does not guarantee that data points will be
	// returned for all pairs nor in the same order as the pairs. The caller
	// must verify returned data.
	FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)
}

Origin provides dataPoint prices for a given set of pairs from an external source.

type Static

type Static struct{}

Static is an origin that returns the same value for all queries.

func NewStatic

func NewStatic() *Static

NewStatic creates a new static origin.

func (*Static) FetchDataPoints

func (s *Static) FetchDataPoints(_ context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the data.Type interface.

type TickGenericHTTP

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

TickGenericHTTP is a generic http price provider that can fetch prices from an HTTP endpoint. The callback function is used to parse the response body.

func NewTickGenericHTTP

func NewTickGenericHTTP(opts TickGenericHTTPOptions) (*TickGenericHTTP, error)

NewTickGenericHTTP creates a new TickGenericHTTP instance.

func (*TickGenericHTTP) FetchDataPoints

func (g *TickGenericHTTP) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the Origin interface.

type TickGenericHTTPOptions

type TickGenericHTTPOptions struct {
	// URL is an TickGenericHTTP endpoint that returns JSON data. It may contain
	// the following variables:
	//   - ${lcbase} - lower case base asset
	//   - ${ucbase} - upper case base asset
	//   - ${lcquote} - lower case quote asset
	//   - ${ucquote} - upper case quote asset
	//   - ${lcbases} - lower case base assets joined by commas
	//   - ${ucbases} - upper case base assets joined by commas
	//   - ${lcquotes} - lower case quote assets joined by commas
	//   - ${ucquotes} - upper case quote assets joined by commas
	URL string

	// Headers is a set of TickGenericHTTP headers that are sent with each request.
	Headers http.Header

	// Callback is a function that is used to parse the response body.
	Callback HTTPCallback

	// Client is an TickGenericHTTP client that is used to fetch data from the
	// TickGenericHTTP endpoint. If nil, http.DefaultClient is used.
	Client *http.Client

	// Logger is an TickGenericHTTP logger that is used to log errors. If nil,
	// null logger is used.
	Logger log.Logger
}

type TickGenericJQ

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

TickGenericJQ is a generic origin implementation that uses JQ to parse JSON data from an TickGenericHTTP endpoint.

func NewTickGenericJQ

func NewTickGenericJQ(opts TickGenericJQOptions) (*TickGenericJQ, error)

NewTickGenericJQ creates a new TickGenericJQ instance.

The client argument is an TickGenericHTTP client that is used to fetch data from the TickGenericHTTP endpoint.

The url argument is an TickGenericHTTP endpoint that returns JSON data. It may contain the following variables:

  • ${lcbase} - lower case base asset
  • ${ucbase} - upper case base asset
  • ${lcquote} - lower case quote asset
  • ${ucquote} - upper case quote asset
  • ${lcbases} - lower case base assets joined by commas
  • ${ucbases} - upper case base assets joined by commas
  • ${lcquotes} - lower case quote assets joined by commas
  • ${ucquotes} - upper case quote assets joined by commas

The jq argument is a JQ query that is used to parse JSON data. It must return a single value that will be used as a price or an object with the following fields:

  • price - a price
  • time - a timestamp (optional)
  • volume - a 24h volume (optional)

The JQ query may contain the following variables:

  • $lcbase - lower case base asset
  • $ucbase - upper case base asset
  • $lcquote - lower case quote asset
  • $ucquote - upper case quote asset

Price and volume must be a string that can be parsed as a number or a number.

Time must be a string that can be parsed as time or a number that represents a UNIX timestamp.

If JQ query returns multiple values, the dataPoint will be invalid.

func (*TickGenericJQ) FetchDataPoints

func (g *TickGenericJQ) FetchDataPoints(ctx context.Context, query []any) (map[any]datapoint.Point, error)

FetchDataPoints implements the Origin interface.

type TickGenericJQOptions

type TickGenericJQOptions struct {
	// URL is an TickGenericHTTP endpoint that returns JSON data. It may contain
	// the following variables:
	//   - ${lcbase} - lower case base asset
	//   - ${ucbase} - upper case base asset
	//   - ${lcquote} - lower case quote asset
	//   - ${ucquote} - upper case quote asset
	//   - ${lcbases} - lower case base assets joined by commas
	//   - ${ucbases} - upper case base assets joined by commas
	//   - ${lcquotes} - lower case quote assets joined by commas
	//   - ${ucquotes} - upper case quote assets joined by commas
	URL string

	// Query is a JQ query that is used to parse JSON data. It must
	// return a single value that will be used as a price or an object with the
	// following fields:
	//   - price - a price
	//   - time - a timestamp (optional)
	//   - volume - a 24h volume (optional)
	//
	// The JQ query may contain the following variables:
	//   - $lcbase - lower case base asset
	//   - $ucbase - upper case base asset
	//   - $lcquote - lower case quote asset
	//   - $ucquote - upper case quote asset
	//
	// Price and volume must be a number or a string that can be parsed as a number.
	// Time must be a number or a string that can be parsed as a number or a string
	// that can be parsed as a time.
	Query string

	// Headers is a set of TickGenericHTTP headers that are sent with each request.
	Headers http.Header

	// Client is an TickGenericHTTP client that is used to fetch data from the
	// TickGenericHTTP endpoint. If nil, http.DefaultClient is used.
	Client *http.Client

	// Logger is an TickGenericHTTP logger that is used to log errors. If nil,
	// null logger is used.
	Logger log.Logger
}

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