queryhelper

Documentation

Index

• Constants
• Variables
• func FilterEMA(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterEMAextended(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterMA(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterMAIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterMAIRextended(tradeBlocks []Block, asset dia.Asset, blockSize int, ...) (filterPointsExtended []dia.FilterPointExtended)
• func FilterMAextended(tradeBlocks []Block, asset dia.Asset, blockSize int, ...) (filterPointsExtended []dia.FilterPointExtended)
• func FilterMEDIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterMEDIRextended(tradeBlocks []Block, asset dia.Asset, blockSize int, ...) (filterPointsExtended []dia.FilterPointExtended)
• func FilterVOL(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterVOLextended(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPointsExtended []dia.FilterPointExtended)
• func FilterVWAP(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterVWAPIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)
• func FilterVWAPIRextended(tradeBlocks []Block, asset dia.Asset, blockSize int, ...) (filterPointsExtended []dia.FilterPointExtended)
• func FilterVWAPextended(tradeBlocks []Block, asset dia.Asset, blockSize int, ...) (filterPointsExtended []dia.FilterPointExtended)
• func GetData() string
• type Block
  • func (b *Block) GetBlockSources() (pairs []dia.ExchangePair, pools []dia.Pool)
• type Blockgenerator
  • func NewBlockGenerator(trades []dia.Trade) *Blockgenerator
  • func (bg *Blockgenerator) GenerateBlocks(blockSizeSeconds int64, blockShiftSeconds int64, bins []utils.TimeBin) (tradeBlocks []Block)

Constants

const (
	PAIR_SPLITTER = "-"
)

Variables

var (
	EXCHANGES = scrapers.Exchanges
)

Functions

func FilterEMA

func FilterEMA(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterEMAextended

func FilterEMAextended(points []dia.FilterPoint, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMA

func FilterMA(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMAIR

func FilterMAIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMAIRextended

func FilterMAIRextended(tradeBlocks []Block, asset dia.Asset, blockSize int, volumeThresholdUSD float64, nativeDenomination bool) (filterPointsExtended []dia.FilterPointExtended)

func FilterMAextended

func FilterMAextended(tradeBlocks []Block, asset dia.Asset, blockSize int, volumeThresholdUSD float64, nativeDenomination bool) (filterPointsExtended []dia.FilterPointExtended)

func FilterMEDIR

func FilterMEDIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterMEDIRextended

func FilterMEDIRextended(tradeBlocks []Block, asset dia.Asset, blockSize int, volumeThresholdUSD float64, nativeDenomination bool) (filterPointsExtended []dia.FilterPointExtended)

func FilterVOL

func FilterVOL(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVOLextended

func FilterVOLextended(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPointsExtended []dia.FilterPointExtended)

func FilterVWAP

func FilterVWAP(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVWAPIR

func FilterVWAPIR(tradeBlocks []Block, asset dia.Asset, blockSize int) (filterPoints []dia.FilterPoint, metadata *dia.FilterPointMetadata)

func FilterVWAPIRextended

func FilterVWAPIRextended(tradeBlocks []Block, asset dia.Asset, blockSize int, volumeThresholdUSD float64, nativeDenomination bool) (filterPointsExtended []dia.FilterPointExtended)

func FilterVWAPextended

func FilterVWAPextended(tradeBlocks []Block, asset dia.Asset, blockSize int, volumeThresholdUSD float64, nativeDenomination bool) (filterPointsExtended []dia.FilterPointExtended)

func GetData

func GetData() string

GetData Returns trades

Types

type Block

type Block struct {
	Trades    []dia.Trade
	TimeStamp int64
}

func (*Block) GetBlockSources

func (b *Block) GetBlockSources() (pairs []dia.ExchangePair, pools []dia.Pool)

GetBlockSources returns a unique list of all pairs and pools contained in the block's @b trades.

type Blockgenerator

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

func NewBlockGenerator

func NewBlockGenerator(trades []dia.Trade) *Blockgenerator

func (*Blockgenerator) GenerateBlocks

func (bg *Blockgenerator) GenerateBlocks(blockSizeSeconds int64, blockShiftSeconds int64, bins []utils.TimeBin) (tradeBlocks []Block)