queryhelper

package

v1.4.515-1 Latest Latest Go to latest Published: Jul 22, 2024 License: GPL-2.0 Imports: 6 Imported by: 0

Details

Valid go.mod file
Redistributable license
Tagged version
Stable version
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Repository

github.com/diadata-org/diadata

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 ¶

View Source

const (
	PAIR_SPLITTER = "-"
)

Variables ¶

View Source

var (
	EXCHANGES = scrapers.Exchanges
)

Functions ¶

func FilterEMA ¶ added in v1.4.0

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

func FilterEMAextended ¶ added in v1.4.310

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 ¶ added in v1.4.310

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

func FilterMAextended ¶ added in v1.4.310

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

func FilterMEDIR ¶ added in v1.4.0

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

func FilterMEDIRextended ¶ added in v1.4.310

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

func FilterVOL ¶ added in v1.4.2

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

func FilterVOLextended ¶ added in v1.4.310

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 ¶ added in v1.4.310

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

func FilterVWAPextended ¶ added in v1.4.310

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 ¶ added in v1.4.310

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 ¶ added in v1.4.113

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

Source Files ¶

View all Source files

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