orm Package

The orm package provides database access and data model definition functionality.

Important Structures

AdjFactor

Price adjustment factor structure, used for handling forward and backward price adjustments.

Fields:

• ID int32 - Adjustment factor ID
• Sid int32 - Trading pair ID
• SubID int32 - Sub trading pair ID
• StartMs int64 - Start timestamp (milliseconds)
• Factor float64 - Adjustment factor value

Calendar

Trading calendar structure, used to record trading time periods.

Fields:

• ID int32 - Calendar ID
• Name string - Calendar name
• StartMs int64 - Start timestamp (milliseconds)
• StopMs int64 - End timestamp (milliseconds)

ExSymbol

Trading pair information structure, containing basic information about exchange and trading pair.

Fields:

• ID int32 - Trading pair ID
• Exchange string - Exchange name
• ExgReal string - Actual exchange identifier
• Market string - Market type
• Symbol string - Trading pair symbol
• Combined bool - Whether it's a combined trading pair
• ListMs int64 - Listing timestamp (milliseconds)
• DelistMs int64 - Delisting timestamp (milliseconds)

InsKline

candlestick insertion task structure, used to manage candlestick data insertion operations.

Fields:

• ID int32 - Task ID
• Sid int32 - Trading pair ID
• Timeframe string - Time period
• StartMs int64 - Start timestamp (milliseconds)
• StopMs int64 - End timestamp (milliseconds)

KHole

candlestick data gap structure, used to record missing periods in candlestick data.

Fields:

• ID int64 - Gap record ID
• Sid int32 - Trading pair ID
• Timeframe string - Time period
• Start int64 - Start timestamp (milliseconds)
• Stop int64 - End timestamp (milliseconds)
• NoData bool - Whether confirmed no data exists

KInfo

candlestick information structure, used to record basic information about candlestick data.

Fields:

• Sid int32 - Trading pair ID
• Timeframe string - Time period
• Start int64 - Start timestamp (milliseconds)
• Stop int64 - End timestamp (milliseconds)

KlineUn

Unadjusted candlestick data structure, containing raw candlestick data.

Fields:

• Sid int32 - Trading pair ID
• StartMs int64 - Start timestamp (milliseconds)
• StopMs int64 - End timestamp (milliseconds)
• Timeframe string - Time period
• Open float64 - Opening price
• High float64 - Highest price
• Low float64 - Lowest price
• Close float64 - Closing price
• Volume float64 - Trading volume
• Info float64 - Additional information

InfoKline

candlestick data structure with additional information.

Fields:

• PairTFKline *banexg.PairTFKline - Base candlestick data
• Adj *AdjInfo - Price adjustment information
• IsWarmUp bool - Whether it's warm-up data

AdjInfo

Price adjustment information structure, containing detailed information about price adjustments.

Fields:

• ExSymbol *ExSymbol - Trading pair information
• Factor float64 - Original adjacent adjustment factor
• CumFactor float64 - Cumulative adjustment factor
• StartMS int64 - Start timestamp (milliseconds)
• StopMS int64 - End timestamp (milliseconds)

KlineAgg

candlestick data aggregation configuration structure, used to manage candlestick aggregation for different time periods.

Fields:

• TimeFrame string - Time period
• MSecs int64 - Period in milliseconds
• Table string - Data table name
• AggFrom string - Aggregation source
• AggStart string - Aggregation start time
• AggEnd string - Aggregation end time
• AggEvery string - Aggregation interval
• CpsBefore string - Completion deadline
• Retention string - Data retention time

Database Connection Related

Setup

Initialize database connection pool.

Returns:

• *errs.Error - Error information during initialization

Conn

Get database connection and query object.

Parameters:

• ctx context.Context - Context object for controlling request lifecycle

Returns:

• *Queries - Database query object
• *pgxpool.Conn - Database connection object
• *errs.Error - Error information

SetDbPath

Set database path.

Parameters:

• key string - Database identifier key
• path string - Database file path

DbLite

Create SQLite database connection.

Parameters:

• src string - Data source name
• path string - Database file path
• write bool - Whether writable

Returns:

• *sql.DB - Database connection object
• *errs.Error - Error information

NewDbErr

Create database error object.

Parameters:

• code int - Error code
• err_ error - Original error

Returns:

• *errs.Error - Formatted error information

Exchange Related

LoadMarkets

Load exchange market data.

Parameters:

• exchange banexg.BanExchange - Exchange interface
• reload bool - Whether to force reload

Returns:

• banexg.MarketMap - Market data mapping
• *errs.Error - Error information

InitExg

Initialize exchange configuration.

Parameters:

• exchange banexg.BanExchange - Exchange interface

Returns:

• *errs.Error - Error information

Trading Pair Related

GetExSymbols

Get all trading pair information for specified exchange and market.

Parameters:

• exgName string - Exchange name
• market string - Market name

Returns:

• map[int32]*ExSymbol - Mapping from trading pair ID to trading pair information

GetExSymbolMap

Get all trading pair information for specified exchange and market (keyed by trading pair name).

Parameters:

• exgName string - Exchange name
• market string - Market name

Returns:

• map[string]*ExSymbol - Mapping from trading pair name to trading pair information

GetSymbolByID

Get trading pair information by ID.

Parameters:

• id int32 - Trading pair ID

Returns:

• *ExSymbol - Trading pair information

GetExSymbolCur

Get trading pair information for current default exchange.

Parameters:

• symbol string - Trading pair name

Returns:

• *ExSymbol - Trading pair information
• *errs.Error - Error information

GetExSymbol

Get trading pair information for specified exchange.

Parameters:

• exchange banexg.BanExchange - Exchange interface
• symbol string - Trading pair name

Returns:

• *ExSymbol - Trading pair information
• *errs.Error - Error information

EnsureExgSymbols

Ensure trading pair information for exchange is loaded.

Parameters:

• exchange banexg.BanExchange - Exchange interface

Returns:

• *errs.Error - Error information

EnsureCurSymbols

Ensure trading pair information for current exchange is loaded.

Parameters:

• symbols []string - List of trading pair names

Returns:

• *errs.Error - Error information

EnsureSymbols

Ensure trading pair information for specified exchanges is loaded.

Parameters:

• symbols []*ExSymbol - List of trading pair information
• exchanges ...string - List of exchange names

Returns:

• *errs.Error - Error information

LoadAllExSymbols

Load all trading pair information.

Returns:

• *errs.Error - Error information

GetAllExSymbols

Get all loaded trading pair information.

Returns:

• map[int32]*ExSymbol - Mapping from trading pair ID to trading pair information

InitListDates

Initialize listing date information for trading pairs.

Returns:

• *errs.Error - Error information

EnsureListDates

Ensure listing date information for trading pairs is loaded.

Parameters:

• sess *Queries - Database query object
• exchange banexg.BanExchange - Exchange interface
• exsMap map[int32]*ExSymbol - Trading pair mapping
• exsList []*ExSymbol - Trading pair list

Returns:

• *errs.Error - Error information

ParseShort

Parse short format trading pair name.

Parameters:

• exgName string - Exchange name
• short string - Short format trading pair name

Returns:

• *ExSymbol - Trading pair information
• *errs.Error - Error information

MapExSymbols

Map trading pair name list to trading pair information mapping.

Parameters:

• exchange banexg.BanExchange - Exchange interface
• symbols []string - List of trading pair names

Returns:

• map[int32]*ExSymbol - Mapping from trading pair ID to trading pair information
• *errs.Error - Error information

candlestick Data Related

AutoFetchOHLCV

Automatically fetch candlestick data, supporting data completion and unfinished candlesticks.

Parameters:

• exchange banexg.BanExchange - Exchange interface
• exs *ExSymbol - Trading pair information
• timeFrame string - Time frame
• startMS int64 - Start time (milliseconds)
• endMS int64 - End time (milliseconds)
• limit int - Limit count
• withUnFinish bool - Whether to include unfinished candlesticks
• pBar *utils.PrgBar - Progress bar

Returns:

• []*AdjInfo - Price adjustment information
• []*banexg.Kline - candlestick data
• *errs.Error - Error information

GetOHLCV

Get candlestick data.

Parameters:

• exs *ExSymbol - Trading pair information
• timeFrame string - Time frame
• startMS int64 - Start time (milliseconds)
• endMS int64 - End time (milliseconds)
• limit int - Limit count
• withUnFinish bool - Whether to include unfinished candlesticks

Returns:

• []*AdjInfo - Price adjustment information
• []*banexg.Kline - candlestick data
• *errs.Error - Error information

BulkDownOHLCV

Bulk download candlestick data.

Parameters:

• exchange banexg.BanExchange - Exchange interface
• exsList map[int32]*ExSymbol - Trading pair list
• timeFrame string - Time frame
• startMS int64 - Start time (milliseconds)