use interval [1m/3m/5m/15m/30m/1H/2H/4H] and [/6Hutc/12Hutc/1Dutc/2Du…

…tc/3Dutc/1Wutc/1Mutc] and add unit test
c9s · Oct 3, 2023 · 5621082 · 5621082
1 parent 23dd7b0
commit 5621082
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Showing 3 changed files with 38 additions and 18 deletions.
diff --git a/pkg/exchange/okex/convert.go b/pkg/exchange/okex/convert.go
@@ -215,11 +215,24 @@ func toLocalInterval(interval types.Interval) (string, error) {
 	case strings.HasSuffix(i, "m"):
 		return i, nil
 	case strings.HasSuffix(i, "mo"):
-		return "1M", nil
+		return "1Mutc", nil
 	default:
-		hdwRegex := regexp.MustCompile("\\d+[hdw]$")
+		hdwRegex := regexp.MustCompile("\\d+[dw]$")
 		if hdwRegex.Match([]byte(i)) {
-			return strings.ToUpper(i), nil
+			return strings.ToUpper(i) + "utc", nil
+		}
+		hdwRegex = regexp.MustCompile("(\\d+)[h]$")
+		if fs := hdwRegex.FindStringSubmatch(i); len(fs) > 0 {
+			digits, err := strconv.ParseInt(string(fs[1]), 10, 64)
+			if err != nil {
+				return "", fmt.Errorf("interval %s is not supported", interval)
+			}
+			if digits >= 6 {
+				return strings.ToUpper(i) + "utc", nil
+			} else {
+				return strings.ToUpper(i), nil
+			}
+
 		}
 	}
 	return "", fmt.Errorf("interval %s is not supported", interval)

diff --git a/pkg/exchange/okex/query_kline_test.go b/pkg/exchange/okex/query_kline_test.go
@@ -30,13 +30,20 @@ func Test_QueryKlines(t *testing.T) {
 	if assert.NoError(t, err) {
 		assert.NotEmpty(t, klineDetail)
 	}
-	// test supported interval - hour
+	// test supported interval - hour - 1 hour
 	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1h, types.KLineQueryOptions{
 		Limit:   50,
 		EndTime: &now})
 	if assert.NoError(t, err) {
 		assert.NotEmpty(t, klineDetail)
 	}
+	// test supported interval - hour - 6 hour to test UTC time
+	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval6h, types.KLineQueryOptions{
+		Limit:   50,
+		EndTime: &now})
+	if assert.NoError(t, err) {
+		assert.NotEmpty(t, klineDetail)
+	}
 	// test supported interval - day
 	klineDetail, err = e.QueryKLines(context.Background(), queryOrder.Symbol, types.Interval1d, types.KLineQueryOptions{
 		Limit:   50,

diff --git a/pkg/exchange/okex/types.go b/pkg/exchange/okex/types.go
@@ -22,19 +22,19 @@ var (
 	}
 
 	ToGlobalInterval = map[string]types.Interval{
-		"1m":  types.Interval1m,
-		"3m":  types.Interval3m,
-		"5m":  types.Interval5m,
-		"15m": types.Interval15m,
-		"30m": types.Interval30m,
-		"1H":  types.Interval1h,
-		"2H":  types.Interval2h,
-		"4H":  types.Interval4h,
-		"6H":  types.Interval6h,
-		"12H": types.Interval12h,
-		"1D":  types.Interval1d,
-		"3D":  types.Interval3d,
-		"1W":  types.Interval1w,
-		"1M":  types.Interval1mo,
+		"1m":     types.Interval1m,
+		"3m":     types.Interval3m,
+		"5m":     types.Interval5m,
+		"15m":    types.Interval15m,
+		"30m":    types.Interval30m,
+		"1H":     types.Interval1h,
+		"2H":     types.Interval2h,
+		"4H":     types.Interval4h,
+		"6Hutc":  types.Interval6h,
+		"12Hutc": types.Interval12h,
+		"1Dutc":  types.Interval1d,
+		"3Dutc":  types.Interval3d,
+		"1Wutc":  types.Interval1w,
+		"1Mutc":  types.Interval1mo,
 	}
 )