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convert to fxt format
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adyzng committed Dec 20, 2017
1 parent 351d0b7 commit 60ea9d8
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Showing 7 changed files with 821 additions and 59 deletions.
23 changes: 5 additions & 18 deletions core/tick.go
Original file line number Diff line number Diff line change
Expand Up @@ -25,8 +25,8 @@ type TickData struct {
Time time.Time
Ask float64
Bid float64
VolumeAsk int64
VolumeBid int64
VolumeAsk uint64
VolumeBid uint64
}

func (t *TickData) ToString() []string {
Expand All @@ -53,24 +53,11 @@ func DecodeTickData(data []byte, symbol string, timeH time.Time) (*TickData, err
if len(data) != TICK_BYTES {
return nil, errors.New("invalid length for tick data")
}

buf := bytes.NewBuffer(data)
if err := binary.Read(buf, binary.BigEndian, &raw); err != nil {
return nil, err
}
/*
if err := binary.Read(buf, binary.BigEndian, &Ask); err != nil {
return nil, err
}
if err := binary.Read(buf, binary.BigEndian, &Bid); err != nil {
return nil, err
}
if err := binary.Read(buf, binary.BigEndian, &VolumeAsk); err != nil {
return nil, err
}
if err := binary.Read(buf, binary.BigEndian, &VolumeBid); err != nil {
return nil, err
}
*/

var point float64 = 100000
for _, sym := range normSymbols {
Expand All @@ -80,9 +67,9 @@ func DecodeTickData(data []byte, symbol string, timeH time.Time) (*TickData, err
}
}

round := func(f float64) int64 {
round := func(f float64) uint64 {
f += 0.5
return int64(math.Floor(f))
return uint64(math.Floor(f))
}

t := TickData{
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29 changes: 0 additions & 29 deletions fxt/fxt.go

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