kucoin: fix trades sync

pkg/exchange/batch/trade.go

@@ -3,7 +3,6 @@ package batch
 import (
 	"context"
 	"errors"
-	"sort"
 	"time"
 
 	"github.com/sirupsen/logrus"
@@ -41,7 +40,6 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
 	var startTime = *options.StartTime
 	var endTime = *options.EndTime
 
-
 	go func() {
 		limiter := rate.NewLimiter(rate.Every(5*time.Second), 2) // from binance (original 1200, use 1000 for safety)
 
@@ -66,9 +64,7 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
 			})
 
 			// sort trades by time in ascending order
-			sort.Slice(trades, func(i, j int) bool {
-				return trades[i].Time.Before(time.Time(trades[j].Time))
-			})
+			types.SortTradesAscending(trades)
 
 			if err != nil {
 				errC <- err
@@ -78,7 +74,9 @@ func (e TradeBatchQuery) Query(ctx context.Context, symbol string, options *type
 			// if all trades are duplicated or empty, we end the batch query
 			if len(trades) == 0 {
 				return
-			} else if len(trades) > 0 {
+			}
+
+			if len(trades) > 0 {
 				allExists := true
 				for _, td := range trades {
 					k := td.Key()

pkg/exchange/kucoin/exchange.go

@@ -364,10 +364,9 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 
 	if options.StartTime != nil && options.EndTime != nil {
 		req.StartAt(*options.StartTime)
+
 		if options.EndTime.Sub(*options.StartTime) < 7*24*time.Hour {
 			req.EndAt(*options.EndTime)
-		} else {
-			req.StartAt(options.StartTime.Add(7*24*time.Hour - time.Minute))
 		}
 	} else if options.StartTime != nil {
 		req.StartAt(*options.StartTime)
@@ -383,6 +382,7 @@ func (e *Exchange) QueryTrades(ctx context.Context, symbol string, options *type
 	if err != nil {
 		return trades, err
 	}
+
 	for _, fill := range response.Items {
 		trade := toGlobalTrade(fill)
 		trades = append(trades, trade)

pkg/exchange/kucoin/kucoinapi/client.go

@@ -195,4 +195,3 @@ type APIResponse struct {
 	Message string          `json:"msg"`
 	Data    json.RawMessage `json:"data"`
 }
-

pkg/exchange/kucoin/kucoinapi/trade.go

@@ -52,19 +52,19 @@ func (c *TradeService) NewGetFillsRequest() *GetFillsRequest {
 type GetFillsRequest struct {
 	client requestgen.AuthenticatedAPIClient
 
-	orderID *string `param:"orderId"`
+	orderID *string `param:"orderId,query"`
 
-	tradeType *string `param:"tradeType" default:"TRADE"`
+	tradeType *string `param:"tradeType,query" default:"TRADE"`
 
-	symbol *string `param:"symbol"`
+	symbol *string `param:"symbol,query"`
 
-	side *string `param:"side" validValues:"buy,sell"`
+	side *string `param:"side,query" validValues:"buy,sell"`
 
-	orderType *string `param:"type" validValues:"limit,market,limit_stop,market_stop"`
+	orderType *string `param:"type,query" validValues:"limit,market,limit_stop,market_stop"`
 
-	startAt *time.Time `param:"startAt,milliseconds"`
+	startAt *time.Time `param:"startAt,query,milliseconds"`
 
-	endAt *time.Time `param:"endAt,milliseconds"`
+	endAt *time.Time `param:"endAt,query,milliseconds"`
 }
 
 type FillListPage struct {

pkg/grpc/server.go

@@ -61,32 +61,37 @@ func (s *Server) Subscribe(request *pb.SubscribeRequest, server pb.MarketDataSer
 
 	streamPool := map[string]types.Stream{}
 	for sessionName, subs := range exchangeSubscriptions {
-		if session, ok := s.Environ.Session(sessionName); ok {
-			stream := session.Exchange.NewStream()
-			stream.SetPublicOnly()
-			for _, sub := range subs {
-				stream.Subscribe(sub.Channel, sub.Symbol, sub.Options)
-			}
-
-			stream.OnBookSnapshot(func(book types.SliceOrderBook) {
-				if err := server.Send(transBook(session, book, pb.Event_SNAPSHOT)); err != nil {
-					log.WithError(err).Error("grpc stream send error")
-				}
-			})
+		session, ok := s.Environ.Session(sessionName)
+		if !ok {
+			log.Errorf("session %s not found", sessionName)
+			continue
+		}
 
-			stream.OnBookUpdate(func(book types.SliceOrderBook) {
-				if err := server.Send(transBook(session, book, pb.Event_UPDATE)); err != nil {
-					log.WithError(err).Error("grpc stream send error")
-				}
-			})
-			stream.OnKLineClosed(func(kline types.KLine) {
-				err := server.Send(transKLine(session, kline))
-				if err != nil {
-					log.WithError(err).Error("grpc stream send error")
-				}
-			})
-			streamPool[sessionName] = stream
+		stream := session.Exchange.NewStream()
+		stream.SetPublicOnly()
+		for _, sub := range subs {
+			log.Infof("%s subscribe %s %s %+v", sessionName, sub.Channel, sub.Symbol, sub.Options)
+			stream.Subscribe(sub.Channel, sub.Symbol, sub.Options)
 		}
+
+		stream.OnBookSnapshot(func(book types.SliceOrderBook) {
+			if err := server.Send(transBook(session, book, pb.Event_SNAPSHOT)); err != nil {
+				log.WithError(err).Error("grpc stream send error")
+			}
+		})
+
+		stream.OnBookUpdate(func(book types.SliceOrderBook) {
+			if err := server.Send(transBook(session, book, pb.Event_UPDATE)); err != nil {
+				log.WithError(err).Error("grpc stream send error")
+			}
+		})
+		stream.OnKLineClosed(func(kline types.KLine) {
+			err := server.Send(transKLine(session, kline))
+			if err != nil {
+				log.WithError(err).Error("grpc stream send error")
+			}
+		})
+		streamPool[sessionName] = stream
 	}
 
 	for sessionName, stream := range streamPool {

pkg/types/sort.go

@@ -0,0 +1,13 @@
+package types
+
+import (
+	"sort"
+	"time"
+)
+
+func SortTradesAscending(trades []Trade) []Trade {
+	sort.Slice(trades, func(i, j int) bool {
+		return trades[i].Time.Before(time.Time(trades[j].Time))
+	})
+	return trades
+}