Function fetchMarketDataWithStrategy

kernel/engine_analysis.go:175–250

============================================================================ Market Data Fetching ============================================================================ fetchMarketDataWithStrategy fetches market data using strategy config (multiple timeframes)

(ctx *Context, engine *StrategyEngine)

// fetchMarketDataWithStrategy fetches market data using strategy config (multiple timeframes)
func fetchMarketDataWithStrategy(ctx *Context, engine *StrategyEngine) error {
	config := engine.GetConfig()
	ctx.MarketDataMap = make(map[string]*market.Data)

	timeframes := config.Indicators.Klines.SelectedTimeframes
	primaryTimeframe := config.Indicators.Klines.PrimaryTimeframe
	klineCount := config.Indicators.Klines.PrimaryCount

	// Compatible with old configuration
	if len(timeframes) == 0 {
		if primaryTimeframe != "" {
			timeframes = append(timeframes, primaryTimeframe)
		} else {
			timeframes = append(timeframes, "3m")
		}
		if config.Indicators.Klines.LongerTimeframe != "" {
			timeframes = append(timeframes, config.Indicators.Klines.LongerTimeframe)
		}
	}
	if primaryTimeframe == "" {
		primaryTimeframe = timeframes[0]
	}
	if klineCount <= 0 {
		klineCount = 30
	}

	logger.Infof("📊 Strategy timeframes: %v, Primary: %s, Kline count: %d", timeframes, primaryTimeframe, klineCount)

	// 1. First fetch data for position coins (must fetch)
	for _, pos := range ctx.Positions {
		data, err := market.GetWithTimeframes(pos.Symbol, timeframes, primaryTimeframe, klineCount)
		if err != nil {
			logger.Infof("⚠️  Failed to fetch market data for position %s: %v", pos.Symbol, err)
			continue
		}
		ctx.MarketDataMap[pos.Symbol] = data
	}

	// 2. Fetch data for all candidate coins
	positionSymbols := make(map[string]bool)
	for _, pos := range ctx.Positions {
		positionSymbols[pos.Symbol] = true
	}

	const minOIThresholdMillions = 15.0 // 15M USD minimum open interest value

	for _, coin := range ctx.CandidateCoins {
		if _, exists := ctx.MarketDataMap[coin.Symbol]; exists {
			continue
		}

		data, err := market.GetWithTimeframes(coin.Symbol, timeframes, primaryTimeframe, klineCount)
		if err != nil {
			logger.Infof("⚠️  Failed to fetch market data for %s: %v", coin.Symbol, err)
			continue
		}

		// Liquidity filter (skip for xyz dex assets - they don't have OI data from Binance)