72 lines
1.9 KiB
Go
72 lines
1.9 KiB
Go
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package rebalance
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import (
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"context"
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"fmt"
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"git.qtrade.icu/lychiyu/bbgo/pkg/bbgo"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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type GeneralOrderExecutorMap map[string]*bbgo.GeneralOrderExecutor
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func NewGeneralOrderExecutorMap(session *bbgo.ExchangeSession, strategyID string, instanceID string, positionMap PositionMap) GeneralOrderExecutorMap {
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m := make(GeneralOrderExecutorMap)
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for symbol, position := range positionMap {
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log.Infof("creating order executor for symbol %s", symbol)
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orderExecutor := bbgo.NewGeneralOrderExecutor(session, symbol, strategyID, instanceID, position)
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m[symbol] = orderExecutor
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}
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return m
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}
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func (m GeneralOrderExecutorMap) BindEnvironment(environ *bbgo.Environment) {
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for _, orderExecutor := range m {
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orderExecutor.BindEnvironment(environ)
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}
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}
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func (m GeneralOrderExecutorMap) BindProfitStats(profitStatsMap ProfitStatsMap) {
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for symbol, orderExecutor := range m {
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log.Infof("binding profit stats for symbol %s", symbol)
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orderExecutor.BindProfitStats(profitStatsMap[symbol])
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}
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}
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func (m GeneralOrderExecutorMap) Bind() {
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for _, orderExecutor := range m {
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orderExecutor.Bind()
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}
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}
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func (m GeneralOrderExecutorMap) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
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var allCreatedOrders types.OrderSlice
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for _, submitOrder := range submitOrders {
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log.Infof("submitting order: %+v", submitOrder)
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orderExecutor, ok := m[submitOrder.Symbol]
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if !ok {
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return nil, fmt.Errorf("order executor not found for symbol %s", submitOrder.Symbol)
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}
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createdOrders, err := orderExecutor.SubmitOrders(ctx, submitOrder)
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if err != nil {
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return nil, err
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}
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allCreatedOrders = append(allCreatedOrders, createdOrders...)
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}
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return allCreatedOrders, nil
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}
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func (m GeneralOrderExecutorMap) GracefulCancel(ctx context.Context) error {
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for _, orderExecutor := range m {
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err := orderExecutor.GracefulCancel(ctx)
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if err != nil {
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return err
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}
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}
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return nil
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}
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