package types import ( "fmt" "strconv" "strings" "time" log "github.com/sirupsen/logrus" "github.com/slack-go/slack" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" ) type PriceMap map[string]fixedpoint.Value type Balance struct { Currency string `json:"currency"` Available fixedpoint.Value `json:"available"` Locked fixedpoint.Value `json:"locked,omitempty"` // margin related fields Borrowed fixedpoint.Value `json:"borrowed,omitempty"` Interest fixedpoint.Value `json:"interest,omitempty"` // NetAsset = (Available + Locked) - Borrowed - Interest NetAsset fixedpoint.Value `json:"net,omitempty"` MaxWithdrawAmount fixedpoint.Value `json:"maxWithdrawAmount,omitempty"` } func (b Balance) Add(b2 Balance) Balance { var newB = b newB.Available = b.Available.Add(b2.Available) newB.Locked = b.Locked.Add(b2.Locked) newB.Borrowed = b.Borrowed.Add(b2.Borrowed) newB.NetAsset = b.NetAsset.Add(b2.NetAsset) newB.Interest = b.Interest.Add(b2.Interest) return newB } func (b Balance) Total() fixedpoint.Value { return b.Available.Add(b.Locked) } // Net returns the net asset value (total - debt) func (b Balance) Net() fixedpoint.Value { total := b.Total() return total.Sub(b.Debt()) } func (b Balance) Debt() fixedpoint.Value { return b.Borrowed.Add(b.Interest) } func (b Balance) ValueString() (o string) { o = b.Net().String() if b.Locked.Sign() > 0 { o += fmt.Sprintf(" (locked %v)", b.Locked) } if b.Borrowed.Sign() > 0 { o += fmt.Sprintf(" (borrowed: %v)", b.Borrowed) } return o } func (b Balance) String() (o string) { o = fmt.Sprintf("%s: %s", b.Currency, b.Net().String()) if b.Locked.Sign() > 0 { o += fmt.Sprintf(" (locked %f)", b.Locked.Float64()) } if b.Borrowed.Sign() > 0 { o += fmt.Sprintf(" (borrowed: %f)", b.Borrowed.Float64()) } if b.Interest.Sign() > 0 { o += fmt.Sprintf(" (interest: %f)", b.Interest.Float64()) } return o } type BalanceSnapshot struct { Balances BalanceMap `json:"balances"` Session string `json:"session"` Time time.Time `json:"time"` } func (m BalanceSnapshot) CsvHeader() []string { return []string{"time", "session", "currency", "available", "locked", "borrowed"} } func (m BalanceSnapshot) CsvRecords() [][]string { var records [][]string for cur, b := range m.Balances { records = append(records, []string{ strconv.FormatInt(m.Time.Unix(), 10), m.Session, cur, b.Available.String(), b.Locked.String(), b.Borrowed.String(), }) } return records } type BalanceMap map[string]Balance func (m BalanceMap) NotZero() BalanceMap { bm := make(BalanceMap) for c, b := range m { if b.Total().IsZero() && b.Debt().IsZero() && b.Net().IsZero() { continue } bm[c] = b } return bm } func (m BalanceMap) Debts() BalanceMap { bm := make(BalanceMap) for c, b := range m { if b.Borrowed.Sign() > 0 || b.Interest.Sign() > 0 { bm[c] = b } } return bm } func (m BalanceMap) Currencies() (currencies []string) { for _, b := range m { currencies = append(currencies, b.Currency) } return currencies } func (m BalanceMap) Add(bm BalanceMap) BalanceMap { var total = m.Copy() for _, b := range bm { tb, ok := total[b.Currency] if ok { tb = tb.Add(b) } else { tb = b } total[b.Currency] = tb } return total } func (m BalanceMap) String() string { var ss []string for _, b := range m { ss = append(ss, b.String()) } return "BalanceMap[" + strings.Join(ss, ", ") + "]" } func (m BalanceMap) Copy() (d BalanceMap) { d = make(BalanceMap) for c, b := range m { d[c] = b } return d } // Assets converts balances into assets with the given prices func (m BalanceMap) Assets(prices PriceMap, priceTime time.Time) AssetMap { assets := make(AssetMap) _, btcInUSD, hasBtcPrice := findUSDMarketPrice("BTC", prices) for currency, b := range m { total := b.Total() netAsset := b.Net() if total.IsZero() && netAsset.IsZero() { continue } asset := Asset{ Currency: currency, Total: total, Time: priceTime, Locked: b.Locked, Available: b.Available, Borrowed: b.Borrowed, Interest: b.Interest, NetAsset: netAsset, } if IsUSDFiatCurrency(currency) { // for usd asset.InUSD = netAsset asset.PriceInUSD = fixedpoint.One if hasBtcPrice && !asset.InUSD.IsZero() { asset.InBTC = asset.InUSD.Div(btcInUSD) } } else { // for crypto if market, usdPrice, ok := findUSDMarketPrice(currency, prices); ok { // this includes USDT, USD, USDC and so on if strings.HasPrefix(market, "USD") || strings.HasPrefix(market, "BUSD") { // for prices like USDT/TWD, BUSD/USDT if !asset.NetAsset.IsZero() { asset.InUSD = asset.NetAsset.Div(usdPrice) } asset.PriceInUSD = fixedpoint.One.Div(usdPrice) } else { // for prices like BTC/USDT if !asset.NetAsset.IsZero() { asset.InUSD = asset.NetAsset.Mul(usdPrice) } asset.PriceInUSD = usdPrice } if hasBtcPrice && !asset.InUSD.IsZero() { asset.InBTC = asset.InUSD.Div(btcInUSD) } } } assets[currency] = asset } return assets } func (m BalanceMap) Print() { for _, balance := range m { if balance.Net().IsZero() { continue } o := fmt.Sprintf(" %s: %v", balance.Currency, balance.Available) if balance.Locked.Sign() > 0 { o += fmt.Sprintf(" (locked %v)", balance.Locked) } if balance.Borrowed.Sign() > 0 { o += fmt.Sprintf(" (borrowed %v)", balance.Borrowed) } log.Infoln(o) } } func (m BalanceMap) SlackAttachment() slack.Attachment { var fields []slack.AttachmentField for _, b := range m { fields = append(fields, slack.AttachmentField{ Title: b.Currency, Value: b.ValueString(), Short: true, }) } return slack.Attachment{ Color: "#CCA33F", Fields: fields, } } func findUSDMarketPrice(currency string, prices map[string]fixedpoint.Value) (string, fixedpoint.Value, bool) { usdMarkets := []string{currency + "USDT", currency + "USDC", currency + "USD", "USDT" + currency} for _, market := range usdMarkets { if usdPrice, ok := prices[market]; ok { return market, usdPrice, ok } } return "", fixedpoint.Zero, false }