package common import ( "sync" "time" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" log "github.com/sirupsen/logrus" ) type FeeBudget struct { DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"` State *State `persistence:"state"` mu sync.Mutex } func (f *FeeBudget) Initialize() { if f.State == nil { f.State = &State{} f.State.Reset() } if f.State.IsOver24Hours() { log.Warn("[FeeBudget] state is over 24 hours, resetting to zero") f.State.Reset() } } func (f *FeeBudget) IsBudgetAllowed() bool { if f.DailyFeeBudgets == nil { return true } if f.State.AccumulatedFees == nil { return true } if f.State.IsOver24Hours() { f.State.Reset() return true } for asset, budget := range f.DailyFeeBudgets { if fee, ok := f.State.AccumulatedFees[asset]; ok { if fee.Compare(budget) >= 0 { log.Warnf("[FeeBudget] accumulative fee %s exceeded the fee budget %s, skipping...", fee.String(), budget.String()) return false } } } return true } func (f *FeeBudget) HandleTradeUpdate(trade types.Trade) { log.Infof("[FeeBudget] received trade %s", trade.String()) if f.State.IsOver24Hours() { f.State.Reset() } // safe check if f.State.AccumulatedFees == nil { f.mu.Lock() f.State.AccumulatedFees = make(map[string]fixedpoint.Value) f.mu.Unlock() } f.State.AccumulatedFees[trade.FeeCurrency] = f.State.AccumulatedFees[trade.FeeCurrency].Add(trade.Fee) log.Infof("[FeeBudget] accumulated fee: %s %s", f.State.AccumulatedFees[trade.FeeCurrency].String(), trade.FeeCurrency) } type State struct { AccumulatedFeeStartedAt time.Time `json:"accumulatedFeeStartedAt,omitempty"` AccumulatedFees map[string]fixedpoint.Value `json:"accumulatedFees,omitempty"` } func (s *State) IsOver24Hours() bool { return time.Since(s.AccumulatedFeeStartedAt) >= 24*time.Hour } func (s *State) Reset() { t := time.Now() dateTime := time.Date(t.Year(), t.Month(), t.Day(), 0, 0, 0, 0, t.Location()) log.Infof("[State] resetting accumulated started time to: %s", dateTime) s.AccumulatedFeeStartedAt = dateTime s.AccumulatedFees = make(map[string]fixedpoint.Value) }