69 lines
1.9 KiB
Go
69 lines
1.9 KiB
Go
package xmaker
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import (
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"sync"
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"time"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"git.qtrade.icu/lychiyu/bbgo/pkg/types"
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)
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type State struct {
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CoveredPosition fixedpoint.Value `json:"coveredPosition,omitempty"`
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// Deprecated:
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Position *types.Position `json:"position,omitempty"`
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// Deprecated:
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ProfitStats ProfitStats `json:"profitStats,omitempty"`
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}
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type ProfitStats struct {
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*types.ProfitStats
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lock sync.Mutex
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MakerExchange types.ExchangeName `json:"makerExchange"`
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AccumulatedMakerVolume fixedpoint.Value `json:"accumulatedMakerVolume,omitempty"`
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AccumulatedMakerBidVolume fixedpoint.Value `json:"accumulatedMakerBidVolume,omitempty"`
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AccumulatedMakerAskVolume fixedpoint.Value `json:"accumulatedMakerAskVolume,omitempty"`
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TodayMakerVolume fixedpoint.Value `json:"todayMakerVolume,omitempty"`
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TodayMakerBidVolume fixedpoint.Value `json:"todayMakerBidVolume,omitempty"`
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TodayMakerAskVolume fixedpoint.Value `json:"todayMakerAskVolume,omitempty"`
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}
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func (s *ProfitStats) AddTrade(trade types.Trade) {
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s.ProfitStats.AddTrade(trade)
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if trade.Exchange == s.MakerExchange {
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s.lock.Lock()
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s.AccumulatedMakerVolume = s.AccumulatedMakerVolume.Add(trade.Quantity)
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s.TodayMakerVolume = s.TodayMakerVolume.Add(trade.Quantity)
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switch trade.Side {
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case types.SideTypeSell:
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s.AccumulatedMakerAskVolume = s.AccumulatedMakerAskVolume.Add(trade.Quantity)
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s.TodayMakerAskVolume = s.TodayMakerAskVolume.Add(trade.Quantity)
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case types.SideTypeBuy:
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s.AccumulatedMakerBidVolume = s.AccumulatedMakerBidVolume.Add(trade.Quantity)
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s.TodayMakerBidVolume = s.TodayMakerBidVolume.Add(trade.Quantity)
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}
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s.lock.Unlock()
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}
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}
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func (s *ProfitStats) ResetToday() {
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s.ProfitStats.ResetToday(time.Now())
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s.lock.Lock()
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s.TodayMakerVolume = fixedpoint.Zero
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s.TodayMakerBidVolume = fixedpoint.Zero
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s.TodayMakerAskVolume = fixedpoint.Zero
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s.lock.Unlock()
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}
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