bbgo_origin/pkg/cmd/utils.go

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package cmd
import (
"fmt"
"github.com/spf13/viper"
"github.com/c9s/bbgo/pkg/exchange/ftx"
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"github.com/c9s/bbgo/pkg/types"
)
func inQuoteAsset(balances types.BalanceMap, market types.Market, price float64) float64 {
quote := balances[market.QuoteCurrency]
base := balances[market.BaseCurrency]
return base.Total().Float64()*price + quote.Total().Float64()
}
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func inBaseAsset(balances types.BalanceMap, market types.Market, price float64) float64 {
quote := balances[market.QuoteCurrency]
base := balances[market.BaseCurrency]
return base.Total().Float64() + (quote.Total().Float64() / price)
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}
func newExchange(session string) (types.Exchange, error) {
switch session {
case "ftx":
return ftx.NewExchange(
viper.GetString("ftx-api-key"),
viper.GetString("ftx-api-secret"),
viper.GetString("ftx-subaccount"),
), nil
}
return nil, fmt.Errorf("unsupported session %s", session)
}