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56 lines
1.7 KiB
Go
56 lines
1.7 KiB
Go
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package xmaker
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import (
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/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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Position *types.Position `json:"position,omitempty"`
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ProfitStats ProfitStats `json:"profitStats,omitempty"`
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}
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type ProfitStats struct {
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bbgo.ProfitStats
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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.AccumulatedMakerVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
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s.TodayMakerVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
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switch trade.Side {
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case types.SideTypeSell:
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s.AccumulatedMakerAskVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
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s.TodayMakerAskVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
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case types.SideTypeBuy:
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s.AccumulatedMakerBidVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
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s.TodayMakerBidVolume.AtomicAdd(fixedpoint.NewFromFloat(trade.Quantity))
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}
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}
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}
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func (s *ProfitStats) ResetToday() {
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s.ProfitStats.ResetToday()
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s.TodayMakerVolume = 0
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s.TodayMakerBidVolume = 0
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s.TodayMakerAskVolume = 0
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}
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