bbgo_origin/pkg/strategy/base/strategy.go

package base

import (
	"context"

	"github.com/c9s/bbgo/pkg/bbgo"
	"github.com/c9s/bbgo/pkg/types"
)

// LongShortStrategy provides the core functionality that is required by a long/short strategy.
type LongShortStrategy struct {
	Position    *types.Position    `json:"position,omitempty" persistence:"position"`
	ProfitStats *types.ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`

	parent, ctx context.Context
	cancel      context.CancelFunc

	Environ       *bbgo.Environment
	Session       *bbgo.ExchangeSession
	OrderExecutor *bbgo.GeneralOrderExecutor
}

func (s *LongShortStrategy) Setup(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, market types.Market, strategyID, instanceID string) {
	s.parent = ctx
	s.ctx, s.cancel = context.WithCancel(ctx)

	s.Environ = environ
	s.Session = session

	if s.ProfitStats == nil {
		s.ProfitStats = types.NewProfitStats(market)
	}

	if s.Position == nil {
		s.Position = types.NewPositionFromMarket(market)
	}

	// Always update the position fields
	s.Position.Strategy = strategyID
	s.Position.StrategyInstanceID = instanceID

	// if anyone of the fee rate is defined, this assumes that both are defined.
	// so that zero maker fee could be applied
	if session.MakerFeeRate.Sign() > 0 || session.TakerFeeRate.Sign() > 0 {
		s.Position.SetExchangeFeeRate(session.ExchangeName, types.ExchangeFee{
			MakerFeeRate: session.MakerFeeRate,
			TakerFeeRate: session.TakerFeeRate,
		})
	}

	s.OrderExecutor = bbgo.NewGeneralOrderExecutor(session, market.Symbol, strategyID, instanceID, s.Position)
	s.OrderExecutor.BindEnvironment(environ)
	s.OrderExecutor.BindProfitStats(s.ProfitStats)
	s.OrderExecutor.Bind()
	s.OrderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
		bbgo.Sync(ctx, s)
	})
}