add xtemplate strategy

config/xtemplate.yaml

@@ -0,0 +1,14 @@
+---
+sessions:
+  max:
+    exchange: max
+    envVarPrefix: max
+
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+crossExchangeStrategies:
+  - xtemplate:
+      symbol: BTCUSDT
+      interval: 1m

pkg/cmd/strategy/builtin.go

@@ -48,4 +48,5 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/xnav"
 	_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
+	_ "github.com/c9s/bbgo/pkg/strategy/xtemplate"
 )

pkg/strategy/xtemplate/strategy.go

@@ -0,0 +1,51 @@
+package xtemplate
+
+import (
+	"context"
+	"sync"
+
+	"github.com/sirupsen/logrus"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+const ID = "xtemplate"
+
+var log = logrus.WithField("strategy", ID)
+
+func init() {
+	bbgo.RegisterStrategy(ID, &Strategy{})
+}
+
+type Strategy struct {
+	Environment *bbgo.Environment
+	Market      types.Market
+
+	Symbol   string         `json:"symbol"`
+	Interval types.Interval `json:"interval"`
+}
+
+func (s *Strategy) ID() string {
+	return ID
+}
+
+func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
+	for _, session := range sessions {
+		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
+	}
+}
+
+func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
+	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
+		defer wg.Done()
+		bbgo.Sync(ctx, s)
+	})
+
+	for _, session := range sessions {
+		session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
+			log.Infof("session: %s, kline: %s", session.Exchange.Name().String(), kline.String())
+		})
+	}
+	return nil
+}