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add xtemplate strategy
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14
config/xtemplate.yaml
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14
config/xtemplate.yaml
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@ -0,0 +1,14 @@
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---
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sessions:
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max:
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exchange: max
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envVarPrefix: max
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binance:
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exchange: binance
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envVarPrefix: binance
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crossExchangeStrategies:
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- xtemplate:
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symbol: BTCUSDT
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interval: 1m
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@ -48,4 +48,5 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xnav"
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_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xtemplate"
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)
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51
pkg/strategy/xtemplate/strategy.go
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51
pkg/strategy/xtemplate/strategy.go
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package xtemplate
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import (
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"context"
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"sync"
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "xtemplate"
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var log = logrus.WithField("strategy", ID)
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func init() {
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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Environment *bbgo.Environment
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Market types.Market
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Symbol string `json:"symbol"`
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Interval types.Interval `json:"interval"`
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
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for _, session := range sessions {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
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}
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}
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func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
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bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
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defer wg.Done()
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bbgo.Sync(ctx, s)
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})
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for _, session := range sessions {
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session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
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log.Infof("session: %s, kline: %s", session.Exchange.Name().String(), kline.String())
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})
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}
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return nil
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}
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