lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

all: move getExchangeAttributes

Browse Source
This commit is contained in:
c9s 2022-07-14 17:36:16 +08:00
parent 6c91af2392
commit 0284d090d8
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
7 changed files with 41 additions and 31 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

29
pkg/exchange/util.go Normal file
View File

@ -0,0 +1,29 @@
package exchange
import "github.com/c9s/bbgo/pkg/types"
func GetSessionAttributes(exchange types.Exchange) (isMargin, isFutures, isIsolated bool, isolatedSymbol string) {
if marginExchange, ok := exchange.(types.MarginExchange); ok {
marginSettings := marginExchange.GetMarginSettings()
isMargin = marginSettings.IsMargin
if isMargin {
isIsolated = marginSettings.IsIsolatedMargin
if marginSettings.IsIsolatedMargin {
isolatedSymbol = marginSettings.IsolatedMarginSymbol
}
}
}
if futuresExchange, ok := exchange.(types.FuturesExchange); ok {
futuresSettings := futuresExchange.GetFuturesSettings()
isFutures = futuresSettings.IsFutures
if isFutures {
isIsolated = futuresSettings.IsIsolatedFutures
if futuresSettings.IsIsolatedFutures {
isolatedSymbol = futuresSettings.IsolatedFuturesSymbol
}
}
}
return isMargin, isFutures, isIsolated, isolatedSymbol
}

3
pkg/service/backtest.go
View File

@ -13,6 +13,7 @@ import (
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
exchange2 "github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/types"
)
@ -25,7 +26,7 @@ func (s *BacktestService) SyncKLineByInterval(ctx context.Context, exchange type
log.Infof("synchronizing %s klines with interval %s: %s <=> %s", exchange.Name(), interval, startTime, endTime)
// TODO: use isFutures here
_, _, isIsolated, isolatedSymbol := getExchangeAttributes(exchange)
_, _, isIsolated, isolatedSymbol := exchange2.GetSessionAttributes(exchange)
// override symbol if isolatedSymbol is not empty
if isIsolated && len(isolatedSymbol) > 0 {
symbol = isolatedSymbol

3
pkg/service/deposit.go
View File

@ -7,6 +7,7 @@ import (
sq "github.com/Masterminds/squirrel"
"github.com/jmoiron/sqlx"
"github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/types"
)
@ -17,7 +18,7 @@ type DepositService struct {
// Sync syncs the withdraw records into db
func (s *DepositService) Sync(ctx context.Context, ex types.Exchange, startTime time.Time) error {
isMargin, isFutures, isIsolated, _ := getExchangeAttributes(ex)
isMargin, isFutures, isIsolated, _ := exchange.GetSessionAttributes(ex)
if isMargin || isFutures || isIsolated {
// only works in spot
return nil

3
pkg/service/order.go
View File

@ -10,6 +10,7 @@ import (
"github.com/jmoiron/sqlx"
log "github.com/sirupsen/logrus"
exchange2 "github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/types"
)
@ -19,7 +20,7 @@ type OrderService struct {
}
func (s *OrderService) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
isMargin, isFutures, isIsolated, isolatedSymbol := getExchangeAttributes(exchange)
isMargin, isFutures, isIsolated, isolatedSymbol := exchange2.GetSessionAttributes(exchange)
// override symbol if isolatedSymbol is not empty
if isIsolated && len(isolatedSymbol) > 0 {
symbol = isolatedSymbol

3
pkg/service/reward.go
View File

@ -10,6 +10,7 @@ import (
sq "github.com/Masterminds/squirrel"
"github.com/jmoiron/sqlx"
exchange2 "github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
@ -29,7 +30,7 @@ func (s *RewardService) Sync(ctx context.Context, exchange types.Exchange, start
return ErrExchangeRewardServiceNotImplemented
}
isMargin, isFutures, _, _ := getExchangeAttributes(exchange)
isMargin, isFutures, _, _ := exchange2.GetSessionAttributes(exchange)
if isMargin || isFutures {
return nil
}

28
pkg/service/trade.go
View File

@ -11,6 +11,7 @@ import (
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
exchange2 "github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/types"
)
@ -53,7 +54,7 @@ func NewTradeService(db *sqlx.DB) *TradeService {
}
func (s *TradeService) Sync(ctx context.Context, exchange types.Exchange, symbol string, startTime time.Time) error {
isMargin, isFutures, isIsolated, isolatedSymbol := getExchangeAttributes(exchange)
isMargin, isFutures, isIsolated, isolatedSymbol := exchange2.GetSessionAttributes(exchange)
// override symbol if isolatedSymbol is not empty
if isIsolated && len(isolatedSymbol) > 0 {
symbol = isolatedSymbol
@ -412,28 +413,3 @@ func SelectLastTrades(ex types.ExchangeName, symbol string, isMargin, isFutures,
Limit(limit)
}
func getExchangeAttributes(exchange types.Exchange) (isMargin, isFutures, isIsolated bool, isolatedSymbol string) {
if marginExchange, ok := exchange.(types.MarginExchange); ok {
marginSettings := marginExchange.GetMarginSettings()
isMargin = marginSettings.IsMargin
if isMargin {
isIsolated = marginSettings.IsIsolatedMargin
if marginSettings.IsIsolatedMargin {
isolatedSymbol = marginSettings.IsolatedMarginSymbol
}
}
}
if futuresExchange, ok := exchange.(types.FuturesExchange); ok {
futuresSettings := futuresExchange.GetFuturesSettings()
isFutures = futuresSettings.IsFutures
if isFutures {
isIsolated = futuresSettings.IsIsolatedFutures
if futuresSettings.IsIsolatedFutures {
isolatedSymbol = futuresSettings.IsolatedFuturesSymbol
}
}
}
return isMargin, isFutures, isIsolated, isolatedSymbol
}

3
pkg/service/withdraw.go
View File

@ -7,6 +7,7 @@ import (
sq "github.com/Masterminds/squirrel"
"github.com/jmoiron/sqlx"
"github.com/c9s/bbgo/pkg/exchange"
"github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/types"
)
@ -17,7 +18,7 @@ type WithdrawService struct {
// Sync syncs the withdrawal records into db
func (s *WithdrawService) Sync(ctx context.Context, ex types.Exchange, startTime time.Time) error {
isMargin, isFutures, isIsolated, _ := getExchangeAttributes(ex)
isMargin, isFutures, isIsolated, _ := exchange.GetSessionAttributes(ex)
if isMargin || isFutures || isIsolated {
// only works in spot
return nil