fix instance id

pkg/strategy/rebalance/multi_market_strategy.go

@@ -7,6 +7,9 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+type PositionMap map[string]*types.Position
+type ProfitStatsMap map[string]*types.ProfitStats
+
 type MultiMarketStrategy struct {
 	Environ *bbgo.Environment
 	Session *bbgo.ExchangeSession
@@ -19,26 +22,47 @@ type MultiMarketStrategy struct {
 	cancel      context.CancelFunc
 }
 
-func (s *MultiMarketStrategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, markets map[string]types.Market, strategyID string) {
+func (s *MultiMarketStrategy) Initialize(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, markets map[string]types.Market, strategyID string, instanceID string) {
 	s.parent = ctx
 	s.ctx, s.cancel = context.WithCancel(ctx)
 
 	s.Environ = environ
 	s.Session = session
 
+	// initialize position map
 	if s.PositionMap == nil {
+		log.Infof("creating position map")
 		s.PositionMap = make(PositionMap)
 	}
-	s.PositionMap.CreatePositions(markets)
+	for symbol, market := range markets {
+		if _, ok := s.PositionMap[symbol]; ok {
+			continue
+		}
 
+		log.Infof("creating position for symbol %s", symbol)
+		position := types.NewPositionFromMarket(market)
+		position.Strategy = ID
+		position.StrategyInstanceID = instanceID
+		s.PositionMap[symbol] = position
+	}
+
+	// initialize profit stats map
 	if s.ProfitStatsMap == nil {
+		log.Infof("creating profit stats map")
 		s.ProfitStatsMap = make(ProfitStatsMap)
 	}
-	s.ProfitStatsMap.CreateProfitStats(markets)
+	for symbol, market := range markets {
+		if _, ok := s.ProfitStatsMap[symbol]; ok {
+			continue
+		}
 
-	s.OrderExecutorMap = NewGeneralOrderExecutorMap(session, s.PositionMap)
+		log.Infof("creating profit stats for symbol %s", symbol)
+		s.ProfitStatsMap[symbol] = types.NewProfitStats(market)
+	}
+
+	// initialize order executor map
+	s.OrderExecutorMap = NewGeneralOrderExecutorMap(session, strategyID, instanceID, s.PositionMap)
 	s.OrderExecutorMap.BindEnvironment(environ)
 	s.OrderExecutorMap.BindProfitStats(s.ProfitStatsMap)
-	s.OrderExecutorMap.Sync(ctx, s)
 	s.OrderExecutorMap.Bind()
 }

pkg/strategy/rebalance/order_executor_map.go

@@ -10,12 +10,12 @@ import (
 
 type GeneralOrderExecutorMap map[string]*bbgo.GeneralOrderExecutor
 
-func NewGeneralOrderExecutorMap(session *bbgo.ExchangeSession, positionMap PositionMap) GeneralOrderExecutorMap {
+func NewGeneralOrderExecutorMap(session *bbgo.ExchangeSession, strategyID string, instanceID string, positionMap PositionMap) GeneralOrderExecutorMap {
 	m := make(GeneralOrderExecutorMap)
 
 	for symbol, position := range positionMap {
 		log.Infof("creating order executor for symbol %s", symbol)
-		orderExecutor := bbgo.NewGeneralOrderExecutor(session, symbol, ID, instanceID(symbol), position)
+		orderExecutor := bbgo.NewGeneralOrderExecutor(session, symbol, strategyID, instanceID, position)
 		m[symbol] = orderExecutor
 	}
 
@@ -41,14 +41,6 @@ func (m GeneralOrderExecutorMap) Bind() {
 	}
 }
 
-func (m GeneralOrderExecutorMap) Sync(ctx context.Context, obj interface{}) {
-	for _, orderExecutor := range m {
-		orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
-			bbgo.Sync(ctx, obj)
-		})
-	}
-}
-
 func (m GeneralOrderExecutorMap) SubmitOrders(ctx context.Context, submitOrders ...types.SubmitOrder) (types.OrderSlice, error) {
 	var allCreatedOrders types.OrderSlice
 	for _, submitOrder := range submitOrders {

pkg/strategy/rebalance/position_map.go

@@ -1,22 +0,0 @@
-package rebalance
-
-import (
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type PositionMap map[string]*types.Position
-
-func (m PositionMap) CreatePositions(markets map[string]types.Market) PositionMap {
-	for symbol, market := range markets {
-		if _, ok := m[symbol]; ok {
-			continue
-		}
-
-		log.Infof("creating position for symbol %s", symbol)
-		position := types.NewPositionFromMarket(market)
-		position.Strategy = ID
-		position.StrategyInstanceID = instanceID(symbol)
-		m[symbol] = position
-	}
-	return m
-}

pkg/strategy/rebalance/profit_stats_map.go

@@ -1,19 +0,0 @@
-package rebalance
-
-import (
-	"github.com/c9s/bbgo/pkg/types"
-)
-
-type ProfitStatsMap map[string]*types.ProfitStats
-
-func (m ProfitStatsMap) CreateProfitStats(markets map[string]types.Market) ProfitStatsMap {
-	for symbol, market := range markets {
-		if _, ok := m[symbol]; ok {
-			continue
-		}
-
-		log.Infof("creating profit stats for symbol %s", symbol)
-		m[symbol] = types.NewProfitStats(market)
-	}
-	return m
-}

pkg/strategy/rebalance/strategy.go

@@ -22,10 +22,6 @@ func init() {
 	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
-func instanceID(symbol string) string {
-	return fmt.Sprintf("%s:%s", ID, symbol)
-}
-
 type Strategy struct {
 	*MultiMarketStrategy
 
@@ -72,6 +68,10 @@ func (s *Strategy) ID() string {
 	return ID
 }
 
+func (s *Strategy) InstanceID() string {
+	return ID
+}
+
 func (s *Strategy) Validate() error {
 	if len(s.TargetWeights) == 0 {
 		return fmt.Errorf("targetWeights should not be empty")
@@ -109,7 +109,7 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
 		s.markets[symbol] = market
 	}
 
-	s.MultiMarketStrategy.Initialize(ctx, s.Environment, session, s.markets, ID)
+	s.MultiMarketStrategy.Initialize(ctx, s.Environment, session, s.markets, ID, s.InstanceID())
 
 	s.activeOrderBook = bbgo.NewActiveOrderBook("")
 	s.activeOrderBook.BindStream(session.UserDataStream)