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fix InitExchange for publicOnly session
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parent
30a7ca1ce1
commit
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@ -16,20 +16,11 @@ notifications:
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# routing rules
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routing:
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trade: "$symbol"
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trade: "$silent"
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order: "$silent"
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submitOrder: "$silent"
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pnL: "bbgo-pnl"
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reportPnL:
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- averageCostBySymbols:
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- "BTCUSDT"
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- "BNBUSDT"
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of: binance
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when:
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- "@daily"
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- "@hourly"
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persistence:
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json:
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directory: var/data
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@ -60,4 +51,3 @@ crossExchangeStrategies:
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MAX: 100
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persistence:
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type: redis
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@ -189,6 +189,7 @@ func (environ *Environment) AddExchange(name string, exchange types.Exchange) (s
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}
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func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error {
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// if sessions are not defined, we detect the sessions automatically
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if len(userConfig.Sessions) == 0 {
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return environ.AddExchangesByViperKeys()
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}
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@ -6,13 +6,14 @@ import (
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"strings"
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"time"
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log "github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/cmd/cmdutil"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/indicator"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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log "github.com/sirupsen/logrus"
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)
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var (
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@ -305,6 +306,7 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
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session.markets = markets
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// query and initialize the balances
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if !session.PublicOnly {
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log.Infof("querying balances from session %s...", session.Name)
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balances, err := session.Exchange.QueryAccountBalances(ctx)
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if err != nil {
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@ -313,13 +315,13 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
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log.Infof("%s account", session.Name)
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balances.Print()
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session.Account.UpdateBalances(balances)
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// forward trade updates and order updates to the order executor
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session.UserDataStream.OnTradeUpdate(session.OrderExecutor.EmitTradeUpdate)
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session.UserDataStream.OnOrderUpdate(session.OrderExecutor.EmitOrderUpdate)
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session.Account.BindStream(session.UserDataStream)
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}
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// TODO: move this logic to Environment struct
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// if back-test service is not set, meaning we are not back-testing
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@ -690,18 +692,16 @@ func (session *ExchangeSession) InitExchange(name string, exchange types.Exchang
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var err error
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var exchangeName = session.ExchangeName
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if exchange == nil {
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if session.PublicOnly {
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exchange, err = cmdutil.NewExchangePublic(exchangeName)
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} else {
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if session.Key != "" && session.Secret != "" {
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if !session.PublicOnly {
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if len(session.Key) == 0 || len(session.Secret) == 0 {
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return fmt.Errorf("can not create exchange %s: empty key or secret", exchangeName)
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}
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}
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exchange, err = cmdutil.NewExchangeStandard(exchangeName, session.Key, session.Secret, session.Passphrase, session.SubAccount)
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} else {
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exchange, err = cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
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}
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}
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}
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if err != nil {
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return err
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@ -59,6 +59,7 @@ type Strategy struct {
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Symbol string `json:"symbol"`
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SourceExchange string `json:"sourceExchange"`
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TradingExchange string `json:"tradingExchange"`
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Quantity fixedpoint.Value `json:"quantity"`
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DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"`
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DailyMaxVolume fixedpoint.Value `json:"dailyMaxVolume,omitempty"`
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@ -279,6 +280,12 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
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log.Infof("mid price %f", midPrice.Float64())
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var quantity = s.tradingMarket.MinQuantity
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if s.Quantity > 0 {
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quantity = s.Quantity.Float64()
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quantity = math.Min(quantity, s.tradingMarket.MinQuantity)
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}
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var quoteAmount = price * quantity
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if quoteAmount <= s.tradingMarket.MinNotional {
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quantity = math.Max(
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@ -293,7 +300,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
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Quantity: quantity,
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Price: price,
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Market: s.tradingMarket,
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TimeInForce: "GTC",
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// TimeInForce: "GTC",
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GroupID: s.groupID,
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}, types.SubmitOrder{
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Symbol: s.Symbol,
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@ -302,7 +309,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
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Quantity: quantity,
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Price: price,
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Market: s.tradingMarket,
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TimeInForce: "GTC",
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// TimeInForce: "GTC",
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GroupID: s.groupID,
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})
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if err != nil {
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