fix InitExchange for publicOnly session

config/xgap.yaml

@@ -16,20 +16,11 @@ notifications:
 
   # routing rules
   routing:
-    trade: "$symbol"
+    trade: "$silent"
     order: "$silent"
     submitOrder: "$silent"
     pnL: "bbgo-pnl"
 
-reportPnL:
-- averageCostBySymbols:
-  - "BTCUSDT"
-  - "BNBUSDT"
-  of: binance
-  when:
-  - "@daily"
-  - "@hourly"
-
 persistence:
   json:
     directory: var/data
@@ -60,4 +51,3 @@ crossExchangeStrategies:
       MAX: 100
     persistence:
       type: redis
-

pkg/bbgo/environment.go

@@ -189,6 +189,7 @@ func (environ *Environment) AddExchange(name string, exchange types.Exchange) (s
 }
 
 func (environ *Environment) ConfigureExchangeSessions(userConfig *Config) error {
+	// if sessions are not defined, we detect the sessions automatically
 	if len(userConfig.Sessions) == 0 {
 		return environ.AddExchangesByViperKeys()
 	}

pkg/bbgo/session.go

@@ -6,13 +6,14 @@ import (
 	"strings"
 	"time"
 
+	log "github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/cmd/cmdutil"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/indicator"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/util"
-	log "github.com/sirupsen/logrus"
 )
 
 var (
@@ -305,6 +306,7 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
 	session.markets = markets
 
 	// query and initialize the balances
+	if !session.PublicOnly {
 		log.Infof("querying balances from session %s...", session.Name)
 		balances, err := session.Exchange.QueryAccountBalances(ctx)
 		if err != nil {
@@ -313,13 +315,13 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
 
 		log.Infof("%s account", session.Name)
 		balances.Print()
-
 		session.Account.UpdateBalances(balances)
 
 		// forward trade updates and order updates to the order executor
 		session.UserDataStream.OnTradeUpdate(session.OrderExecutor.EmitTradeUpdate)
 		session.UserDataStream.OnOrderUpdate(session.OrderExecutor.EmitOrderUpdate)
 		session.Account.BindStream(session.UserDataStream)
+	}
 
 	// TODO: move this logic to Environment struct
 	// if back-test service is not set, meaning we are not back-testing
@@ -690,18 +692,16 @@ func (session *ExchangeSession) InitExchange(name string, exchange types.Exchang
 	var err error
 	var exchangeName = session.ExchangeName
 	if exchange == nil {
+		if session.PublicOnly {
+			exchange, err = cmdutil.NewExchangePublic(exchangeName)
+		} else {
 			if session.Key != "" && session.Secret != "" {
-			if !session.PublicOnly {
-				if len(session.Key) == 0 || len(session.Secret) == 0 {
-					return fmt.Errorf("can not create exchange %s: empty key or secret", exchangeName)
-				}
-			}
-
 				exchange, err = cmdutil.NewExchangeStandard(exchangeName, session.Key, session.Secret, session.Passphrase, session.SubAccount)
 			} else {
 				exchange, err = cmdutil.NewExchangeWithEnvVarPrefix(exchangeName, session.EnvVarPrefix)
 			}
 		}
+	}
 
 	if err != nil {
 		return err

pkg/strategy/xgap/strategy.go

@@ -59,6 +59,7 @@ type Strategy struct {
 	Symbol          string           `json:"symbol"`
 	SourceExchange  string           `json:"sourceExchange"`
 	TradingExchange string           `json:"tradingExchange"`
+	Quantity        fixedpoint.Value `json:"quantity"`
 
 	DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"`
 	DailyMaxVolume  fixedpoint.Value            `json:"dailyMaxVolume,omitempty"`
@@ -279,6 +280,12 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 				log.Infof("mid price %f", midPrice.Float64())
 
 				var quantity = s.tradingMarket.MinQuantity
+
+				if s.Quantity > 0 {
+					quantity = s.Quantity.Float64()
+					quantity = math.Min(quantity, s.tradingMarket.MinQuantity)
+				}
+
 				var quoteAmount = price * quantity
 				if quoteAmount <= s.tradingMarket.MinNotional {
 					quantity = math.Max(
@@ -293,7 +300,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 					Quantity:    quantity,
 					Price:       price,
 					Market:      s.tradingMarket,
-					TimeInForce: "GTC",
+					// TimeInForce: "GTC",
 					GroupID:     s.groupID,
 				}, types.SubmitOrder{
 					Symbol:      s.Symbol,
@@ -302,7 +309,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 					Quantity:    quantity,
 					Price:       price,
 					Market:      s.tradingMarket,
-					TimeInForce: "GTC",
+					// TimeInForce: "GTC",
 					GroupID:     s.groupID,
 				})
 				if err != nil {