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xfunding: refactor transferIn
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parent
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commit
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@ -376,7 +376,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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// if we have trade, try to query the balance and transfer the balance to the futures wallet account
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// if we have trade, try to query the balance and transfer the balance to the futures wallet account
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// TODO: handle missing trades here. If the process crashed during the transfer, how to recover?
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// TODO: handle missing trades here. If the process crashed during the transfer, how to recover?
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if err := backoff.RetryGeneral(ctx, func() error {
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if err := backoff.RetryGeneral(ctx, func() error {
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return s.transferIn(ctx, s.binanceSpot, s.spotMarket.BaseCurrency, trade)
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return s.transferIn(ctx, s.binanceSpot, s.spotMarket.BaseCurrency, trade.Quantity)
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}); err != nil {
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}); err != nil {
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log.WithError(err).Errorf("spot-to-futures transfer in retry failed")
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log.WithError(err).Errorf("spot-to-futures transfer in retry failed")
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return
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return
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@ -77,27 +77,20 @@ func (s *Strategy) transferOut(ctx context.Context, ex FuturesTransfer, currency
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return nil
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return nil
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}
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}
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func (s *Strategy) transferIn(ctx context.Context, ex FuturesTransfer, currency string, trade types.Trade) error {
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func (s *Strategy) transferIn(ctx context.Context, ex FuturesTransfer, asset string, quantity fixedpoint.Value) error {
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// base asset needs BUY trades
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if trade.Side == types.SideTypeSell {
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return nil
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}
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balances, err := s.spotSession.Exchange.QueryAccountBalances(ctx)
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balances, err := s.spotSession.Exchange.QueryAccountBalances(ctx)
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if err != nil {
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if err != nil {
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return err
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return err
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}
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}
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b, ok := balances[currency]
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b, ok := balances[asset]
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if !ok {
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if !ok {
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return fmt.Errorf("%s balance not found", currency)
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return fmt.Errorf("%s balance not found", asset)
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}
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}
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// TODO: according to the fee, we might not be able to get enough balance greater than the trade quantity, we can adjust the quantity here
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// TODO: according to the fee, we might not be able to get enough balance greater than the trade quantity, we can adjust the quantity here
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quantity := trade.Quantity
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if b.Available.Compare(quantity) < 0 {
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if b.Available.Compare(quantity) < 0 {
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log.Infof("adding to pending base transfer: %s %s", quantity, currency)
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log.Infof("adding to pending base transfer: %s %s", quantity, asset)
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s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity)
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s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity)
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return nil
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return nil
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}
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}
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@ -113,8 +106,8 @@ func (s *Strategy) transferIn(ctx context.Context, ex FuturesTransfer, currency
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amount = fixedpoint.Min(rest, amount)
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amount = fixedpoint.Min(rest, amount)
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log.Infof("transfering in futures account asset %s %s", amount, currency)
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log.Infof("transfering in futures account asset %s %s", amount, asset)
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if err := ex.TransferFuturesAccountAsset(ctx, currency, amount, types.TransferIn); err != nil {
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if err := ex.TransferFuturesAccountAsset(ctx, asset, amount, types.TransferIn); err != nil {
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return err
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return err
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}
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}
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