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https://github.com/c9s/bbgo.git
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xalign: add withdraw detection notification
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parent
600d81049e
commit
089e69a221
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@ -9,6 +9,7 @@ import (
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"time"
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"github.com/sirupsen/logrus"
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"golang.org/x/time/rate"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/core"
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@ -20,6 +21,8 @@ const ID = "xalign"
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var log = logrus.WithField("strategy", ID)
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var activeTransferNotificationLimiter = rate.NewLimiter(rate.Every(5*time.Minute), 1)
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func init() {
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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@ -47,6 +50,10 @@ type Strategy struct {
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Duration types.Duration `json:"for"`
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MaxAmounts map[string]fixedpoint.Value `json:"maxAmounts"`
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SlackNotify bool `json:"slackNotify"`
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SlackNotifyMentions []string `json:"slackNotifyMentions"`
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SlackNotifyThresholdAmount fixedpoint.Value `json:"slackNotifyThresholdAmount,omitempty"`
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faultBalanceRecords map[string][]TimeBalance
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sessions map[string]*bbgo.ExchangeSession
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@ -114,7 +121,10 @@ func (s *Strategy) aggregateBalances(
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return totalBalances, sessionBalances
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}
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func (s *Strategy) detectActiveTransfers(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) (bool, error) {
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func (s *Strategy) detectActiveWithdraw(
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ctx context.Context,
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sessions map[string]*bbgo.ExchangeSession,
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) (*types.Withdraw, error) {
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var err2 error
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until := time.Now()
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since := until.Add(-time.Hour * 24)
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@ -134,12 +144,12 @@ func (s *Strategy) detectActiveTransfers(ctx context.Context, sessions map[strin
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for _, withdraw := range withdraws {
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switch withdraw.Status {
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case types.WithdrawStatusProcessing, types.WithdrawStatusSent, types.WithdrawStatusAwaitingApproval:
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return true, nil
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return &withdraw, nil
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}
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}
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}
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return false, err2
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return nil, err2
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}
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func (s *Strategy) selectSessionForCurrency(
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@ -405,7 +415,6 @@ func (s *Strategy) recordBalance(totalBalances types.BalanceMap) {
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}
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func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) {
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for sessionName, session := range sessions {
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ob, ok := s.orderBooks[sessionName]
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if !ok {
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@ -414,16 +423,20 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
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}
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if ok {
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if err := ob.GracefulCancel(ctx, session.Exchange); err != nil {
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log.WithError(err).Errorf("can not cancel order")
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log.WithError(err).Errorf("unable to cancel order")
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}
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}
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}
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foundActiveTransfer, err := s.detectActiveTransfers(ctx, sessions)
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pendingWithdraw, err := s.detectActiveWithdraw(ctx, sessions)
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if err != nil {
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log.WithError(err).Errorf("unable to check active transfers")
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} else if foundActiveTransfer {
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} else if pendingWithdraw != nil {
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log.Warnf("found active transfer, skip balance align check")
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if activeTransferNotificationLimiter.Allow() {
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bbgo.Notify("Found active withdraw, skip balance align", pendingWithdraw)
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}
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return
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}
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