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fix stream issue and pnl issues
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parent
19b225737f
commit
0e9bd1547d
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@ -7,6 +7,7 @@ import (
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"github.com/gorilla/websocket"
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"github.com/gorilla/websocket"
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log "github.com/sirupsen/logrus"
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log "github.com/sirupsen/logrus"
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"strconv"
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"strconv"
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"strings"
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"time"
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"time"
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)
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)
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@ -30,11 +31,12 @@ type Subscription struct {
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}
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}
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func (s *Subscription) String() string {
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func (s *Subscription) String() string {
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return fmt.Sprintf("%s@%s_%s", s.Symbol, s.Channel, s.Options.String())
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return fmt.Sprintf("%s@%s_%s", strings.ToLower(s.Symbol), s.Channel, s.Options.String())
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}
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}
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type StreamCommand struct {
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type StreamRequest struct {
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ID int `json:"id,omitempty"`
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// request ID is required
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ID int `json:"id"`
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Method string `json:"method"`
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Method string `json:"method"`
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Params []string `json:"params"`
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Params []string `json:"params"`
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}
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}
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@ -70,16 +72,13 @@ func (s *PrivateStream) Connect(ctx context.Context) error {
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}
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}
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log.Infof("[binance] subscribing channels: %+v", params)
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log.Infof("[binance] subscribing channels: %+v", params)
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err = conn.WriteJSON(StreamCommand{
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err = conn.WriteJSON(StreamRequest{
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Method: "SUBSCRIBE",
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Method: "SUBSCRIBE",
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Params: params,
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Params: params,
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ID: 1,
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ID: 1,
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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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}
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return nil
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return err
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}
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}
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func (s *PrivateStream) Read(ctx context.Context, eventC chan interface{}) {
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func (s *PrivateStream) Read(ctx context.Context, eventC chan interface{}) {
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@ -101,16 +100,21 @@ func (s *PrivateStream) Read(ctx context.Context, eventC chan interface{}) {
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}
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}
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default:
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default:
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if err := s.Conn.SetReadDeadline(time.Now().Add(time.Minute)); err != nil {
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if err := s.Conn.SetReadDeadline(time.Now().Add(15 * time.Second)); err != nil {
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log.WithError(err).Errorf("set read deadline error", err)
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log.WithError(err).Errorf("set read deadline error: %s", err.Error())
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}
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}
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_, message, err := s.Conn.ReadMessage()
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mt, message, err := s.Conn.ReadMessage()
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if err != nil {
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if err != nil {
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log.WithError(err).Errorf("read error", err)
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log.WithError(err).Errorf("read error: %s", err.Error())
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return
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return
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}
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}
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// skip non-text messages
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if mt != websocket.TextMessage {
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continue
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}
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log.Debugf("[binance] recv: %s", message)
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log.Debugf("[binance] recv: %s", message)
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e, err := parseEvent(string(message))
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e, err := parseEvent(string(message))
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12
bbgo/pnl.go
12
bbgo/pnl.go
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@ -99,9 +99,10 @@ func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
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fee := bidFee + askFee + futureFee
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fee := bidFee + askFee + futureFee
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return &ProfitAndLossReport{
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return &ProfitAndLossReport{
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CurrentPrice: c.CurrentPrice,
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Symbol: c.Symbol,
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StartTime: c.StartTime,
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StartTime: c.StartTime,
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NumTrades: len(trades),
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CurrentPrice: c.CurrentPrice,
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NumTrades: len(trades),
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Profit: profit,
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Profit: profit,
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AverageBidPrice: averageBidPrice,
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AverageBidPrice: averageBidPrice,
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@ -113,6 +114,7 @@ func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
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type ProfitAndLossReport struct {
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type ProfitAndLossReport struct {
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CurrentPrice float64
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CurrentPrice float64
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StartTime time.Time
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StartTime time.Time
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Symbol string
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NumTrades int
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NumTrades int
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Profit float64
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Profit float64
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@ -124,10 +126,8 @@ type ProfitAndLossReport struct {
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func (report ProfitAndLossReport) Print() {
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func (report ProfitAndLossReport) Print() {
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log.Infof("trades since: %v", report.StartTime)
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log.Infof("trades since: %v", report.StartTime)
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log.Infof("average bid price: %s", USD.FormatMoneyFloat64(report.AverageBidPrice))
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log.Infof("average bid price: %s", USD.FormatMoneyFloat64(report.AverageBidPrice))
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log.Infof("Stock volume: %f", report.Stock)
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log.Infof("stock volume: %f", report.Stock)
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log.Infof("current price: %s", USD.FormatMoneyFloat64(report.CurrentPrice))
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log.Infof("current price: %s", USD.FormatMoneyFloat64(report.CurrentPrice))
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log.Infof("overall profit: %s", USD.FormatMoneyFloat64(report.Profit))
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log.Infof("overall profit: %s", USD.FormatMoneyFloat64(report.Profit))
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}
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}
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func CalculateCostAndProfit(trades []Trade, currentPrice float64, startTime time.Time) (report *ProfitAndLossReport) {
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}
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