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aggregate totalBorrowed

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c9s 2022-04-26 16:13:07 +08:00
parent 2933db20cd
commit 109fdd6511
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1 changed files with 13 additions and 1 deletions
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14
pkg/strategy/xnav/strategy.go
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@ -77,9 +77,16 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {}
func (s *Strategy) recordNetAssetValue(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) { func (s *Strategy) recordNetAssetValue(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) {
totalAssets := types.AssetMap{} totalAssets := types.AssetMap{}
totalBalances := types.BalanceMap{} totalBalances := types.BalanceMap{}
totalBorrowed := map[string]fixedpoint.Value{}
lastPrices := map[string]fixedpoint.Value{} lastPrices := map[string]fixedpoint.Value{}
for _, session := range sessions { for _, session := range sessions {
balances := session.GetAccount().Balances() if err := session.UpdateAccount(ctx) ; err != nil {
log.WithError(err).Errorf("can not update account")
return
}
account := session.GetAccount()
balances := account.Balances()
if err := session.UpdatePrices(ctx); err != nil { if err := session.UpdatePrices(ctx); err != nil {
log.WithError(err).Error("price update failed") log.WithError(err).Error("price update failed")
return return
@ -90,8 +97,13 @@ func (s *Strategy) recordNetAssetValue(ctx context.Context, sessions map[string]
tb.Available = tb.Available.Add(b.Available) tb.Available = tb.Available.Add(b.Available)
tb.Locked = tb.Locked.Add(b.Locked) tb.Locked = tb.Locked.Add(b.Locked)
totalBalances[b.Currency] = tb totalBalances[b.Currency] = tb
if b.Borrowed.Sign() > 0 {
totalBorrowed[b.Currency] = totalBorrowed[b.Currency].Add(b.Borrowed)
}
} else { } else {
totalBalances[b.Currency] = b totalBalances[b.Currency] = b
totalBorrowed[b.Currency] = b.Borrowed
} }
} }