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rename funding to xfunding

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This commit is contained in:
c9s 2023-03-22 21:17:33 +08:00
parent ab52dd6349
commit 12b9775eb3
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2 changed files with 18 additions and 9 deletions
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2
pkg/cmd/strategy/builtin.go
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@ -16,7 +16,6 @@ import (
_ "github.com/c9s/bbgo/pkg/strategy/fixedmaker"
_ "github.com/c9s/bbgo/pkg/strategy/flashcrash"
_ "github.com/c9s/bbgo/pkg/strategy/fmaker"
_ "github.com/c9s/bbgo/pkg/strategy/funding"
_ "github.com/c9s/bbgo/pkg/strategy/grid"
_ "github.com/c9s/bbgo/pkg/strategy/grid2"
_ "github.com/c9s/bbgo/pkg/strategy/harmonic"
@ -38,6 +37,7 @@ import (
_ "github.com/c9s/bbgo/pkg/strategy/trendtrader"
_ "github.com/c9s/bbgo/pkg/strategy/wall"
_ "github.com/c9s/bbgo/pkg/strategy/xbalance"
_ "github.com/c9s/bbgo/pkg/strategy/xfunding"
_ "github.com/c9s/bbgo/pkg/strategy/xgap"
_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
_ "github.com/c9s/bbgo/pkg/strategy/xnav"

25
pkg/strategy/funding/strategy.go → pkg/strategy/xfunding/strategy.go
View File

@ -1,4 +1,4 @@
package funding
package xfunding
import (
"context"
@ -14,7 +14,7 @@ import (
"github.com/c9s/bbgo/pkg/types"
)
const ID = "funding"
const ID = "xfunding"
var log = logrus.WithField("strategy", ID)
@ -66,6 +66,11 @@ func (s *Strategy) ID() string {
return ID
}
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
// TODO implement me
panic("implement me")
}
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
// session.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
@ -99,11 +104,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return nil
}
premiumIndex, err := session.Exchange.(*binance.Exchange).QueryPremiumIndex(ctx, s.Symbol)
if err != nil {
log.Error("exchange does not support funding rate api")
}
var ma types.Float64Indicator
for _, detection := range s.SupportDetection {
@ -124,10 +124,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
Window: detection.MovingAverageIntervalWindow.Window,
})
}
}
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
premiumIndex, err := session.Exchange.(*binance.Exchange).QueryPremiumIndex(ctx, s.Symbol)
if err != nil {
log.Error("exchange does not support funding rate api")
}
// skip k-lines from other symbols
for _, detection := range s.SupportDetection {
var lastMA = ma.Last()
@ -195,3 +199,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}))
return nil
}
func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
// TODO implement me
panic("implement me")
}