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xmaker: add back profit function
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parent
a31e2743ee
commit
1fa03cdfd6
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@ -6,8 +6,9 @@ import (
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"net/url"
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"time"
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"github.com/c9s/bbgo/pkg/util"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/util"
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)
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// ApiClient defines the request builder method and request method for the API service
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@ -16,7 +17,7 @@ type ApiClient interface {
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NewAuthenticatedRequest(method, refURL string, params url.Values, payload interface{}) (*http.Request, error)
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// NewRequest builds up the http request for public endpoints
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NewRequest(method, refURL string, params url.Values, body []byte) (*http.Request, error)
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NewRequest(method, refURL string, params url.Values, payload []byte) (*http.Request, error)
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// SendRequest sends the request object to the api gateway
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SendRequest(req *http.Request) (*util.Response, error)
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@ -766,6 +766,21 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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log.WithError(err).Error("save state error")
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}
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})
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s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
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p := bbgo.Profit{
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Symbol: s.Symbol,
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Profit: profit,
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NetProfit: netProfit,
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TradeAmount: fixedpoint.NewFromFloat(trade.QuoteQuantity),
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ProfitMargin: profit.DivFloat64(trade.QuoteQuantity),
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NetProfitMargin: netProfit.DivFloat64(trade.QuoteQuantity),
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QuoteCurrency: s.state.Position.QuoteCurrency,
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BaseCurrency: s.state.Position.BaseCurrency,
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Time: trade.Time.Time(),
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}
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s.state.ProfitStats.AddProfit(p)
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s.Notify(&p)
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})
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.Notifiability.Notify(position)
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})
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