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Merge pull request #590 from c9s/fix-net-asset

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fix: fix net asset field
This commit is contained in:
Yo-An Lin 2022-05-04 21:48:30 +08:00 committed by GitHub
commit 233acc13ef
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5 changed files with 64 additions and 42 deletions
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10
pkg/exchange/max/exchange.go
View File

@ -663,10 +663,12 @@ func (e *Exchange) QueryAccount(ctx context.Context) (*types.Account, error) {
var balances = make(types.BalanceMap)
for _, a := range userInfo.Accounts {
cur := toGlobalCurrency(a.Currency)
balances[toGlobalCurrency(a.Currency)] = types.Balance{
Currency: toGlobalCurrency(a.Currency),
Currency: cur,
Available: a.Balance,
Locked: a.Locked,
NetAsset: a.Balance.Add(a.Locked),
}
}
@ -861,10 +863,12 @@ func (e *Exchange) QueryAccountBalances(ctx context.Context) (types.BalanceMap,
var balances = make(types.BalanceMap)
for _, a := range accounts {
balances[toGlobalCurrency(a.Currency)] = types.Balance{
Currency: toGlobalCurrency(a.Currency),
cur := toGlobalCurrency(a.Currency)
balances[cur] = types.Balance{
Currency: cur,
Available: a.Balance,
Locked: a.Locked,
NetAsset: a.Balance.Add(a.Locked),
}
}

30
pkg/types/account_test.go
View File

@ -8,36 +8,6 @@ import (
"github.com/c9s/bbgo/pkg/fixedpoint"
)
func TestBalanceMap_Add(t *testing.T) {
var bm = BalanceMap{}
var bm2 = bm.Add(BalanceMap{
"BTC": Balance{
Currency: "BTC",
Available: fixedpoint.MustNewFromString("10.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("10.0"),
},
})
assert.Len(t, bm2, 1)
var bm3 = bm2.Add(BalanceMap{
"BTC": Balance{
Currency: "BTC",
Available: fixedpoint.MustNewFromString("1.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("1.0"),
},
"LTC": Balance{
Currency: "LTC",
Available: fixedpoint.MustNewFromString("20.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("20.0"),
},
})
assert.Len(t, bm3, 2)
assert.Equal(t, fixedpoint.MustNewFromString("11.0"), bm3["BTC"].Available)
}
func TestAccountLockAndUnlock(t *testing.T) {
a := NewAccount()
a.AddBalance("USDT", fixedpoint.NewFromInt(1000))

3
pkg/types/asset.go
View File

@ -12,10 +12,13 @@ import (
type Asset struct {
Currency string `json:"currency" db:"currency"`
Total fixedpoint.Value `json:"total" db:"total"`
NetAsset fixedpoint.Value `json:"netAsset" db:"net_asset"`
Interest fixedpoint.Value `json:"interest" db:"interest"`
// InUSD is net asset in USD
InUSD fixedpoint.Value `json:"inUSD" db:"net_asset_in_usd"`

24
pkg/types/balance.go
View File

@ -23,6 +23,16 @@ type Balance struct {
NetAsset fixedpoint.Value `json:"net,omitempty"`
}
func (b Balance) Add(b2 Balance) Balance {
var newB = b
newB.Available = b.Available.Add(b2.Available)
newB.Locked = b.Locked.Add(b2.Locked)
newB.Borrowed = b.Borrowed.Add(b2.Borrowed)
newB.NetAsset = b.NetAsset.Add(b2.NetAsset)
newB.Interest = b.Interest.Add(b2.Interest)
return newB
}
func (b Balance) Total() fixedpoint.Value {
return b.Available.Add(b.Locked)
}
@ -65,11 +75,7 @@ func (m BalanceMap) Add(bm BalanceMap) BalanceMap {
for _, b := range bm {
tb, ok := total[b.Currency]
if ok {
tb.Available = tb.Available.Add(b.Available)
tb.Locked = tb.Locked.Add(b.Locked)
tb.Borrowed = tb.Borrowed.Add(b.Borrowed)
tb.NetAsset = tb.NetAsset.Add(b.NetAsset)
tb.Interest = tb.Interest.Add(b.Interest)
tb = tb.Add(b)
} else {
tb = b
}
@ -102,12 +108,11 @@ func (m BalanceMap) Assets(prices map[string]fixedpoint.Value, priceTime time.Ti
_, btcInUSD, hasBtcPrice := findUSDMarketPrice("BTC", prices)
for currency, b := range m {
if b.Locked.IsZero() && b.Available.IsZero() && b.Borrowed.IsZero() {
continue
}
total := b.Total()
netAsset := b.Net()
if total.IsZero() && netAsset.IsZero() {
continue
}
asset := Asset{
Currency: currency,
@ -116,6 +121,7 @@ func (m BalanceMap) Assets(prices map[string]fixedpoint.Value, priceTime time.Ti
Locked: b.Locked,
Available: b.Available,
Borrowed: b.Borrowed,
Interest: b.Interest,
NetAsset: netAsset,
}

39
pkg/types/balance_test.go Normal file
View File

@ -0,0 +1,39 @@
package types
import (
"testing"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
)
func TestBalanceMap_Add(t *testing.T) {
var bm = BalanceMap{}
var bm2 = bm.Add(BalanceMap{
"BTC": Balance{
Currency: "BTC",
Available: fixedpoint.MustNewFromString("10.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("10.0"),
},
})
assert.Len(t, bm2, 1)
var bm3 = bm2.Add(BalanceMap{
"BTC": Balance{
Currency: "BTC",
Available: fixedpoint.MustNewFromString("1.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("1.0"),
},
"LTC": Balance{
Currency: "LTC",
Available: fixedpoint.MustNewFromString("20.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("20.0"),
},
})
assert.Len(t, bm3, 2)
assert.Equal(t, fixedpoint.MustNewFromString("11.0"), bm3["BTC"].Available)
}