mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-23 23:35:14 +00:00
pkg/core: support more function to symbol converter
This commit is contained in:
parent
80ad5c32b5
commit
26149103f0
|
@ -9,6 +9,9 @@ import (
|
||||||
type Converter interface {
|
type Converter interface {
|
||||||
OrderConverter
|
OrderConverter
|
||||||
TradeConverter
|
TradeConverter
|
||||||
|
KLineConverter
|
||||||
|
MarketConverter
|
||||||
|
BalanceConverter
|
||||||
Initialize() error
|
Initialize() error
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -22,12 +25,33 @@ type TradeConverter interface {
|
||||||
ConvertTrade(trade types.Trade) (types.Trade, error)
|
ConvertTrade(trade types.Trade) (types.Trade, error)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// KLineConverter converts the kline to another kline
|
||||||
|
type KLineConverter interface {
|
||||||
|
ConvertKLine(kline types.KLine) (types.KLine, error)
|
||||||
|
}
|
||||||
|
|
||||||
|
// MarketConverter converts the market to another market
|
||||||
|
type MarketConverter interface {
|
||||||
|
ConvertMarket(market types.Market) (types.Market, error)
|
||||||
|
}
|
||||||
|
|
||||||
|
// BalanceConverter converts the balance to another balance
|
||||||
|
type BalanceConverter interface {
|
||||||
|
ConvertBalance(balance types.Balance) (types.Balance, error)
|
||||||
|
}
|
||||||
|
|
||||||
type OrderConvertFunc func(order types.Order) (types.Order, error)
|
type OrderConvertFunc func(order types.Order) (types.Order, error)
|
||||||
type TradeConvertFunc func(trade types.Trade) (types.Trade, error)
|
type TradeConvertFunc func(trade types.Trade) (types.Trade, error)
|
||||||
|
type KLineConvertFunc func(kline types.KLine) (types.KLine, error)
|
||||||
|
type MarketConvertFunc func(market types.Market) (types.Market, error)
|
||||||
|
type BalanceConvertFunc func(balance types.Balance) (types.Balance, error)
|
||||||
|
|
||||||
type DynamicConverter struct {
|
type DynamicConverter struct {
|
||||||
orderConverter OrderConvertFunc
|
orderConverter OrderConvertFunc
|
||||||
tradeConverter TradeConvertFunc
|
tradeConverter TradeConvertFunc
|
||||||
|
klineConverter KLineConvertFunc
|
||||||
|
marketConverter MarketConvertFunc
|
||||||
|
balanceConverter BalanceConvertFunc
|
||||||
}
|
}
|
||||||
|
|
||||||
func NewDynamicConverter(orderConverter OrderConvertFunc, tradeConverter TradeConvertFunc) *DynamicConverter {
|
func NewDynamicConverter(orderConverter OrderConvertFunc, tradeConverter TradeConvertFunc) *DynamicConverter {
|
||||||
|
@ -46,6 +70,18 @@ func (c *DynamicConverter) ConvertTrade(trade types.Trade) (types.Trade, error)
|
||||||
return c.tradeConverter(trade)
|
return c.tradeConverter(trade)
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func (c *DynamicConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
|
||||||
|
return c.klineConverter(kline)
|
||||||
|
}
|
||||||
|
|
||||||
|
func (c *DynamicConverter) ConvertMarket(market types.Market) (types.Market, error) {
|
||||||
|
return c.marketConverter(market)
|
||||||
|
}
|
||||||
|
|
||||||
|
func (c *DynamicConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
|
||||||
|
return c.balanceConverter(balance)
|
||||||
|
}
|
||||||
|
|
||||||
// SymbolConverter converts the symbol to another symbol
|
// SymbolConverter converts the symbol to another symbol
|
||||||
type SymbolConverter struct {
|
type SymbolConverter struct {
|
||||||
FromSymbol string `json:"from"`
|
FromSymbol string `json:"from"`
|
||||||
|
@ -73,6 +109,10 @@ func (c *SymbolConverter) ConvertOrder(order types.Order) (types.Order, error) {
|
||||||
order.Symbol = c.ToSymbol
|
order.Symbol = c.ToSymbol
|
||||||
}
|
}
|
||||||
|
|
||||||
|
if order.SubmitOrder.Market.Symbol == c.FromSymbol {
|
||||||
|
order.SubmitOrder.Market.Symbol = c.ToSymbol
|
||||||
|
}
|
||||||
|
|
||||||
return order, nil
|
return order, nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -83,3 +123,22 @@ func (c *SymbolConverter) ConvertTrade(trade types.Trade) (types.Trade, error) {
|
||||||
|
|
||||||
return trade, nil
|
return trade, nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func (c *SymbolConverter) ConvertKLine(kline types.KLine) (types.KLine, error) {
|
||||||
|
if kline.Symbol == c.FromSymbol {
|
||||||
|
kline.Symbol = c.ToSymbol
|
||||||
|
}
|
||||||
|
|
||||||
|
return kline, nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *SymbolConverter) ConvertMarket(mkt types.Market) (types.Market, error) {
|
||||||
|
if mkt.Symbol == s.FromSymbol {
|
||||||
|
mkt.Symbol = s.ToSymbol
|
||||||
|
}
|
||||||
|
return mkt, nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func (c *SymbolConverter) ConvertBalance(balance types.Balance) (types.Balance, error) {
|
||||||
|
return balance, nil
|
||||||
|
}
|
||||||
|
|
|
@ -21,11 +21,40 @@ func TestSymbolConverter(t *testing.T) {
|
||||||
order, err := converter.ConvertOrder(types.Order{
|
order, err := converter.ConvertOrder(types.Order{
|
||||||
SubmitOrder: types.SubmitOrder{
|
SubmitOrder: types.SubmitOrder{
|
||||||
Symbol: "MAXEXCHANGEUSDT",
|
Symbol: "MAXEXCHANGEUSDT",
|
||||||
|
Market: types.Market{
|
||||||
|
Symbol: "MAXEXCHANGEUSDT",
|
||||||
|
},
|
||||||
},
|
},
|
||||||
})
|
})
|
||||||
|
|
||||||
if assert.NoError(t, err) {
|
if assert.NoError(t, err) {
|
||||||
assert.Equal(t, "MAXUSDT", order.Symbol)
|
assert.Equal(t, "MAXUSDT", order.Symbol)
|
||||||
|
assert.Equal(t, "MAXUSDT", order.SubmitOrder.Symbol)
|
||||||
|
assert.Equal(t, "MAXUSDT", order.SubmitOrder.Market.Symbol)
|
||||||
|
}
|
||||||
|
|
||||||
|
kline, err := converter.ConvertKLine(types.KLine{
|
||||||
|
Symbol: "MAXEXCHANGEUSDT",
|
||||||
|
})
|
||||||
|
|
||||||
|
if assert.NoError(t, err) {
|
||||||
|
assert.Equal(t, "MAXUSDT", kline.Symbol)
|
||||||
|
}
|
||||||
|
|
||||||
|
market, err := converter.ConvertMarket(types.Market{
|
||||||
|
Symbol: "MAXEXCHANGEUSDT",
|
||||||
|
})
|
||||||
|
|
||||||
|
if assert.NoError(t, err) {
|
||||||
|
assert.Equal(t, "MAXUSDT", market.Symbol)
|
||||||
|
}
|
||||||
|
|
||||||
|
balance, err := converter.ConvertBalance(types.Balance{
|
||||||
|
Currency: "MAXEXCHANGE",
|
||||||
|
})
|
||||||
|
|
||||||
|
if assert.NoError(t, err) {
|
||||||
|
assert.Equal(t, "MAXEXCHANGE", balance.Currency)
|
||||||
}
|
}
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
|
@ -100,6 +100,60 @@ func (c *ConverterManager) ConvertTrade(trade types.Trade) types.Trade {
|
||||||
return trade
|
return trade
|
||||||
}
|
}
|
||||||
|
|
||||||
|
func (c *ConverterManager) ConvertKLine(kline types.KLine) types.KLine {
|
||||||
|
if len(c.converters) == 0 {
|
||||||
|
return kline
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, converter := range c.converters {
|
||||||
|
convKline, err := converter.ConvertKLine(kline)
|
||||||
|
if err != nil {
|
||||||
|
logrus.WithError(err).Errorf("converter %+v error, kline: %s", converter, kline.String())
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
|
||||||
|
kline = convKline
|
||||||
|
}
|
||||||
|
|
||||||
|
return kline
|
||||||
|
}
|
||||||
|
|
||||||
|
func (c *ConverterManager) ConvertMarket(market types.Market) types.Market {
|
||||||
|
if len(c.converters) == 0 {
|
||||||
|
return market
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, converter := range c.converters {
|
||||||
|
convMarket, err := converter.ConvertMarket(market)
|
||||||
|
if err != nil {
|
||||||
|
logrus.WithError(err).Errorf("converter %+v error, market: %+v", converter, market)
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
|
||||||
|
market = convMarket
|
||||||
|
}
|
||||||
|
|
||||||
|
return market
|
||||||
|
}
|
||||||
|
|
||||||
|
func (c *ConverterManager) ConvertBalance(balance types.Balance) types.Balance {
|
||||||
|
if len(c.converters) == 0 {
|
||||||
|
return balance
|
||||||
|
}
|
||||||
|
|
||||||
|
for _, converter := range c.converters {
|
||||||
|
convBal, err := converter.ConvertBalance(balance)
|
||||||
|
if err != nil {
|
||||||
|
logrus.WithError(err).Errorf("converter %+v error, balance: %s", converter, balance.String())
|
||||||
|
continue
|
||||||
|
}
|
||||||
|
|
||||||
|
balance = convBal
|
||||||
|
}
|
||||||
|
|
||||||
|
return balance
|
||||||
|
}
|
||||||
|
|
||||||
//go:generate callbackgen -type TradeCollector
|
//go:generate callbackgen -type TradeCollector
|
||||||
type TradeCollector struct {
|
type TradeCollector struct {
|
||||||
Symbol string
|
Symbol string
|
||||||
|
|
Loading…
Reference in New Issue
Block a user