merge connect and read method

bbgo/binance_exchange.go

@@ -58,7 +58,7 @@ func (s *PrivateStream) Subscribe(channel string, symbol string, options Subscri
 	})
 }
 
-func (s *PrivateStream) Connect(ctx context.Context) error {
+func (s *PrivateStream) Connect(ctx context.Context, eventC chan interface{}) error {
 	url := "wss://stream.binance.com:9443/ws/" + s.ListenKey
 	conn, _, err := websocket.DefaultDialer.Dial(url, nil)
 	if err != nil {
@@ -80,10 +80,16 @@ func (s *PrivateStream) Connect(ctx context.Context) error {
 		ID:     1,
 	})
 
+	if err != nil {
 		return err
 	}
 
-func (s *PrivateStream) Read(ctx context.Context, eventC chan interface{}) {
+	go s.read(ctx, eventC)
+
+	return nil
+}
+
+func (s *PrivateStream) read(ctx context.Context, eventC chan interface{}) {
 	defer close(eventC)
 
 	ticker := time.NewTicker(30 * time.Minute)
@@ -205,6 +211,8 @@ func (e *BinanceExchange) SubmitOrder(ctx context.Context, order *Order) error {
 }
 
 func (e *BinanceExchange) QueryKLines(ctx context.Context, symbol, interval string, limit int) ([]KLine, error) {
+	log.Infof("[binance] querying kline %s %s limit %d", symbol, interval, limit)
+
 	resp, err := e.Client.NewKlinesService().Symbol(symbol).Interval(interval).Limit(limit).Do(ctx)
 	if err != nil {
 		return nil, err

bbgo/kline.go

@@ -194,8 +194,6 @@ func (k KLine) SlackAttachment() slack.Attachment {
 	}
 }
 
-
-
 type KLineWindow []KLine
 
 func (k KLineWindow) Len() int {
@@ -259,7 +257,6 @@ func (k KLineWindow) AllRise() bool {
 	return true
 }
 
-
 func (k KLineWindow) GetTrend() int {
 	o := k.GetOpen()
 	c := k.GetClose()
@@ -281,7 +278,6 @@ func (k KLineWindow) Color() string {
 	return "#f0f0f0"
 }
 
-
 func (k KLineWindow) Mid() float64 {
 	return k.GetHigh() - k.GetLow()/2
 }

bbgo/kline_detector.go

@@ -124,7 +124,7 @@ func (d *KLineDetector) String() string {
 }
 
 func (d *KLineDetector) NewOrder(e *KLineEvent, tradingCtx *TradingContext) *Order {
-	var kline types.KLine = e.KLine
+	var kline types.KLineOrWindow = e.KLine
 	if d.EnableLookBack {
 		klineWindow := tradingCtx.KLineWindows[e.KLine.Interval]
 		if len(klineWindow) >= d.LookBackFrames {
@@ -150,7 +150,7 @@ func (d *KLineDetector) NewOrder(e *KLineEvent, tradingCtx *TradingContext) *Ord
 	}
 }
 
-func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reason string, kline types.KLine, ok bool) {
+func (d *KLineDetector) Detect(e *KLineEvent, tradingCtx *TradingContext) (reason string, kline types.KLineOrWindow, ok bool) {
 	kline = e.KLine
 
 	// if the 3m trend is drop, do not buy, let 5m window handle it.

bbgo/market.go

@@ -6,6 +6,8 @@ type Market struct {
 	Symbol          string
 	PricePrecision  int
 	VolumePrecision int
+	QuoteCurrency   string
+	BaseCurrency    string
 	MinQuantity     float64
 	MinAmount       float64
 }
@@ -22,6 +24,8 @@ func (m Market) FormatVolume(val float64) string {
 
 var MarketBTCUSDT = Market{
 	Symbol:          "BTCUSDT",
+	BaseCurrency:    "BTC",
+	QuoteCurrency:   "USDT",
 	PricePrecision:  2,
 	VolumePrecision: 6,
 	MinQuantity:     0.00000100,
@@ -30,6 +34,8 @@ var MarketBTCUSDT = Market{
 
 var MarketBNBUSDT = Market{
 	Symbol:          "BNBUSDT",
+	BaseCurrency:    "BNB",
+	QuoteCurrency:   "USDT",
 	PricePrecision:  4,
 	VolumePrecision: 2,
 	MinQuantity:     0.01,

bbgo/types/exchange.go

@@ -10,6 +10,6 @@ type Trade interface {
 }
 
 type Exchange interface {
-	QueryKLines(interval string, startFrom time.Time, endTo time.Time) []KLine
+	QueryKLines(interval string, startFrom time.Time, endTo time.Time) []KLineOrWindow
 	QueryTrades(symbol string, startFrom time.Time) []Trade
 }

bbgo/types/kline.go

@@ -2,7 +2,7 @@ package types
 
 import "github.com/slack-go/slack"
 
-type KLine interface {
+type KLineOrWindow interface {
 	GetTrend() int
 	GetChange() float64
 	GetMaxChange() float64