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xdepthmaker: remove redundant notification

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This commit is contained in:
c9s 2023-12-18 22:17:52 +08:00
parent 49896bf471
commit 2c9583cccb
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 10 additions and 13 deletions
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23
pkg/strategy/xdepthmaker/strategy.go
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@ -35,10 +35,6 @@ func init() {
bbgo.RegisterStrategy(ID, &Strategy{})
}
func notifyTrade(trade types.Trade, _, _ fixedpoint.Value) {
bbgo.Notify(trade)
}
type CrossExchangeMarketMakingStrategy struct {
ctx, parent context.Context
cancel context.CancelFunc
@ -133,11 +129,19 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
// bbgo.Sync(ctx, s)
})
// global order store
s.orderStore = core.NewOrderStore(s.Position.Symbol)
s.orderStore.BindStream(hedgeSession.UserDataStream)
s.orderStore.BindStream(makerSession.UserDataStream)
// global trade collector
s.tradeCollector = core.NewTradeCollector(symbol, s.Position, s.orderStore)
s.tradeCollector.OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
bbgo.Notify(trade)
})
s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
bbgo.Notify(position)
})
s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
c := trade.PositionChange()
@ -169,7 +173,6 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
})
s.tradeCollector.BindStream(s.hedgeSession.UserDataStream)
s.tradeCollector.BindStream(s.makerSession.UserDataStream)
return nil
}
@ -344,6 +347,8 @@ func (s *Strategy) CrossRun(
return err
}
log.Infof("makerSession: %s hedgeSession: %s", makerSession.Name, hedgeSession.Name)
if err := s.CrossExchangeMarketMakingStrategy.Initialize(ctx, s.Environment, makerSession, hedgeSession, s.Symbol, ID, s.InstanceID()); err != nil {
return err
}
@ -351,14 +356,6 @@ func (s *Strategy) CrossRun(
s.pricingBook = types.NewStreamBook(s.Symbol)
s.pricingBook.BindStream(s.hedgeSession.MarketDataStream)
if s.NotifyTrade {
s.tradeCollector.OnTrade(notifyTrade)
}
s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
bbgo.Notify(position)
})
s.stopC = make(chan struct{})
if s.RecoverTrade {