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bbgo: add session Futures & types: add FuturesExchange
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74811abb36
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@ -161,6 +161,10 @@ type ExchangeSession struct {
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IsolatedMargin bool `json:"isolatedMargin,omitempty" yaml:"isolatedMargin,omitempty"`
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IsolatedMarginSymbol string `json:"isolatedMarginSymbol,omitempty" yaml:"isolatedMarginSymbol,omitempty"`
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Futures bool `json:"futures,omitempty" yaml:"futures"`
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IsolatedFutures bool `json:"isolatedFutures,omitempty" yaml:"isolatedFutures,omitempty"`
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IsolatedFuturesSymbol string `json:"isolatedFuturesSymbol,omitempty" yaml:"isolatedFuturesSymbol,omitempty"`
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// ---------------------------
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// Runtime fields
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// ---------------------------
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@ -691,6 +695,19 @@ func InitExchangeSession(name string, session *ExchangeSession) error {
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}
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}
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if session.Futures {
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futuresExchange, ok := exchange.(types.FuturesExchange)
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if !ok {
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return fmt.Errorf("exchange %s does not support futures", exchangeName)
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}
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if session.IsolatedFutures {
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futuresExchange.UseIsolatedFutures(session.IsolatedFuturesSymbol)
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} else {
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futuresExchange.UseFutures()
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}
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}
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session.Name = name
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session.Notifiability = Notifiability{
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SymbolChannelRouter: NewPatternChannelRouter(nil),
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@ -4,11 +4,12 @@ import "github.com/c9s/bbgo/pkg/fixedpoint"
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type FuturesExchange interface {
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UseFutures()
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UseIsolatedFutures(symbol string)
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GetFuturesSettings() FuturesSettings
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}
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type FuturesSettings struct {
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IsFutures bool
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IsFutures bool
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IsIsolatedFutures bool
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IsolatedFuturesSymbol string
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}
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@ -25,10 +26,8 @@ func (s *FuturesSettings) UseIsolatedFutures(symbol string) {
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s.IsFutures = true
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s.IsIsolatedFutures = true
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s.IsolatedFuturesSymbol = symbol
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}
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type MarginExchange interface {
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UseMargin()
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UseIsolatedMargin(symbol string)
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