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move Sync method into the sync service

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This commit is contained in:
c9s 2021-02-19 10:26:13 +08:00
parent fb7dcb3b39
commit 390c9b1a4b
3 changed files with 88 additions and 92 deletions
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91
pkg/bbgo/sync.go
View File

@ -1,91 +0,0 @@
package bbgo
import (
"context"
"time"
"github.com/sirupsen/logrus"
)
func stringSliceContains(slice []string, needle string) bool {
for _, s := range slice {
if s == needle {
return true
}
}
return false
}
func FindPossibleSymbols(session *ExchangeSession) (symbols []string, err error) {
var balances = session.Account.Balances()
var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
var fiatAssets []string
for _, currency := range fiatCurrencies {
if balance, ok := balances[currency]; ok && balance.Total() > 0 {
fiatAssets = append(fiatAssets, currency)
}
}
var symbolMap = map[string]struct{}{}
for _, market := range session.Markets() {
// ignore the markets that are not fiat currency markets
if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
continue
}
// ignore the asset that we don't have in the balance sheet
balance, hasAsset := balances[market.BaseCurrency]
if !hasAsset || balance.Total() == 0 {
continue
}
symbolMap[market.Symbol] = struct{}{}
}
for s := range symbolMap {
symbols = append(symbols, s)
}
return symbols, nil
}
// SyncSessionSymbols syncs the trades from the given exchange session
func SyncSessionSymbols(ctx context.Context, environ *Environment, session *ExchangeSession, startTime time.Time, symbols ...string) error {
for _, symbol := range symbols {
logrus.Debugf("syncing trades from exchange session %s...", session.Name)
if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, startTime); err != nil {
return err
}
logrus.Debugf("syncing orders from exchange session %s...", session.Name)
if err := environ.TradeSync.SyncOrders(ctx, session.Exchange, symbol, startTime); err != nil {
return err
}
}
return nil
}
func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {
if session.IsolatedMargin {
return []string{session.IsolatedMarginSymbol}, nil
}
if len(defaultSymbols) > 0 {
return defaultSymbols, nil
}
return FindPossibleSymbols(session)
}
func SyncSession(ctx context.Context, environ *Environment, session *ExchangeSession, startTime time.Time, defaultSymbols ...string) error {
symbols, err := getSessionSymbols(session, defaultSymbols...)
if err != nil {
return err
}
return SyncSessionSymbols(ctx, environ, session, startTime, symbols...)
}

2
pkg/cmd/sync.go
View File

@ -102,7 +102,7 @@ var SyncCmd = &cobra.Command{
return err
}
if err := bbgo.SyncSession(ctx, environ, session, startTime, defaultSymbols...) ; err != nil {
if err := environ.TradeSync.SyncSession(ctx, session, startTime, defaultSymbols...) ; err != nil {
return err
}

87
pkg/service/sync.go
View File

@ -6,6 +6,7 @@ import (
"github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/bbgo"
batch2 "github.com/c9s/bbgo/pkg/exchange/batch"
"github.com/c9s/bbgo/pkg/types"
)
@ -131,3 +132,89 @@ func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, s
return <-errC
}
// SyncSessionSymbols syncs the trades from the given exchange session
func (s *SyncService) SyncSessionSymbols(ctx context.Context, session *bbgo.ExchangeSession, startTime time.Time, symbols ...string) error {
for _, symbol := range symbols {
logrus.Debugf("syncing trades from exchange session %s...", session.Name)
if err := s.SyncTrades(ctx, session.Exchange, symbol, startTime); err != nil {
return err
}
logrus.Debugf("syncing orders from exchange session %s...", session.Name)
if err := s.SyncOrders(ctx, session.Exchange, symbol, startTime); err != nil {
return err
}
}
return nil
}
func (s *SyncService) SyncSession(ctx context.Context, session *bbgo.ExchangeSession, startTime time.Time, defaultSymbols ...string) error {
symbols, err := getSessionSymbols(session, defaultSymbols...)
if err != nil {
return err
}
return s.SyncSessionSymbols(ctx, session, startTime, symbols...)
}
func getSessionSymbols(session *bbgo.ExchangeSession, defaultSymbols ...string) ([]string, error) {
if session.IsolatedMargin {
return []string{session.IsolatedMarginSymbol}, nil
}
if len(defaultSymbols) > 0 {
return defaultSymbols, nil
}
return FindPossibleSymbols(session)
}
func FindPossibleSymbols(session *bbgo.ExchangeSession) (symbols []string, err error) {
var balances = session.Account.Balances()
var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
var fiatAssets []string
for _, currency := range fiatCurrencies {
if balance, ok := balances[currency]; ok && balance.Total() > 0 {
fiatAssets = append(fiatAssets, currency)
}
}
var symbolMap = map[string]struct{}{}
for _, market := range session.Markets() {
// ignore the markets that are not fiat currency markets
if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
continue
}
// ignore the asset that we don't have in the balance sheet
balance, hasAsset := balances[market.BaseCurrency]
if !hasAsset || balance.Total() == 0 {
continue
}
symbolMap[market.Symbol] = struct{}{}
}
for s := range symbolMap {
symbols = append(symbols, s)
}
return symbols, nil
}
func stringSliceContains(slice []string, needle string) bool {
for _, s := range slice {
if s == needle {
return true
}
}
return false
}