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https://github.com/c9s/bbgo.git
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move Sync method into the sync service
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parent
fb7dcb3b39
commit
390c9b1a4b
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@ -1,91 +0,0 @@
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package bbgo
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import (
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"context"
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"time"
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"github.com/sirupsen/logrus"
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)
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func stringSliceContains(slice []string, needle string) bool {
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for _, s := range slice {
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if s == needle {
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return true
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}
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}
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return false
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}
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func FindPossibleSymbols(session *ExchangeSession) (symbols []string, err error) {
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var balances = session.Account.Balances()
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var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
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var fiatAssets []string
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for _, currency := range fiatCurrencies {
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if balance, ok := balances[currency]; ok && balance.Total() > 0 {
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fiatAssets = append(fiatAssets, currency)
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}
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}
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var symbolMap = map[string]struct{}{}
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for _, market := range session.Markets() {
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// ignore the markets that are not fiat currency markets
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if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
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continue
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}
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// ignore the asset that we don't have in the balance sheet
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balance, hasAsset := balances[market.BaseCurrency]
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if !hasAsset || balance.Total() == 0 {
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continue
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}
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symbolMap[market.Symbol] = struct{}{}
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}
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for s := range symbolMap {
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symbols = append(symbols, s)
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}
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return symbols, nil
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}
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// SyncSessionSymbols syncs the trades from the given exchange session
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func SyncSessionSymbols(ctx context.Context, environ *Environment, session *ExchangeSession, startTime time.Time, symbols ...string) error {
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for _, symbol := range symbols {
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logrus.Debugf("syncing trades from exchange session %s...", session.Name)
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if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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logrus.Debugf("syncing orders from exchange session %s...", session.Name)
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if err := environ.TradeSync.SyncOrders(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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}
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return nil
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}
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func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {
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if session.IsolatedMargin {
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return []string{session.IsolatedMarginSymbol}, nil
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}
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if len(defaultSymbols) > 0 {
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return defaultSymbols, nil
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}
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return FindPossibleSymbols(session)
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}
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func SyncSession(ctx context.Context, environ *Environment, session *ExchangeSession, startTime time.Time, defaultSymbols ...string) error {
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symbols, err := getSessionSymbols(session, defaultSymbols...)
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if err != nil {
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return err
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}
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return SyncSessionSymbols(ctx, environ, session, startTime, symbols...)
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}
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@ -102,7 +102,7 @@ var SyncCmd = &cobra.Command{
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return err
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}
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if err := bbgo.SyncSession(ctx, environ, session, startTime, defaultSymbols...) ; err != nil {
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if err := environ.TradeSync.SyncSession(ctx, session, startTime, defaultSymbols...) ; err != nil {
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return err
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}
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@ -6,6 +6,7 @@ import (
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/bbgo"
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batch2 "github.com/c9s/bbgo/pkg/exchange/batch"
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"github.com/c9s/bbgo/pkg/types"
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)
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@ -131,3 +132,89 @@ func (s *SyncService) SyncTrades(ctx context.Context, exchange types.Exchange, s
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return <-errC
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}
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// SyncSessionSymbols syncs the trades from the given exchange session
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func (s *SyncService) SyncSessionSymbols(ctx context.Context, session *bbgo.ExchangeSession, startTime time.Time, symbols ...string) error {
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for _, symbol := range symbols {
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logrus.Debugf("syncing trades from exchange session %s...", session.Name)
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if err := s.SyncTrades(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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logrus.Debugf("syncing orders from exchange session %s...", session.Name)
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if err := s.SyncOrders(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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}
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return nil
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}
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func (s *SyncService) SyncSession(ctx context.Context, session *bbgo.ExchangeSession, startTime time.Time, defaultSymbols ...string) error {
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symbols, err := getSessionSymbols(session, defaultSymbols...)
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if err != nil {
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return err
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}
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return s.SyncSessionSymbols(ctx, session, startTime, symbols...)
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}
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func getSessionSymbols(session *bbgo.ExchangeSession, defaultSymbols ...string) ([]string, error) {
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if session.IsolatedMargin {
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return []string{session.IsolatedMarginSymbol}, nil
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}
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if len(defaultSymbols) > 0 {
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return defaultSymbols, nil
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}
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return FindPossibleSymbols(session)
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}
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func FindPossibleSymbols(session *bbgo.ExchangeSession) (symbols []string, err error) {
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var balances = session.Account.Balances()
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var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
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var fiatAssets []string
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for _, currency := range fiatCurrencies {
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if balance, ok := balances[currency]; ok && balance.Total() > 0 {
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fiatAssets = append(fiatAssets, currency)
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}
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}
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var symbolMap = map[string]struct{}{}
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for _, market := range session.Markets() {
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// ignore the markets that are not fiat currency markets
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if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
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continue
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}
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// ignore the asset that we don't have in the balance sheet
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balance, hasAsset := balances[market.BaseCurrency]
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if !hasAsset || balance.Total() == 0 {
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continue
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}
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symbolMap[market.Symbol] = struct{}{}
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}
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for s := range symbolMap {
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symbols = append(symbols, s)
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}
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return symbols, nil
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}
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func stringSliceContains(slice []string, needle string) bool {
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for _, s := range slice {
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if s == needle {
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return true
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}
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}
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return false
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}
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