lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 08:11:08 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

types: extend balance map methods

Browse Source
This commit is contained in:
c9s 2022-05-04 14:22:51 +08:00
parent 5a00e2fe20
commit 3b25db31df
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
2 changed files with 56 additions and 21 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

62
pkg/types/account.go
View File

@ -164,6 +164,27 @@ type MarginAssetMap map[string]MarginUserAsset
type FuturesAssetMap map[string]FuturesUserAsset
type FuturesPositionMap map[string]FuturesPosition
func (m BalanceMap) Currencies() (currencies []string) {
for _, b := range m {
currencies = append(currencies, b.Currency)
}
return currencies
}
func (m BalanceMap) Add(bm BalanceMap) BalanceMap {
var total = BalanceMap{}
for _, b := range bm {
tb := total[b.Currency]
tb.Available = tb.Available.Add(b.Available)
tb.Locked = tb.Locked.Add(b.Locked)
tb.Borrowed = tb.Borrowed.Add(b.Borrowed)
tb.NetAsset = tb.NetAsset.Add(b.NetAsset)
tb.Interest = tb.Interest.Add(b.Interest)
total[b.Currency] = tb
}
return total
}
func (m BalanceMap) String() string {
var ss []string
for _, b := range m {
@ -182,10 +203,9 @@ func (m BalanceMap) Copy() (d BalanceMap) {
}
// Assets converts balances into assets with the given prices
func (m BalanceMap) Assets(prices map[string]fixedpoint.Value) AssetMap {
func (m BalanceMap) Assets(prices map[string]fixedpoint.Value, priceTime time.Time) AssetMap {
assets := make(AssetMap)
now := time.Now()
btcusdt, hasBtcPrice := prices["BTCUSDT"]
for currency, b := range m {
if b.Locked.IsZero() && b.Available.IsZero() && b.Borrowed.IsZero() {
continue
@ -198,31 +218,31 @@ func (m BalanceMap) Assets(prices map[string]fixedpoint.Value) AssetMap {
Available: b.Available,
Borrowed: b.Borrowed,
NetAsset: b.NetAsset,
Time: now,
Time: priceTime,
}
btcusdt, hasBtcPrice := prices["BTCUSDT"]
usdMarkets := []string{currency + "USDT", currency + "USDC", currency + "USD", "USDT" + currency}
for _, market := range usdMarkets {
if val, ok := prices[market]; ok {
usdPrice, ok := prices[market]
if !ok {
continue
}
if strings.HasPrefix(market, "USD") {
if !asset.Total.IsZero() {
asset.InUSD = asset.Total.Div(val)
}
asset.PriceInUSD = val
} else {
if !asset.Total.IsZero() {
asset.InUSD = asset.Total.Mul(val)
}
asset.PriceInUSD = fixedpoint.One.Div(val)
// this includes USDT, USD, USDC and so on
if strings.HasPrefix(market, "USD") {
if !asset.Total.IsZero() {
asset.InUSD = asset.Total.Div(usdPrice)
}
asset.PriceInUSD = usdPrice
} else {
if !asset.Total.IsZero() {
asset.InUSD = asset.Total.Mul(usdPrice)
}
asset.PriceInUSD = fixedpoint.One.Div(usdPrice)
}
if hasBtcPrice && !asset.InUSD.IsZero() {
asset.InBTC = asset.InUSD.Div(btcusdt)
}
if hasBtcPrice && !asset.InUSD.IsZero() {
asset.InBTC = asset.InUSD.Div(btcusdt)
}
}

15
pkg/types/account_test.go
View File

@ -8,6 +8,21 @@ import (
"github.com/c9s/bbgo/pkg/fixedpoint"
)
func TestBalanceMap_Add(t *testing.T) {
var bm = BalanceMap{}
var bm2 = bm.Add(BalanceMap{
"BTC": Balance{
Currency: "BTC",
Available: fixedpoint.MustNewFromString("10.0"),
Locked: fixedpoint.MustNewFromString("0"),
Borrowed: 0,
Interest: 0,
NetAsset: fixedpoint.MustNewFromString("10.0"),
},
})
assert.Len(t, bm2, 1)
}
func TestAccountLockAndUnlock(t *testing.T) {
a := NewAccount()
a.AddBalance("USDT", fixedpoint.NewFromInt(1000))