mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
fix cyclic imports
This commit is contained in:
parent
c92ada2f34
commit
42a32924a7
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@ -1,7 +1 @@
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package bbgo
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import "github.com/leekchan/accounting"
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var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}
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var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 8}
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117
bbgo/accounting/pnl.go
Normal file
117
bbgo/accounting/pnl.go
Normal file
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@ -0,0 +1,117 @@
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package accounting
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import (
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"strings"
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"time"
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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)
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type ProfitAndLossCalculator struct {
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Symbol string
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StartTime time.Time
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CurrentPrice float64
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Trades []types.Trade
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TradingFeeCurrency string
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}
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func (c *ProfitAndLossCalculator) AddTrade(trade types.Trade) {
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c.Trades = append(c.Trades, trade)
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}
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func (c *ProfitAndLossCalculator) SetCurrentPrice(price float64) {
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c.CurrentPrice = price
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}
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func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
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// copy trades, so that we can truncate it.
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var trades = c.Trades
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var bidVolume = 0.0
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var bidAmount = 0.0
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var askVolume = 0.0
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var feeUSD = 0.0
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var bidFeeUSD = 0.0
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var feeRate = 0.0015
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var currencyFees = map[string]float64{}
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for _, trade := range trades {
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if trade.Symbol == c.Symbol {
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if trade.IsBuyer {
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bidVolume += trade.Quantity
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bidAmount += trade.Price * trade.Quantity
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}
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// since we use USDT as the quote currency, we simply check if it matches the currency symbol
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if strings.HasPrefix(trade.Symbol, trade.FeeCurrency) {
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bidVolume -= trade.Fee
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feeUSD += trade.Price * trade.Fee
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if trade.IsBuyer {
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bidFeeUSD += trade.Price * trade.Fee
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}
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} else if trade.FeeCurrency == "USDT" {
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feeUSD += trade.Fee
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if trade.IsBuyer {
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bidFeeUSD += trade.Fee
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}
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}
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} else {
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if trade.FeeCurrency == c.TradingFeeCurrency {
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bidVolume -= trade.Fee
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}
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}
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if _, ok := currencyFees[trade.FeeCurrency]; !ok {
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currencyFees[trade.FeeCurrency] = 0.0
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}
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currencyFees[trade.FeeCurrency] += trade.Fee
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}
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logrus.Infof("average bid price = (total amount %f + total feeUSD %f) / volume %f", bidAmount, bidFeeUSD, bidVolume)
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profit := 0.0
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averageCost := (bidAmount + bidFeeUSD) / bidVolume
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for _, t := range trades {
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if t.Symbol != c.Symbol {
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continue
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}
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if t.IsBuyer {
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continue
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}
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profit += (t.Price - averageCost) * t.Quantity
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askVolume += t.Quantity
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}
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profit -= feeUSD
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unrealizedProfit := profit
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stock := bidVolume - askVolume
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if stock > 0 {
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stockFee := c.CurrentPrice * stock * feeRate
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unrealizedProfit += (c.CurrentPrice-averageCost)*stock - stockFee
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}
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return &ProfitAndLossReport{
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Symbol: c.Symbol,
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StartTime: c.StartTime,
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CurrentPrice: c.CurrentPrice,
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NumTrades: len(trades),
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BidVolume: bidVolume,
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AskVolume: askVolume,
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Stock: stock,
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Profit: profit,
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UnrealizedProfit: unrealizedProfit,
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AverageBidCost: averageCost,
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FeeUSD: feeUSD,
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CurrencyFees: currencyFees,
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}
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}
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77
bbgo/accounting/report.go
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77
bbgo/accounting/report.go
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@ -0,0 +1,77 @@
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package accounting
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import (
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"strconv"
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"time"
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"github.com/sirupsen/logrus"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/bbgo/slack/slackstyle"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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)
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type ProfitAndLossReport struct {
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CurrentPrice float64
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StartTime time.Time
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Symbol string
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NumTrades int
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Profit float64
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UnrealizedProfit float64
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AverageBidCost float64
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BidVolume float64
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AskVolume float64
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FeeUSD float64
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Stock float64
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CurrencyFees map[string]float64
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}
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func (report ProfitAndLossReport) Print() {
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logrus.Infof("trades since: %v", report.StartTime)
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logrus.Infof("average bid cost: %s", types.USD.FormatMoneyFloat64(report.AverageBidCost))
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logrus.Infof("total bid volume: %f", report.BidVolume)
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logrus.Infof("total ask volume: %f", report.AskVolume)
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logrus.Infof("stock: %f", report.Stock)
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logrus.Infof("fee (USD): %f", report.FeeUSD)
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logrus.Infof("current price: %s", types.USD.FormatMoneyFloat64(report.CurrentPrice))
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logrus.Infof("profit: %s", types.USD.FormatMoneyFloat64(report.Profit))
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logrus.Infof("unrealized profit: %s", types.USD.FormatMoneyFloat64(report.UnrealizedProfit))
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logrus.Infof("currency fees:")
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for currency, fee := range report.CurrencyFees {
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logrus.Infof(" - %s: %f", currency, fee)
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}
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}
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func (report ProfitAndLossReport) SlackAttachment() slack.Attachment {
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var color = ""
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if report.UnrealizedProfit > 0 {
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color = slackstyle.Green
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} else {
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color = slackstyle.Red
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}
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market, ok := types.FindMarket(report.Symbol)
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if !ok {
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return slack.Attachment{}
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}
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return slack.Attachment{
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Title: report.Symbol + " Profit and Loss report",
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Text: "Profit " + types.USD.FormatMoney(report.Profit),
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Color: color,
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// Pretext: "",
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// Text: "",
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Fields: []slack.AttachmentField{
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{Title: "Profit", Value: types.USD.FormatMoney(report.Profit)},
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{Title: "Unrealized Profit", Value: types.USD.FormatMoney(report.UnrealizedProfit)},
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{Title: "Current Price", Value: market.FormatPrice(report.CurrentPrice), Short: true},
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{Title: "Average Cost", Value: market.FormatPrice(report.AverageBidCost), Short: true},
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{Title: "Fee (USD)", Value: types.USD.FormatMoney(report.FeeUSD), Short: true},
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{Title: "Stock", Value: strconv.FormatFloat(report.Stock, 'f', 8, 64), Short: true},
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{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
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},
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Footer: report.StartTime.Format(time.RFC822),
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FooterIcon: "",
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}
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}
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@ -3,6 +3,7 @@ package bbgo
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import (
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"sync"
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"github.com/c9s/bbgo/pkg/bbgo/accounting"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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)
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@ -19,7 +20,7 @@ type Context struct {
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Balances map[string]types.Balance
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Quota map[string]types.Balance
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ProfitAndLossCalculator *ProfitAndLossCalculator
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ProfitAndLossCalculator *accounting.ProfitAndLossCalculator
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StockManager *StockManager
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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/accounting"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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@ -14,7 +15,7 @@ type KLineRegressionTrader struct {
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// Context is trading Context
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Context *Context
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SourceKLines []types.KLine
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ProfitAndLossCalculator *ProfitAndLossCalculator
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ProfitAndLossCalculator *accounting.ProfitAndLossCalculator
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doneOrders []*types.SubmitOrder
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pendingOrders []*types.SubmitOrder
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124
bbgo/notifier/slacknotifier/slack.go
Normal file
124
bbgo/notifier/slacknotifier/slack.go
Normal file
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package slacknotifier
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import (
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"context"
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"fmt"
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"time"
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"github.com/sirupsen/logrus"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/bbgo/accounting"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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type SlackAttachmentCreator interface {
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SlackAttachment() slack.Attachment
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}
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type Notifier struct {
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client *slack.Client
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Channel string
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TradeChannel string
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PnlChannel string
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}
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type NotifyOption func(notifier *Notifier)
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func TradeChannel(channel string) NotifyOption {
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return func(notifier *Notifier) {
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notifier.TradeChannel = channel
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}
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}
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func PnlChannel(channel string) NotifyOption {
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return func(notifier *Notifier) {
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notifier.PnlChannel = channel
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}
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}
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func New(token string, channel string, options ...NotifyOption) *Notifier {
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var client = slack.New(token, slack.OptionDebug(true))
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notifier := &Notifier{
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client: client,
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Channel: channel,
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TradeChannel: channel,
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PnlChannel: channel,
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}
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for _, o := range options {
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o(notifier)
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}
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return notifier
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}
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func (n *Notifier) Notify(format string, args ...interface{}) {
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var slackAttachments []slack.Attachment
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var slackArgsOffset = -1
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for idx, arg := range args {
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switch a := arg.(type) {
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// concrete type assert first
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case slack.Attachment:
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if slackArgsOffset == -1 {
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slackArgsOffset = idx
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}
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slackAttachments = append(slackAttachments, a)
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case SlackAttachmentCreator:
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if slackArgsOffset == -1 {
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slackArgsOffset = idx
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}
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slackAttachments = append(slackAttachments, a.SlackAttachment())
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}
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}
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var nonSlackArgs = args
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if slackArgsOffset > -1 {
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nonSlackArgs = args[:slackArgsOffset]
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}
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logrus.Infof(format, nonSlackArgs...)
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_, _, err := n.client.PostMessageContext(context.Background(), n.Channel,
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slack.MsgOptionText(fmt.Sprintf(format, nonSlackArgs...), true),
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slack.MsgOptionAttachments(slackAttachments...))
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if err != nil {
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logrus.WithError(err).Errorf("slack error: %s", err.Error())
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}
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}
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func (n *Notifier) NotifyTrade(trade *types.Trade) {
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_, _, err := n.client.PostMessageContext(context.Background(), n.TradeChannel,
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slack.MsgOptionText(util.Render(`:handshake: {{ .Symbol }} {{ .Side }} Trade Execution @ {{ .Price }}`, trade), true),
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slack.MsgOptionAttachments(trade.SlackAttachment()))
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if err != nil {
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logrus.WithError(err).Error("slack send error")
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}
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}
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func (n *Notifier) NotifyPnL(report *accounting.ProfitAndLossReport) {
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attachment := report.SlackAttachment()
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_, _, err := n.client.PostMessageContext(context.Background(), n.PnlChannel,
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slack.MsgOptionText(util.Render(
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`:heavy_dollar_sign: Here is your *{{ .symbol }}* PnL report collected since *{{ .startTime }}*`,
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map[string]interface{}{
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"symbol": report.Symbol,
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"startTime": report.StartTime.Format(time.RFC822),
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}), true),
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slack.MsgOptionAttachments(attachment))
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if err != nil {
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logrus.WithError(err).Errorf("slack send error")
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}
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}
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@ -55,8 +55,8 @@ func (p *OrderProcessor) Submit(ctx context.Context, order *types.SubmitOrder) e
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if balance, ok := tradingCtx.Balances[market.QuoteCurrency]; ok {
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if balance.Available < p.MinQuoteBalance {
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return errors.Wrapf(ErrQuoteBalanceLevelTooLow, "quote balance level is too low: %s < %s",
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USD.FormatMoneyFloat64(balance.Available),
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USD.FormatMoneyFloat64(p.MinQuoteBalance))
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types.USD.FormatMoneyFloat64(balance.Available),
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types.USD.FormatMoneyFloat64(p.MinQuoteBalance))
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}
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if baseBalance, ok := tradingCtx.Balances[market.BaseCurrency]; ok {
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183
bbgo/pnl.go
183
bbgo/pnl.go
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@ -1,185 +1,2 @@
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package bbgo
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import (
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"strconv"
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"strings"
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"time"
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log "github.com/sirupsen/logrus"
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"github.com/slack-go/slack"
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"github.com/c9s/bbgo/pkg/bbgo/slack/slackstyle"
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"github.com/c9s/bbgo/pkg/bbgo/types"
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)
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type ProfitAndLossCalculator struct {
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Symbol string
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StartTime time.Time
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CurrentPrice float64
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Trades []types.Trade
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TradingFeeCurrency string
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}
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func (c *ProfitAndLossCalculator) AddTrade(trade types.Trade) {
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c.Trades = append(c.Trades, trade)
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}
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func (c *ProfitAndLossCalculator) SetCurrentPrice(price float64) {
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c.CurrentPrice = price
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}
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func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
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// copy trades, so that we can truncate it.
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var trades = c.Trades
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var bidVolume = 0.0
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var bidAmount = 0.0
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var askVolume = 0.0
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var feeUSD = 0.0
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var bidFeeUSD = 0.0
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var feeRate = 0.0015
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var currencyFees = map[string]float64{}
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for _, trade := range trades {
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if trade.Symbol == c.Symbol {
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if trade.IsBuyer {
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bidVolume += trade.Quantity
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bidAmount += trade.Price * trade.Quantity
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}
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// since we use USDT as the quote currency, we simply check if it matches the currency symbol
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if strings.HasPrefix(trade.Symbol, trade.FeeCurrency) {
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bidVolume -= trade.Fee
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feeUSD += trade.Price * trade.Fee
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if trade.IsBuyer {
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bidFeeUSD += trade.Price * trade.Fee
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}
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} else if trade.FeeCurrency == "USDT" {
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feeUSD += trade.Fee
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if trade.IsBuyer {
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bidFeeUSD += trade.Fee
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}
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}
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} else {
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if trade.FeeCurrency == c.TradingFeeCurrency {
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bidVolume -= trade.Fee
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}
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}
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if _, ok := currencyFees[trade.FeeCurrency]; !ok {
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currencyFees[trade.FeeCurrency] = 0.0
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}
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currencyFees[trade.FeeCurrency] += trade.Fee
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}
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log.Infof("average bid price = (total amount %f + total feeUSD %f) / volume %f", bidAmount, bidFeeUSD, bidVolume)
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profit := 0.0
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averageCost := (bidAmount + bidFeeUSD) / bidVolume
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for _, t := range trades {
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if t.Symbol != c.Symbol {
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continue
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}
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if t.IsBuyer {
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continue
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}
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profit += (t.Price - averageCost) * t.Quantity
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askVolume += t.Quantity
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}
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profit -= feeUSD
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unrealizedProfit := profit
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stock := bidVolume - askVolume
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if stock > 0 {
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stockFee := c.CurrentPrice * stock * feeRate
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unrealizedProfit += (c.CurrentPrice-averageCost)*stock - stockFee
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}
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return &ProfitAndLossReport{
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Symbol: c.Symbol,
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StartTime: c.StartTime,
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CurrentPrice: c.CurrentPrice,
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NumTrades: len(trades),
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BidVolume: bidVolume,
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AskVolume: askVolume,
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Stock: stock,
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Profit: profit,
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UnrealizedProfit: unrealizedProfit,
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AverageBidCost: averageCost,
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FeeUSD: feeUSD,
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CurrencyFees: currencyFees,
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}
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}
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|
||||
type ProfitAndLossReport struct {
|
||||
CurrentPrice float64
|
||||
StartTime time.Time
|
||||
Symbol string
|
||||
|
||||
NumTrades int
|
||||
Profit float64
|
||||
UnrealizedProfit float64
|
||||
AverageBidCost float64
|
||||
BidVolume float64
|
||||
AskVolume float64
|
||||
FeeUSD float64
|
||||
Stock float64
|
||||
CurrencyFees map[string]float64
|
||||
}
|
||||
|
||||
func (report ProfitAndLossReport) Print() {
|
||||
log.Infof("trades since: %v", report.StartTime)
|
||||
log.Infof("average bid cost: %s", USD.FormatMoneyFloat64(report.AverageBidCost))
|
||||
log.Infof("total bid volume: %f", report.BidVolume)
|
||||
log.Infof("total ask volume: %f", report.AskVolume)
|
||||
log.Infof("stock: %f", report.Stock)
|
||||
log.Infof("fee (USD): %f", report.FeeUSD)
|
||||
log.Infof("current price: %s", USD.FormatMoneyFloat64(report.CurrentPrice))
|
||||
log.Infof("profit: %s", USD.FormatMoneyFloat64(report.Profit))
|
||||
log.Infof("unrealized profit: %s", USD.FormatMoneyFloat64(report.UnrealizedProfit))
|
||||
log.Infof("currency fees:")
|
||||
for currency, fee := range report.CurrencyFees {
|
||||
log.Infof(" - %s: %f", currency, fee)
|
||||
}
|
||||
}
|
||||
|
||||
func (report ProfitAndLossReport) SlackAttachment() slack.Attachment {
|
||||
var color = ""
|
||||
if report.UnrealizedProfit > 0 {
|
||||
color = slackstyle.Green
|
||||
} else {
|
||||
color = slackstyle.Red
|
||||
}
|
||||
|
||||
market, ok := types.FindMarket(report.Symbol)
|
||||
if !ok {
|
||||
return slack.Attachment{}
|
||||
}
|
||||
|
||||
return slack.Attachment{
|
||||
Title: report.Symbol + " Profit and Loss report",
|
||||
Text: "Profit " + USD.FormatMoney(report.Profit),
|
||||
Color: color,
|
||||
// Pretext: "",
|
||||
// Text: "",
|
||||
Fields: []slack.AttachmentField{
|
||||
{Title: "Profit", Value: USD.FormatMoney(report.Profit)},
|
||||
{Title: "Unrealized Profit", Value: USD.FormatMoney(report.UnrealizedProfit)},
|
||||
{Title: "Current Price", Value: market.FormatPrice(report.CurrentPrice), Short: true},
|
||||
{Title: "Average Cost", Value: market.FormatPrice(report.AverageBidCost), Short: true},
|
||||
{Title: "Fee (USD)", Value: USD.FormatMoney(report.FeeUSD), Short: true},
|
||||
{Title: "Stock", Value: strconv.FormatFloat(report.Stock, 'f', 8, 64), Short: true},
|
||||
{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true},
|
||||
},
|
||||
Footer: report.StartTime.Format(time.RFC822),
|
||||
FooterIcon: "",
|
||||
}
|
||||
}
|
||||
|
|
|
@ -1,17 +1,5 @@
|
|||
package bbgo
|
||||
|
||||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"time"
|
||||
|
||||
"github.com/sirupsen/logrus"
|
||||
"github.com/slack-go/slack"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/bbgo/types"
|
||||
"github.com/c9s/bbgo/pkg/util"
|
||||
)
|
||||
|
||||
type Notifier interface {
|
||||
Notify(format string, args ...interface{})
|
||||
}
|
||||
|
@ -21,82 +9,3 @@ type NullNotifier struct{}
|
|||
func (n *NullNotifier) Notify(format string, args ...interface{}) {
|
||||
}
|
||||
|
||||
type SlackAttachmentCreator interface {
|
||||
SlackAttachment() slack.Attachment
|
||||
}
|
||||
|
||||
type SlackNotifier struct {
|
||||
Slack *slack.Client
|
||||
|
||||
TradeChannel string
|
||||
ErrorChannel string
|
||||
InfoChannel string
|
||||
}
|
||||
|
||||
func (n *SlackNotifier) Notify(format string, args ...interface{}) {
|
||||
var slackAttachments []slack.Attachment
|
||||
var slackArgsOffset = -1
|
||||
|
||||
for idx, arg := range args {
|
||||
switch a := arg.(type) {
|
||||
|
||||
// concrete type assert first
|
||||
case slack.Attachment:
|
||||
if slackArgsOffset == -1 {
|
||||
slackArgsOffset = idx
|
||||
}
|
||||
|
||||
slackAttachments = append(slackAttachments, a)
|
||||
|
||||
case SlackAttachmentCreator:
|
||||
if slackArgsOffset == -1 {
|
||||
slackArgsOffset = idx
|
||||
}
|
||||
|
||||
slackAttachments = append(slackAttachments, a.SlackAttachment())
|
||||
|
||||
}
|
||||
}
|
||||
|
||||
var nonSlackArgs = args
|
||||
if slackArgsOffset > -1 {
|
||||
nonSlackArgs = args[:slackArgsOffset]
|
||||
}
|
||||
|
||||
logrus.Infof(format, nonSlackArgs...)
|
||||
|
||||
_, _, err := n.Slack.PostMessageContext(context.Background(), n.InfoChannel,
|
||||
slack.MsgOptionText(fmt.Sprintf(format, nonSlackArgs...), true),
|
||||
slack.MsgOptionAttachments(slackAttachments...))
|
||||
if err != nil {
|
||||
logrus.WithError(err).Errorf("slack error: %s", err.Error())
|
||||
}
|
||||
}
|
||||
|
||||
func (n *SlackNotifier) ReportTrade(trade *types.Trade) {
|
||||
_, _, err := n.Slack.PostMessageContext(context.Background(), n.TradeChannel,
|
||||
slack.MsgOptionText(util.Render(`:handshake: {{ .Symbol }} {{ .Side }} Trade Execution @ {{ .Price }}`, trade), true),
|
||||
slack.MsgOptionAttachments(trade.SlackAttachment()))
|
||||
|
||||
if err != nil {
|
||||
logrus.WithError(err).Error("slack send error")
|
||||
}
|
||||
}
|
||||
|
||||
func (n *SlackNotifier) ReportPnL(report *ProfitAndLossReport) {
|
||||
attachment := report.SlackAttachment()
|
||||
|
||||
_, _, err := n.Slack.PostMessageContext(context.Background(), n.TradeChannel,
|
||||
slack.MsgOptionText(util.Render(
|
||||
`:heavy_dollar_sign: Here is your *{{ .symbol }}* PnL report collected since *{{ .startTime }}*`,
|
||||
map[string]interface{}{
|
||||
"symbol": report.Symbol,
|
||||
"startTime": report.StartTime.Format(time.RFC822),
|
||||
}), true),
|
||||
slack.MsgOptionAttachments(attachment))
|
||||
|
||||
if err != nil {
|
||||
logrus.WithError(err).Errorf("slack send error")
|
||||
}
|
||||
}
|
||||
|
||||
|
|
|
@ -14,6 +14,14 @@ type LogHook struct {
|
|||
ErrorChannel string
|
||||
}
|
||||
|
||||
func NewLogHook(token string, channel string) *LogHook {
|
||||
var client = slack.New(token)
|
||||
return &LogHook{
|
||||
Slack: client,
|
||||
ErrorChannel: channel,
|
||||
}
|
||||
}
|
||||
|
||||
func (t *LogHook) Levels() []logrus.Level {
|
||||
return []logrus.Level{
|
||||
// log.InfoLevel,
|
||||
|
|
|
@ -10,7 +10,9 @@ import (
|
|||
"github.com/jmoiron/sqlx"
|
||||
log "github.com/sirupsen/logrus"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/bbgo/accounting"
|
||||
"github.com/c9s/bbgo/pkg/bbgo/config"
|
||||
"github.com/c9s/bbgo/pkg/bbgo/notifier/slacknotifier"
|
||||
"github.com/c9s/bbgo/pkg/bbgo/service"
|
||||
|
||||
"github.com/c9s/bbgo/pkg/bbgo/exchange/binance"
|
||||
|
@ -27,7 +29,7 @@ type Trader struct {
|
|||
TradeService *service.TradeService
|
||||
TradeSync *service.TradeSync
|
||||
|
||||
Notifier *SlackNotifier
|
||||
Notifier *slacknotifier.Notifier
|
||||
|
||||
// Context is trading Context
|
||||
Context *Context
|
||||
|
@ -36,7 +38,7 @@ type Trader struct {
|
|||
|
||||
reportTimer *time.Timer
|
||||
|
||||
ProfitAndLossCalculator *ProfitAndLossCalculator
|
||||
ProfitAndLossCalculator *accounting.ProfitAndLossCalculator
|
||||
|
||||
Account *Account
|
||||
}
|
||||
|
@ -118,7 +120,7 @@ func (trader *Trader) Initialize(ctx context.Context, startTime time.Time) error
|
|||
}
|
||||
*/
|
||||
|
||||
trader.ProfitAndLossCalculator = &ProfitAndLossCalculator{
|
||||
trader.ProfitAndLossCalculator = &accounting.ProfitAndLossCalculator{
|
||||
TradingFeeCurrency: tradingFeeCurrency,
|
||||
Symbol: trader.Symbol,
|
||||
StartTime: startTime,
|
||||
|
@ -247,7 +249,7 @@ func (trader *Trader) RunStrategy(ctx context.Context, strategy Strategy) (chan
|
|||
log.WithError(err).Error("trade insert error")
|
||||
}
|
||||
|
||||
trader.Notifier.ReportTrade(trade)
|
||||
trader.Notifier.NotifyTrade(trade)
|
||||
trader.ProfitAndLossCalculator.AddTrade(*trade)
|
||||
_, err := trader.Context.StockManager.AddTrades([]types.Trade{*trade})
|
||||
if err != nil {
|
||||
|
@ -298,7 +300,7 @@ func (trader *Trader) RunStrategy(ctx context.Context, strategy Strategy) (chan
|
|||
func (trader *Trader) reportPnL() {
|
||||
report := trader.ProfitAndLossCalculator.Calculate()
|
||||
report.Print()
|
||||
trader.Notifier.ReportPnL(report)
|
||||
trader.Notifier.NotifyPnL(report)
|
||||
}
|
||||
|
||||
func (trader *Trader) SubmitOrder(ctx context.Context, order *types.SubmitOrder) {
|
||||
|
|
8
bbgo/types/currencies.go
Normal file
8
bbgo/types/currencies.go
Normal file
|
@ -0,0 +1,8 @@
|
|||
package types
|
||||
|
||||
import "github.com/leekchan/accounting"
|
||||
|
||||
var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}
|
||||
var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 2}
|
||||
var BNB = accounting.Accounting{Symbol: "BNB ", Precision: 4}
|
||||
|
|
@ -1,15 +1,10 @@
|
|||
package types
|
||||
|
||||
import (
|
||||
"github.com/leekchan/accounting"
|
||||
"math"
|
||||
"strconv"
|
||||
)
|
||||
|
||||
var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}
|
||||
var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 2}
|
||||
var BNB = accounting.Accounting{Symbol: "BNB ", Precision: 4}
|
||||
|
||||
type Market struct {
|
||||
Symbol string
|
||||
PricePrecision int
|
||||
|
|
Loading…
Reference in New Issue
Block a user