xfunding: add funding fee slack attachment support

config/xfunding.yaml

@@ -54,7 +54,7 @@ crossExchangeStrategies:
     ## shortFundingRate is the funding rate range you want to create your position
     shortFundingRate:
       ## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
-      high: 0.001%
+      high: 0.0005%
       ## when funding rate is lower than this low value, the strategy will start closing futures position and sell the spot
       low: -0.01%
 

pkg/strategy/xfunding/fundingfee.go

@@ -0,0 +1,29 @@
+package xfunding
+
+import (
+	"fmt"
+	"time"
+
+	"github.com/slack-go/slack"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/style"
+)
+
+type FundingFee struct {
+	Asset  string           `json:"asset"`
+	Amount fixedpoint.Value `json:"amount"`
+	Txn    int64            `json:"txn"`
+	Time   time.Time        `json:"time"`
+}
+
+func (f *FundingFee) SlackAttachment() slack.Attachment {
+	return slack.Attachment{
+		Title: "Funding Fee " + fmt.Sprintf("%s %s", style.PnLSignString(f.Amount), f.Asset),
+		Color: style.PnLColor(f.Amount),
+		// Pretext:       "",
+		// Text:  text,
+		Fields: []slack.AttachmentField{},
+		Footer: fmt.Sprintf("Transation ID: %d Transaction Time %s", f.Txn, f.Time.Format(time.RFC822)),
+	}
+}

pkg/strategy/xfunding/profitstats.go

@@ -8,13 +8,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type FundingFee struct {
-	Asset  string           `json:"asset"`
-	Amount fixedpoint.Value `json:"amount"`
-	Txn    int64            `json:"txn"`
-	Time   time.Time        `json:"time"`
-}
-
 type ProfitStats struct {
 	*types.ProfitStats