mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
max: log adratio
This commit is contained in:
parent
459d839c1a
commit
4d8ea7d979
15
config/binance-margin.yaml
Normal file
15
config/binance-margin.yaml
Normal file
|
@ -0,0 +1,15 @@
|
|||
---
|
||||
sessions:
|
||||
binance_margin_linkusdt:
|
||||
exchange: binance
|
||||
margin: true
|
||||
isolatedMargin: true
|
||||
isolatedMarginSymbol: LINKUSDT
|
||||
|
||||
exchangeStrategies:
|
||||
|
||||
- on: binance_margin_linkusdt
|
||||
dummy:
|
||||
symbol: LINKUSDT
|
||||
interval: 1m
|
||||
|
13
config/max-margin.yaml
Normal file
13
config/max-margin.yaml
Normal file
|
@ -0,0 +1,13 @@
|
|||
---
|
||||
sessions:
|
||||
max_margin:
|
||||
exchange: max
|
||||
margin: true
|
||||
|
||||
exchangeStrategies:
|
||||
|
||||
- on: max_margin
|
||||
pricealert:
|
||||
symbol: LINKUSDT
|
||||
interval: 1m
|
||||
|
|
@ -3,7 +3,6 @@ package max
|
|||
import (
|
||||
"context"
|
||||
"fmt"
|
||||
"io/ioutil"
|
||||
"net/url"
|
||||
"strconv"
|
||||
"strings"
|
||||
|
@ -21,12 +20,12 @@ type PublicService struct {
|
|||
}
|
||||
|
||||
type Market struct {
|
||||
ID string `json:"id"`
|
||||
Name string `json:"name"`
|
||||
BaseUnit string `json:"base_unit"`
|
||||
BaseUnitPrecision int `json:"base_unit_precision"`
|
||||
QuoteUnit string `json:"quote_unit"`
|
||||
QuoteUnitPrecision int `json:"quote_unit_precision"`
|
||||
ID string `json:"id"`
|
||||
Name string `json:"name"`
|
||||
BaseUnit string `json:"base_unit"`
|
||||
BaseUnitPrecision int `json:"base_unit_precision"`
|
||||
QuoteUnit string `json:"quote_unit"`
|
||||
QuoteUnitPrecision int `json:"quote_unit_precision"`
|
||||
MinBaseAmount fixedpoint.Value `json:"min_base_amount"`
|
||||
MinQuoteAmount fixedpoint.Value `json:"min_quote_amount"`
|
||||
}
|
||||
|
@ -256,23 +255,12 @@ func (s *PublicService) KLines(symbol string, resolution string, start time.Time
|
|||
return nil, fmt.Errorf("request build error: %s", err.Error())
|
||||
}
|
||||
|
||||
resp, err := s.client.Do(req)
|
||||
resp, err := s.client.SendRequest(req)
|
||||
if err != nil {
|
||||
return nil, fmt.Errorf("request failed: %s", err.Error())
|
||||
}
|
||||
|
||||
defer func() {
|
||||
if err := resp.Body.Close(); err != nil {
|
||||
logger.WithError(err).Error("failed to close resp body")
|
||||
}
|
||||
}()
|
||||
|
||||
body, err := ioutil.ReadAll(resp.Body)
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
return parseKLines(body, symbol, resolution, interval)
|
||||
return parseKLines(resp.Body, symbol, resolution, interval)
|
||||
}
|
||||
|
||||
func parseKLines(payload []byte, symbol, resolution string, interval Interval) (klines []KLine, err error) {
|
||||
|
|
|
@ -2,6 +2,7 @@ package max
|
|||
|
||||
import (
|
||||
"encoding/json"
|
||||
"fmt"
|
||||
"strings"
|
||||
|
||||
"github.com/pkg/errors"
|
||||
|
@ -213,17 +214,19 @@ type ADRatio struct {
|
|||
TU types.MillisecondTimestamp `json:"TU"`
|
||||
}
|
||||
|
||||
func parseADRatio(v *fastjson.Value) (*ADRatio, error) {
|
||||
o, err := v.StringBytes()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
func (r *ADRatio) String() string {
|
||||
return fmt.Sprintf("ADRatio: %v Asset: %v USDT, Debt: %v USDT (Mark Prices: %+v)", r.ADRatio, r.AssetInUSDT, r.DebtInUSDT, r.IndexPrices)
|
||||
}
|
||||
|
||||
adRatio := struct {
|
||||
ADRatio ADRatio `json:"ad"`
|
||||
}{}
|
||||
err = json.Unmarshal(o, &adRatio)
|
||||
return &adRatio.ADRatio, err
|
||||
type ADRatioEvent struct {
|
||||
ADRatio ADRatio `json:"ad"`
|
||||
}
|
||||
|
||||
func parseADRatioEvent(v *fastjson.Value) (*ADRatioEvent, error) {
|
||||
o := v.String()
|
||||
e := ADRatioEvent{}
|
||||
err := json.Unmarshal([]byte(o), &e)
|
||||
return &e, err
|
||||
}
|
||||
|
||||
type Debt struct {
|
||||
|
@ -233,17 +236,15 @@ type Debt struct {
|
|||
TU types.MillisecondTimestamp `json:"TU"`
|
||||
}
|
||||
|
||||
func parseDebts(v *fastjson.Value) ([]Debt, error) {
|
||||
o, err := v.StringBytes()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
type DebtEvent struct {
|
||||
Debts []Debt `json:"db"`
|
||||
}
|
||||
|
||||
m := struct {
|
||||
Debts []Debt `json:"db"`
|
||||
}{}
|
||||
err = json.Unmarshal(o, &m)
|
||||
return m.Debts, err
|
||||
func parseDebts(v *fastjson.Value) (*DebtEvent, error) {
|
||||
o := v.String()
|
||||
e := DebtEvent{}
|
||||
err := json.Unmarshal([]byte(o), &e)
|
||||
return &e, err
|
||||
}
|
||||
|
||||
func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
|
||||
|
@ -262,19 +263,15 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
|
|||
return parseTradeUpdateEvent(v), nil
|
||||
|
||||
case "ad_ratio_snapshot", "ad_ratio_update":
|
||||
return parseADRatio(v)
|
||||
return parseADRatioEvent(v)
|
||||
|
||||
case "borrowing_snapshot", "borrowing_update":
|
||||
return parseDebts(v)
|
||||
|
||||
case "account_snapshot", "account_update", "mwallet_account_snapshot", "mwallet_account_update":
|
||||
var e AccountUpdateEvent
|
||||
o, err := v.StringBytes()
|
||||
if err != nil {
|
||||
return nil, err
|
||||
}
|
||||
|
||||
err = json.Unmarshal(o, &e)
|
||||
o := v.String()
|
||||
err := json.Unmarshal([]byte(o), &e)
|
||||
return &e, err
|
||||
|
||||
case "error":
|
||||
|
|
|
@ -33,6 +33,8 @@ type Stream struct {
|
|||
tradeSnapshotEventCallbacks []func(e max.TradeSnapshotEvent)
|
||||
orderUpdateEventCallbacks []func(e max.OrderUpdateEvent)
|
||||
orderSnapshotEventCallbacks []func(e max.OrderSnapshotEvent)
|
||||
adRatioEventCallbacks []func(e max.ADRatioEvent)
|
||||
debtEventCallbacks []func(e max.DebtEvent)
|
||||
|
||||
accountSnapshotEventCallbacks []func(e max.AccountSnapshotEvent)
|
||||
accountUpdateEventCallbacks []func(e max.AccountUpdateEvent)
|
||||
|
@ -47,7 +49,6 @@ func NewStream(key, secret string) *Stream {
|
|||
stream.SetEndpointCreator(stream.getEndpoint)
|
||||
stream.SetParser(max.ParseMessage)
|
||||
stream.SetDispatcher(stream.dispatchEvent)
|
||||
|
||||
stream.OnConnect(stream.handleConnect)
|
||||
stream.OnKLineEvent(stream.handleKLineEvent)
|
||||
stream.OnOrderSnapshotEvent(stream.handleOrderSnapshotEvent)
|
||||
|
@ -257,8 +258,11 @@ func (s *Stream) dispatchEvent(e interface{}) {
|
|||
case *max.OrderUpdateEvent:
|
||||
s.EmitOrderUpdateEvent(*e)
|
||||
|
||||
case *max.ADRatioEvent:
|
||||
log.Info(e.ADRatio.String())
|
||||
|
||||
default:
|
||||
log.Errorf("unsupported %T event: %+v", e, e)
|
||||
log.Warnf("unhandled %T event: %+v", e, e)
|
||||
}
|
||||
}
|
||||
|
||||
|
|
|
@ -106,6 +106,26 @@ func (s *Stream) EmitOrderSnapshotEvent(e max.OrderSnapshotEvent) {
|
|||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnAdRatioEvent(cb func(e max.ADRatioEvent)) {
|
||||
s.adRatioEventCallbacks = append(s.adRatioEventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitAdRatioEvent(e max.ADRatioEvent) {
|
||||
for _, cb := range s.adRatioEventCallbacks {
|
||||
cb(e)
|
||||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnDebtEvent(cb func(e max.DebtEvent)) {
|
||||
s.debtEventCallbacks = append(s.debtEventCallbacks, cb)
|
||||
}
|
||||
|
||||
func (s *Stream) EmitDebtEvent(e max.DebtEvent) {
|
||||
for _, cb := range s.debtEventCallbacks {
|
||||
cb(e)
|
||||
}
|
||||
}
|
||||
|
||||
func (s *Stream) OnAccountSnapshotEvent(cb func(e max.AccountSnapshotEvent)) {
|
||||
s.accountSnapshotEventCallbacks = append(s.accountSnapshotEventCallbacks, cb)
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user