pull out order formatter

pkg/bbgo/order_execution.go

@@ -5,6 +5,7 @@ import (
 
 	"github.com/pkg/errors"
 
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -20,50 +21,66 @@ func (e *ExchangeOrderExecutionRouter) SubmitOrdersTo(ctx context.Context, sessi
 		return nil, errors.Errorf("exchange session %s not found", session)
 	}
 
-	var formattedOrders []types.SubmitOrder
+	formattedOrders, err := formatOrders(orders, es)
-	for _, order := range orders {
+	if err != nil {
-		market, ok := es.Market(order.Symbol)
+		return nil, err
-		if !ok {
-			return nil, errors.Errorf("market is not defined: %s", order.Symbol)
-		}
-
-		order.Market = market
-		order.PriceString = market.FormatPrice(order.Price)
-		order.QuantityString = market.FormatVolume(order.Quantity)
-		formattedOrders = append(formattedOrders, order)
 	}
 
 	// e.Notify(":memo: Submitting order to %s %s %s %s with quantity: %s", session, order.Symbol, order.Type, order.Side, order.QuantityString, order)
-
 	return es.Exchange.SubmitOrders(ctx, formattedOrders...)
 }
 
 // ExchangeOrderExecutor is an order executor wrapper for single exchange instance.
 type ExchangeOrderExecutor struct {
-	Notifiability
+	Notifiability `json:"-"`
 
-	session *ExchangeSession
+	session *ExchangeSession `json:"-"`
-}
-
-func (e *ExchangeOrderExecutor) Session() *ExchangeSession {
-	return e.session
 }
 
 func (e *ExchangeOrderExecutor) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) ([]types.Order, error) {
-	var formattedOrders []types.SubmitOrder
+	formattedOrders, err := formatOrders(orders, e.session)
+	if err != nil {
+		return nil, err
+	}
+
+	// e.Notify(":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order)
+
+	return e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
+}
+
+type RiskControlOrderExecutor struct {
+	Notifiability `json:"-"`
+
+	MinQuoteBalance fixedpoint.Value `json:"minQuoteBalance,omitempty"`
+	MaxAssetBalance fixedpoint.Value `json:"maxBaseAssetBalance,omitempty"`
+	MinAssetBalance fixedpoint.Value `json:"minBaseAssetBalance,omitempty"`
+	MaxOrderAmount  fixedpoint.Value `json:"maxOrderAmount,omitempty"`
+
+	session *ExchangeSession `json:"-"`
+}
+
+func (e *RiskControlOrderExecutor) SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) ([]types.Order, error) {
+	formattedOrders, err := formatOrders(orders, e.session)
+	if err != nil {
+		return nil, err
+	}
+
+	// e.Notify(":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order)
+	return e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
+}
+
+func formatOrders(orders []types.SubmitOrder, session *ExchangeSession) (formattedOrders []types.SubmitOrder, err error) {
 	for _, order := range orders {
-		market, ok := e.session.Market(order.Symbol)
+		market, ok := session.Market(order.Symbol)
 		if !ok {
-			return nil, errors.Errorf("market is not defined: %s", order.Symbol)
+			return formattedOrders, errors.Errorf("market is not defined: %s", order.Symbol)
 		}
 
 		order.Market = market
 		order.PriceString = market.FormatPrice(order.Price)
 		order.QuantityString = market.FormatVolume(order.Quantity)
 		formattedOrders = append(formattedOrders, order)
-
-		// e.Notify(":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order)
 	}
 
-	return e.session.Exchange.SubmitOrders(ctx, formattedOrders...)
+	return formattedOrders, err
 }

pkg/bbgo/trader.go

@@ -225,7 +225,6 @@ func (trader *Trader) ReportPnL(notifier Notifier) *PnLReporterManager {
 }
 
 type OrderExecutor interface {
-	Session() *ExchangeSession
 	SubmitOrders(ctx context.Context, orders ...types.SubmitOrder) (createdOrders []types.Order, err error)
 }
 

pkg/config/loader.go

@@ -9,7 +9,6 @@ import (
 	"gopkg.in/yaml.v3"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
-	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 type SingleExchangeStrategyConfig struct {
@@ -23,15 +22,8 @@ type PnLReporter struct {
 	When                 StringSlice `json:"when" yaml:"when"`
 }
 
-type RiskControlOrderExecutor struct {
-	MinQuoteBalance fixedpoint.Value `json:"minQuoteBalance,omitempty"`
-	MaxAssetBalance fixedpoint.Value `json:"maxBaseAssetBalance,omitempty"`
-	MinAssetBalance fixedpoint.Value `json:"minBaseAssetBalance,omitempty"`
-	MaxOrderAmount  fixedpoint.Value `json:"maxOrderAmount,omitempty"`
-}
-
 type SymbolBasedOrderExecutor struct {
-	RiskControlOrderExecutor *RiskControlOrderExecutor `json:"RiskControlOrderExecutor,omitempty"`
+	RiskControlOrderExecutor *bbgo.RiskControlOrderExecutor `json:"RiskControlOrderExecutor,omitempty"`
 }
 
 type OrderExecutor struct {