xmaker: merge all markets into one

pkg/strategy/xmaker/strategy.go

@@ -150,6 +150,8 @@ type Strategy struct {
 
 	makerMarket, sourceMarket types.Market
 
+	allMarkets types.MarketMap
+
 	// boll is the BOLLINGER indicator we used for predicting the price.
 	boll *indicatorv2.BOLLStream
 
@@ -1393,9 +1395,6 @@ func (s *Strategy) CrossRun(
 
 	s.sourceSession = sourceSession
 
-	// initialize the price resolver
-	sourceMarkets := s.sourceSession.Markets()
-
 	makerSession, ok := sessions[s.MakerExchange]
 	if !ok {
 		return fmt.Errorf("maker exchange session %s is not defined", s.MakerExchange)
@@ -1413,6 +1412,10 @@ func (s *Strategy) CrossRun(
 		return fmt.Errorf("maker session market %s is not defined", s.Symbol)
 	}
 
+	sourceMarkets := s.sourceSession.Markets()
+	makerMarkets := s.makerSession.Markets()
+	s.allMarkets = sourceMarkets.Merge(makerMarkets)
+
 	indicators := s.sourceSession.Indicators(s.Symbol)
 
 	s.boll = indicators.BOLL(types.IntervalWindow{
@@ -1469,7 +1472,7 @@ func (s *Strategy) CrossRun(
 		})
 	}
 
-	s.priceSolver = pricesolver.NewSimplePriceResolver(sourceMarkets)
+	s.priceSolver = pricesolver.NewSimplePriceResolver(s.allMarkets)
 	s.priceSolver.BindStream(s.sourceSession.MarketDataStream)
 
 	s.accountValueCalculator = bbgo.NewAccountValueCalculator(s.sourceSession, s.priceSolver, s.sourceMarket.QuoteCurrency)

pkg/types/market.go

@@ -270,3 +270,22 @@ func (m MarketMap) Has(symbol string) bool {
 	_, ok := m[symbol]
 	return ok
 }
+
+// Merge merges the given market map into the current market map
+// if the market already exists, it will be skipped
+func (m MarketMap) Merge(b MarketMap) MarketMap {
+	var a = MarketMap{}
+	for k, v := range m {
+		a[k] = v
+	}
+
+	for k, v := range b {
+		if _, exists := a[k]; exists {
+			continue
+		}
+
+		a[k] = v
+	}
+
+	return a
+}