move PriceHeartBeat to types

pkg/strategy/xmaker/strategy.go

@@ -20,29 +20,9 @@ import (
 	"github.com/c9s/bbgo/pkg/util"
 )
 
-type PriceHeartBeat struct {
-	PriceVolume   types.PriceVolume
-	LastTime      time.Time
-}
-
-func (b *PriceHeartBeat) Update(pv types.PriceVolume) (bool, error) {
-	if b.PriceVolume.Price == 0 || b.PriceVolume != pv {
-		b.PriceVolume = pv
-		b.LastTime = time.Now()
-		return true, nil // successfully updated
-	} else if time.Since(b.LastTime) > priceNotUpdatingTimeout {
-		return false, fmt.Errorf("price %s has not been updating for %s, last update: %s, skip quoting",
-			b.PriceVolume.String(),
-			priceNotUpdatingTimeout,
-			b.LastTime)
-	}
-
-	return false, nil
-}
-
 var defaultMargin = fixedpoint.NewFromFloat(0.003)
 
-const priceNotUpdatingTimeout = 30 * time.Second
+const priceUpdateTimeout = 30 * time.Second
 
 const ID = "xmaker"
 
@@ -130,7 +110,7 @@ type Strategy struct {
 	lastBidPrice, lastAskPrice         fixedpoint.Value
 	lastBidPriceTime, lastAskPriceTime time.Time
 
-	askPriceHeartBeat, bidPriceHeartBeat PriceHeartBeat
+	askPriceHeartBeat, bidPriceHeartBeat types.PriceHeartBeat
 
 	lastPrice float64
 	groupID   uint32
@@ -212,12 +192,12 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
 	// use mid-price for the last price
 	s.lastPrice = (bestBid.Price + bestAsk.Price).Float64() / 2
 
-	if _, err := s.bidPriceHeartBeat.Update(bestBid) ; err != nil {
+	if _, err := s.bidPriceHeartBeat.Update(bestBid, priceUpdateTimeout) ; err != nil {
 		log.WithError(err).Errorf("quote update error, %s price not updating", s.Symbol)
 		return
 	}
 
-	if _, err := s.askPriceHeartBeat.Update(bestAsk) ; err != nil {
+	if _, err := s.askPriceHeartBeat.Update(bestAsk, priceUpdateTimeout) ; err != nil {
 		log.WithError(err).Errorf("quote update error, %s price not updating", s.Symbol)
 		return
 	}

pkg/types/price_volume_heartbeat.go

@@ -0,0 +1,26 @@
+package types
+
+import (
+	"fmt"
+	"time"
+)
+
+type PriceHeartBeat struct {
+	PriceVolume PriceVolume
+	LastTime    time.Time
+}
+
+func (b *PriceHeartBeat) Update(pv PriceVolume, timeout time.Duration) (bool, error) {
+	if b.PriceVolume.Price == 0 || b.PriceVolume != pv {
+		b.PriceVolume = pv
+		b.LastTime = time.Now()
+		return true, nil // successfully updated
+	} else if time.Since(b.LastTime) > timeout {
+		return false, fmt.Errorf("price %s has not been updating for %s, last update: %s, skip quoting",
+			b.PriceVolume.String(),
+			time.Since(b.LastTime),
+			b.LastTime)
+	}
+
+	return false, nil
+}