From 61c98432f2fc084ed8d87b3941afff2a93460e2f Mon Sep 17 00:00:00 2001
From: ycchen <ychi@users.noreply.github.com>
Date: Sat, 6 Feb 2021 22:11:58 +0100
Subject: [PATCH] feat: tickers for asset calculation

---
 pkg/bbgo/session.go | 20 ++++++++++----------
 pkg/cmd/pnl.go      | 19 +++++++++++--------
 2 files changed, 21 insertions(+), 18 deletions(-)

diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go
index 60b647a30..f34bff567 100644
--- a/pkg/bbgo/session.go
+++ b/pkg/bbgo/session.go
@@ -492,19 +492,19 @@ func (session *ExchangeSession) UpdatePrices(ctx context.Context) (err error) {
 
 	balances := session.Account.Balances()
 
+	symbols := make([]string, len(balances))
 	for _, b := range balances {
-		priceSymbol := b.Currency + "USDT"
-		startTime := time.Now().Add(-10 * time.Minute)
-		klines, err := session.Exchange.QueryKLines(ctx, priceSymbol, types.Interval1m, types.KLineQueryOptions{
-			Limit:     100,
-			StartTime: &startTime,
-		})
+		symbols[len(symbols)] = b.Currency + "USDT"
+	}
 
-		if err != nil || len(klines) == 0 {
-			continue
-		}
+	tickers, err := session.Exchange.QueryTickers(ctx, symbols...)
 
-		session.lastPrices[priceSymbol] = klines[len(klines)-1].Close
+	if err != nil || len(tickers) == 0 {
+		return err
+	}
+
+	for k, v := range tickers {
+		session.lastPrices[k] = v.Last
 	}
 
 	session.lastPriceUpdatedAt = time.Now()
diff --git a/pkg/cmd/pnl.go b/pkg/cmd/pnl.go
index d3f27aac3..52bfc9e12 100644
--- a/pkg/cmd/pnl.go
+++ b/pkg/cmd/pnl.go
@@ -94,17 +94,20 @@ var PnLCmd = &cobra.Command{
 		log.Infof("found checkpoints: %+v", checkpoints)
 		log.Infof("stock: %f", stockManager.Stocks.Quantity())
 
-		now := time.Now()
-		kLines, err := exchange.QueryKLines(ctx, symbol, types.Interval1m, types.KLineQueryOptions{
-			Limit:   100,
-			EndTime: &now,
-		})
+		tickers, err := exchange.QueryTickers(ctx, symbol)
 
-		if len(kLines) == 0 {
-			return errors.New("no kline data for current price")
+		if err != nil {
+			return err
 		}
 
-		currentPrice := kLines[len(kLines)-1].Close
+		currentTick, ok := tickers[strings.ToUpper(symbol)]
+
+		if !ok {
+			return errors.New("no ticker data for current price")
+		}
+
+		currentPrice := currentTick.Last
+
 		calculator := &pnl.AverageCostCalculator{
 			TradingFeeCurrency: tradingFeeCurrency,
 		}