lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 14:55:16 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

fix usd prices caculation

Browse Source
This commit is contained in:
c9s 2022-05-04 17:27:51 +08:00
parent 36c764efa9
commit 75adb8f3c3
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 20 additions and 4 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
pkg/types/balance.go
View File

@ -107,9 +107,14 @@ func (m BalanceMap) Assets(prices map[string]fixedpoint.Value, priceTime time.Ti
NetAsset: netAsset,
}
usdMarkets := []string{currency + "USDT", currency + "USDC", currency + "USD", "USDT" + currency}
for _, market := range usdMarkets {
if usdPrice, ok := prices[market]; ok {
if strings.HasPrefix(currency,"USD") { // for usd
asset.InUSD = netAsset
asset.PriceInUSD = fixedpoint.One
if hasBtcPrice && !asset.InUSD.IsZero() {
asset.InBTC = asset.InUSD.Div(btcusdt)
}
} else { // for crypto
if market, usdPrice, ok := findUSDMarketPrice(currency, prices) ; ok {
// this includes USDT, USD, USDC and so on
if strings.HasPrefix(market, "USD") {
if !asset.Total.IsZero() {
@ -127,8 +132,9 @@ func (m BalanceMap) Assets(prices map[string]fixedpoint.Value, priceTime time.Ti
asset.InBTC = asset.InUSD.Div(btcusdt)
}
}
assets[currency] = asset
}
assets[currency] = asset
}
return assets
@ -148,3 +154,13 @@ func (m BalanceMap) Print() {
}
}
func findUSDMarketPrice(currency string, prices map[string]fixedpoint.Value) (string, fixedpoint.Value, bool) {
usdMarkets := []string{currency + "USDT", currency + "USDC", currency + "USD", "USDT" + currency}
for _, market := range usdMarkets {
if usdPrice, ok := prices[market]; ok {
return market, usdPrice, ok
}
}
return "", fixedpoint.Zero, false
}