add ID() to Strategy interface

pkg/bbgo/config.go

@@ -168,12 +168,32 @@ type Config struct {
 
 	RiskControls *RiskControls `json:"riskControls,omitempty" yaml:"riskControls,omitempty"`
 
-	ExchangeStrategies      []ExchangeStrategyMount `json:"exchangeStrategies,omitempty" yaml:"exchangeStrategies,omitempty"`
-	CrossExchangeStrategies []CrossExchangeStrategy `json:"crossExchangeStrategies,omitempty" yaml:"crossExchangeStrategies,omitempty"`
+	ExchangeStrategies      []ExchangeStrategyMount `json:"-" yaml:"-"`
+	CrossExchangeStrategies []CrossExchangeStrategy `json:"-" yaml:"-"`
 
 	PnLReporters []PnLReporterConfig `json:"reportPnL,omitempty" yaml:"reportPnL,omitempty"`
 }
 
+func (c *Config) Map() (map[string]interface{}, error) {
+	text, err := json.Marshal(c)
+	if err != nil {
+		return nil, err
+	}
+
+	var data map[string]interface{}
+	err = json.Unmarshal(text, &data)
+	if err != nil {
+		return nil, err
+	}
+
+	// convert strategy config back to the DSL format
+	for _, st := range c.ExchangeStrategies {
+		_ = st.Strategy
+	}
+
+	return data, err
+}
+
 type Stash map[string]interface{}
 
 func loadStash(config []byte) (Stash, error) {

pkg/bbgo/trader.go

@@ -17,6 +17,7 @@ var SupportedExchanges = []types.ExchangeName{"binance", "max"}
 
 // SingleExchangeStrategy represents the single Exchange strategy
 type SingleExchangeStrategy interface {
+	ID() string
 	Run(ctx context.Context, orderExecutor OrderExecutor, session *ExchangeSession) error
 }
 
@@ -29,6 +30,7 @@ type CrossExchangeSessionSubscriber interface {
 }
 
 type CrossExchangeStrategy interface {
+	ID() string
 	CrossRun(ctx context.Context, orderExecutionRouter OrderExecutionRouter, sessions map[string]*ExchangeSession) error
 }
 

pkg/strategy/bollgrid/strategy.go

@@ -12,13 +12,15 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-var log = logrus.WithField("strategy", "bollgrid")
+const ID = "bollgrid"
+
+var log = logrus.WithField("strategy", ID)
 
 func init() {
 	// Register the pointer of the strategy struct,
 	// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
 	// Note: built-in strategies need to imported manually in the bbgo cmd package.
-	bbgo.RegisterStrategy("bollgrid", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -81,6 +83,10 @@ type Strategy struct {
 	boll *indicator.BOLL
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	// currently we need the 1m kline to update the last close price and indicators
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})

pkg/strategy/buyandhold/strategy.go

@@ -12,10 +12,12 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-var log = logrus.WithField("strategy", "buyandhold")
+const ID = "buyandhold"
+
+var log = logrus.WithField("strategy", ID)
 
 func init() {
-	bbgo.RegisterStrategy("buyandhold", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -29,6 +31,10 @@ type Strategy struct {
 	MovingAverageWindow int `json:"movingAverageWindow"`
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: string(s.Interval)})
 }

pkg/strategy/flashcrash/strategy.go

@@ -13,8 +13,10 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const ID = "flashcrash"
+
 func init() {
-	bbgo.RegisterStrategy("flashcrash", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -54,6 +56,10 @@ type Strategy struct {
 	ewma *indicator.EWMA
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) updateOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
 	if err := session.Exchange.CancelOrders(context.Background(), s.activeOrders.Bids.Orders()...); err != nil {
 		log.WithError(err).Errorf("cancel order error")

pkg/strategy/grid/strategy.go

@@ -12,13 +12,15 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-var log = logrus.WithField("strategy", "grid")
+const ID = "grid"
+
+var log = logrus.WithField("strategy", ID)
 
 func init() {
 	// Register the pointer of the strategy struct,
 	// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
 	// Note: built-in strategies need to imported manually in the bbgo cmd package.
-	bbgo.RegisterStrategy("grid", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -69,6 +71,10 @@ type Strategy struct {
 	orders map[uint64]types.Order
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
 	log.Infof("placing grid orders...")
 

pkg/strategy/mirrormaker/main.go

@@ -13,14 +13,16 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const ID = "mirrormaker"
+
 var defaultMargin = fixedpoint.NewFromFloat(0.01)
 
 var defaultQuantity = fixedpoint.NewFromFloat(0.001)
 
-var log = logrus.WithField("strategy", "mirrormaker")
+var log = logrus.WithField("strategy", ID)
 
 func init() {
-	bbgo.RegisterStrategy("mirrormaker", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -58,6 +60,10 @@ type Strategy struct {
 	stopC chan struct{}
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	sourceSession, ok := sessions[s.SourceExchange]
 	if !ok {

pkg/strategy/pricealert/strategy.go

@@ -8,8 +8,10 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const ID = "pricealert"
+
 func init() {
-	bbgo.RegisterStrategy("pricealert", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -17,11 +19,15 @@ type Strategy struct {
 	bbgo.Notifiability
 
 	// These fields will be filled from the config file (it translates YAML to JSON)
-	Symbol    string `json:"symbol"`
-	Interval  string `json:"interval"`
+	Symbol    string  `json:"symbol"`
+	Interval  string  `json:"interval"`
 	MinChange float64 `json:"minChange"`
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }

pkg/strategy/skeleton/strategy.go

@@ -9,8 +9,10 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const ID = "skeleton"
+
 func init() {
-	bbgo.RegisterStrategy("skeleton", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -19,6 +21,11 @@ type Strategy struct {
 	types.Market
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
 }

pkg/strategy/swing/strategy.go

@@ -11,6 +11,8 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const ID = "swing"
+
 // The indicators (SMA and EWMA) that we want to use are returning float64 data.
 type Float64Indicator interface {
 	Last() float64
@@ -20,7 +22,7 @@ func init() {
 	// Register the pointer of the strategy struct,
 	// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
 	// Note: built-in strategies need to imported manually in the bbgo cmd package.
-	bbgo.RegisterStrategy("swing", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -76,6 +78,10 @@ type Strategy struct {
 	MovingAverageWindow int `json:"movingAverageWindow"`
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
 }

pkg/strategy/trailingstop/strategy.go

@@ -13,7 +13,9 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-var log = logrus.WithField("strategy", "trailingstop")
+const ID = "trailingstop"
+
+var log = logrus.WithField("strategy", ID)
 
 // The indicators (SMA and EWMA) that we want to use are returning float64 data.
 type Float64Indicator interface {
@@ -24,7 +26,7 @@ func init() {
 	// Register the pointer of the strategy struct,
 	// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
 	// Note: built-in strategies need to imported manually in the bbgo cmd package.
-	bbgo.RegisterStrategy("trailingstop", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -71,6 +73,10 @@ type Strategy struct {
 	order types.Order
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})
 	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.MovingAverageInterval.String()})

pkg/strategy/xpuremaker/strategy.go

@@ -12,8 +12,10 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+const ID = "xpuremaker"
+
 func init() {
-	bbgo.RegisterStrategy("xpuremaker", &Strategy{})
+	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
 type Strategy struct {
@@ -29,6 +31,10 @@ type Strategy struct {
 	activeOrders map[string]types.Order
 }
 
+func (s *Strategy) ID() string {
+	return ID
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 	session.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
 }