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https://github.com/c9s/bbgo.git
synced 2024-11-26 00:35:15 +00:00
add ID() to Strategy interface
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parent
8aa96c4546
commit
7904c6f4d0
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@ -168,12 +168,32 @@ type Config struct {
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RiskControls *RiskControls `json:"riskControls,omitempty" yaml:"riskControls,omitempty"`
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ExchangeStrategies []ExchangeStrategyMount `json:"exchangeStrategies,omitempty" yaml:"exchangeStrategies,omitempty"`
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CrossExchangeStrategies []CrossExchangeStrategy `json:"crossExchangeStrategies,omitempty" yaml:"crossExchangeStrategies,omitempty"`
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ExchangeStrategies []ExchangeStrategyMount `json:"-" yaml:"-"`
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CrossExchangeStrategies []CrossExchangeStrategy `json:"-" yaml:"-"`
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PnLReporters []PnLReporterConfig `json:"reportPnL,omitempty" yaml:"reportPnL,omitempty"`
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}
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func (c *Config) Map() (map[string]interface{}, error) {
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text, err := json.Marshal(c)
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if err != nil {
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return nil, err
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}
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var data map[string]interface{}
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err = json.Unmarshal(text, &data)
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if err != nil {
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return nil, err
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}
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// convert strategy config back to the DSL format
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for _, st := range c.ExchangeStrategies {
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_ = st.Strategy
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}
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return data, err
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}
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type Stash map[string]interface{}
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func loadStash(config []byte) (Stash, error) {
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@ -17,6 +17,7 @@ var SupportedExchanges = []types.ExchangeName{"binance", "max"}
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// SingleExchangeStrategy represents the single Exchange strategy
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type SingleExchangeStrategy interface {
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ID() string
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Run(ctx context.Context, orderExecutor OrderExecutor, session *ExchangeSession) error
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}
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@ -29,6 +30,7 @@ type CrossExchangeSessionSubscriber interface {
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}
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type CrossExchangeStrategy interface {
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ID() string
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CrossRun(ctx context.Context, orderExecutionRouter OrderExecutionRouter, sessions map[string]*ExchangeSession) error
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}
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@ -12,13 +12,15 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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var log = logrus.WithField("strategy", "bollgrid")
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const ID = "bollgrid"
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var log = logrus.WithField("strategy", ID)
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func init() {
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// Register the pointer of the strategy struct,
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// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
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// Note: built-in strategies need to imported manually in the bbgo cmd package.
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bbgo.RegisterStrategy("bollgrid", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -81,6 +83,10 @@ type Strategy struct {
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boll *indicator.BOLL
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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// currently we need the 1m kline to update the last close price and indicators
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})
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@ -12,10 +12,12 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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var log = logrus.WithField("strategy", "buyandhold")
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const ID = "buyandhold"
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var log = logrus.WithField("strategy", ID)
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func init() {
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bbgo.RegisterStrategy("buyandhold", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -29,6 +31,10 @@ type Strategy struct {
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MovingAverageWindow int `json:"movingAverageWindow"`
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: string(s.Interval)})
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}
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@ -13,8 +13,10 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "flashcrash"
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func init() {
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bbgo.RegisterStrategy("flashcrash", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -54,6 +56,10 @@ type Strategy struct {
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ewma *indicator.EWMA
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) updateOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
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if err := session.Exchange.CancelOrders(context.Background(), s.activeOrders.Bids.Orders()...); err != nil {
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log.WithError(err).Errorf("cancel order error")
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@ -12,13 +12,15 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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var log = logrus.WithField("strategy", "grid")
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const ID = "grid"
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var log = logrus.WithField("strategy", ID)
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func init() {
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// Register the pointer of the strategy struct,
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// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
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// Note: built-in strategies need to imported manually in the bbgo cmd package.
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bbgo.RegisterStrategy("grid", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -69,6 +71,10 @@ type Strategy struct {
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orders map[uint64]types.Order
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
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log.Infof("placing grid orders...")
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@ -13,14 +13,16 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "mirrormaker"
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var defaultMargin = fixedpoint.NewFromFloat(0.01)
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var defaultQuantity = fixedpoint.NewFromFloat(0.001)
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var log = logrus.WithField("strategy", "mirrormaker")
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var log = logrus.WithField("strategy", ID)
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func init() {
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bbgo.RegisterStrategy("mirrormaker", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -58,6 +60,10 @@ type Strategy struct {
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stopC chan struct{}
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
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sourceSession, ok := sessions[s.SourceExchange]
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if !ok {
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@ -8,8 +8,10 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "pricealert"
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func init() {
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bbgo.RegisterStrategy("pricealert", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -22,6 +24,10 @@ type Strategy struct {
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MinChange float64 `json:"minChange"`
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
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}
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@ -9,8 +9,10 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "skeleton"
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func init() {
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bbgo.RegisterStrategy("skeleton", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -19,6 +21,11 @@ type Strategy struct {
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types.Market
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
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}
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@ -11,6 +11,8 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "swing"
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// The indicators (SMA and EWMA) that we want to use are returning float64 data.
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type Float64Indicator interface {
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Last() float64
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@ -20,7 +22,7 @@ func init() {
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// Register the pointer of the strategy struct,
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// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
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// Note: built-in strategies need to imported manually in the bbgo cmd package.
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bbgo.RegisterStrategy("swing", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -76,6 +78,10 @@ type Strategy struct {
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MovingAverageWindow int `json:"movingAverageWindow"`
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
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}
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@ -13,7 +13,9 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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var log = logrus.WithField("strategy", "trailingstop")
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const ID = "trailingstop"
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var log = logrus.WithField("strategy", ID)
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// The indicators (SMA and EWMA) that we want to use are returning float64 data.
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type Float64Indicator interface {
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@ -24,7 +26,7 @@ func init() {
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// Register the pointer of the strategy struct,
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// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
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// Note: built-in strategies need to imported manually in the bbgo cmd package.
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bbgo.RegisterStrategy("trailingstop", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -71,6 +73,10 @@ type Strategy struct {
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order types.Order
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval.String()})
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.MovingAverageInterval.String()})
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@ -12,8 +12,10 @@ import (
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"github.com/c9s/bbgo/pkg/types"
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)
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const ID = "xpuremaker"
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func init() {
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bbgo.RegisterStrategy("xpuremaker", &Strategy{})
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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type Strategy struct {
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@ -29,6 +31,10 @@ type Strategy struct {
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activeOrders map[string]types.Order
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}
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func (s *Strategy) ID() string {
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return ID
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
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}
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