mirror: add copy ratio

config/copytrader.yaml

@@ -1,39 +0,0 @@
-sessions:
-  binance-master:
-    exchange: binance
-    envVarPrefix: BINANCE
-    futures: true
-  binance-slave:
-    exchange: binance
-    envVarPrefix: BINANCE_SLAVE
-    futures: true
-
-sync:
-  userDataStream:
-    trades: true
-    filledOrders: true
-  sessions:
-    - binance-master
-    - binance-slave
-  symbols:
-    - BTCUSDT
-
-crossExchangeStrategies:
-
-- on: binance-master
-  copytrader:
-    symbol: BTCUSDT
-    exchange: binance
-
-#- on: binance-slave
-#  copytrader:
-#    symbol: BTCUSDT
-#    exchange: binance
-
-
-#  sourceExchange: binanceMaster
-#  followerExchange:
-#    - binanceMaster
-#    - binanceSlave
-
-

config/mirror.yaml

@@ -0,0 +1,17 @@
+sessions:
+  binance-master:
+    exchange: binance
+    envVarPrefix: BINANCE
+    futures: true
+  binance-slave:
+    exchange: binance
+    envVarPrefix: BINANCE_SLAVE
+    futures: true
+
+crossExchangeStrategies:
+
+- on: binance-master
+  mirror:
+    symbol: BTCUSDT
+    exchange: binance
+

pkg/cmd/builtin.go

@@ -5,7 +5,6 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/autoborrow"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
 	_ "github.com/c9s/bbgo/pkg/strategy/bollmaker"
-	_ "github.com/c9s/bbgo/pkg/strategy/copytrader"
 	_ "github.com/c9s/bbgo/pkg/strategy/emastop"
 	_ "github.com/c9s/bbgo/pkg/strategy/etf"
 	_ "github.com/c9s/bbgo/pkg/strategy/ewoDgtrd"
@@ -14,6 +13,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/funding"
 	_ "github.com/c9s/bbgo/pkg/strategy/grid"
 	_ "github.com/c9s/bbgo/pkg/strategy/kline"
+	_ "github.com/c9s/bbgo/pkg/strategy/mirror"
 	_ "github.com/c9s/bbgo/pkg/strategy/pivotshort"
 	_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
 	_ "github.com/c9s/bbgo/pkg/strategy/pricedrop"

pkg/strategy/mirror/strategy.go

@@ -1,4 +1,4 @@
-package copytrader
+package mirror
 
 import (
 	"context"
@@ -9,7 +9,7 @@ import (
 	"github.com/sirupsen/logrus"
 )
 
-const ID = "copytrader"
+const ID = "mirror"
 
 const stateKey = "state-v1"
 
@@ -117,76 +117,9 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
-	//_ = s.Persistence.Sync(s)
-	// configure sessions
-	//sourceSession, ok := sessions[s.SourceExchange]
-	//if !ok {
-	//	return fmt.Errorf("source exchange session %s is not defined", s.SourceExchange)
-	//}
-
-	//s.sourceSession = sourceSession
-
-	//for k, v := range s.FollowerExchange {
-	//	followerSession, ok := sessions[k]
-	//	if !ok {
-	//		panic(fmt.Errorf("maker exchange session %s is not defined", v))
-	//	}
-	//	s.followerSession[k] = followerSession
-	//
-	//}
 
 	log.Info(sessions)
 
-	//sourceSession, _ := sessions["binance-master"]
-	//s.SourceSession = sourceSession
-	//
-	//for k, v := range sessions {
-	//	// do not follower yourself
-	//	if k != "binance-master" {
-	//		s.FollowerSession[k], _ = sessions[k]
-	//		log.Infof("subscribe follower session %s: %s, from env var: %s", k, v.Name, v.EnvVarPrefix)
-	//		//if !ok {
-	//		//	panic(fmt.Errorf("follower session %s is not defined", v))
-	//		//}
-	//		//s.FollowerSession[k].Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
-	//	}
-	//}
-
-	//if !ok {
-	//	return fmt.Errorf("source session market %s is not defined", s.Symbol)
-	//}
-
-	//s.followerMarket, ok = s.sourceSession.Market(s.Symbol)
-	//if !ok {
-	//	return fmt.Errorf("maker session market %s is not defined", s.Symbol)
-	//}
-
-	// restore state
-	//instanceID := s.InstanceID()
-	//s.groupID = util.FNV32(instanceID)
-	//log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
-
-	//s.book = types.NewStreamBook(s.Symbol)
-	//s.book.BindStream(s.sourceSession.MarketDataStream)
-
-	//for k, _ := range s.FollowerExchange {
-	//	s.activeFollowerOrders[k] = bbgo.NewLocalActiveOrderBook(s.Symbol)
-	//	s.activeFollowerOrders[k].BindStream(s.followerSession[k].UserDataStream)
-	//	s.followerOrderStore[k] = bbgo.NewOrderStore(s.Symbol)
-	//	s.followerOrderStore[k].BindStream(s.followerSession[k].UserDataStream)
-	//}
-	//
-	//s.sourceOrderStore = bbgo.NewOrderStore(s.Symbol)
-	//s.sourceOrderStore.BindStream(s.sourceSession.UserDataStream)
-	// If position is nil, we need to allocate a new position for calculation
-	//if s.Position == nil {
-	//	s.Position = types.NewPositionFromMarket(s.Market)
-	//}
-
-	//log.Infof("===")
-	//log.Info(s.SourceSession)
-	//log.Infof("===")
-	//log.Info(s.FollowerSession)
 	sourceSession, ok := sessions["binance-master"]
 	if !ok {
 		panic(fmt.Errorf("source session %s is not defined", sourceSession.Name))
@@ -262,129 +195,6 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
 			}
 		}
 	})
-	//}()
-
-	//s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
-
-	//if s.NotifyTrade {
-	//	s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
-	//		s.Notifiability.Notify(trade)
-	//	})
-	//}
-
-	//s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
-	//	c := trade.PositionChange()
-	//	if trade.Exchange == s.sourceSession.ExchangeName {
-	//		s.CoveredPosition = s.CoveredPosition.Add(c)
-	//	}
-	//
-	//	s.ProfitStats.AddTrade(trade)
-	//
-	//	if profit.Compare(fixedpoint.Zero) == 0 {
-	//		s.Environment.RecordPosition(s.Position, trade, nil)
-	//	} else {
-	//		log.Infof("%s generated profit: %v", s.Symbol, profit)
-	//
-	//		p := s.Position.NewProfit(trade, profit, netProfit)
-	//		p.Strategy = ID
-	//		p.StrategyInstanceID = instanceID
-	//		s.Notify(&p)
-	//		s.ProfitStats.AddProfit(p)
-	//
-	//		s.Environment.RecordPosition(s.Position, trade, &p)
-	//	}
-	//})
-
-	//s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
-	//	s.Notifiability.Notify(position)
-	//})
-	//s.tradeCollector.OnRecover(func(trade types.Trade) {
-	//	s.Notifiability.Notify("Recover trade", trade)
-	//})
-	//s.tradeCollector.BindStream(s.sourceSession.UserDataStream)
-	//s.tradeCollector.BindStream(s.makerSession.UserDataStream)
-
-	//go func() {
-
-	//defer func() {
-	//	if err := s.activeFollowerOrders.GracefulCancel(context.Background(),
-	//		s.makerSession.Exchange); err != nil {
-	//		log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
-	//	}
-	//}()
-
-	//	for {
-	//		select {
-	//
-	//		//case <-s.stopC:
-	//		//	log.Warnf("%s maker goroutine stopped, due to the stop signal", s.Symbol)
-	//		//	return
-	//
-	//		case <-ctx.Done():
-	//			log.Warnf("%s maker goroutine stopped, due to the cancelled context", s.Symbol)
-	//			return
-	//
-	//		case <-quoteTicker.C:
-	//			s.updateQuote(ctx, orderExecutionRouter)
-	//
-	//		case <-reportTicker.C:
-	//			s.Notifiability.Notify(&s.ProfitStats)
-	//
-	//		case <-tradeScanTicker.C:
-	//			log.Infof("scanning trades from %s ago...", tradeScanInterval)
-	//			startTime := time.Now().Add(-tradeScanInterval)
-	//			if err := s.tradeCollector.Recover(ctx, s.sourceSession.Exchange.(types.ExchangeTradeHistoryService), s.Symbol, startTime); err != nil {
-	//				log.WithError(err).Errorf("query trades error")
-	//			}
-	//
-	//		case <-posTicker.C:
-	//			// For positive position and positive covered position:
-	//			// uncover position = +5 - +3 (covered position) = 2
-	//			//
-	//			// For positive position and negative covered position:
-	//			// uncover position = +5 - (-3) (covered position) = 8
-	//			//
-	//			// meaning we bought 5 on MAX and sent buy order with 3 on binance
-	//			//
-	//			// For negative position:
-	//			// uncover position = -5 - -3 (covered position) = -2
-	//			s.tradeCollector.Process()
-	//
-	//			position := s.Position.GetBase()
-	//
-	//			uncoverPosition := position.Sub(s.CoveredPosition)
-	//			absPos := uncoverPosition.Abs()
-	//			if !s.DisableHedge && absPos.Compare(s.sourceMarket.MinQuantity) > 0 {
-	//				log.Infof("%s base position %v coveredPosition: %v uncoverPosition: %v",
-	//					s.Symbol,
-	//					position,
-	//					s.CoveredPosition,
-	//					uncoverPosition,
-	//				)
-	//
-	//				s.Hedge(ctx, uncoverPosition.Neg())
-	//			}
-	//		}
-	//	}
-	//}()
-
-	//s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
-	//	defer wg.Done()
-	//
-	//	close(s.stopC)
-	//
-	//	// wait for the quoter to stop
-	//	time.Sleep(s.UpdateInterval.Duration())
-	//
-	//	shutdownCtx, cancelShutdown := context.WithTimeout(context.TODO(), time.Minute)
-	//	defer cancelShutdown()
-	//
-	//	if err := s.activeMakerOrders.GracefulCancel(shutdownCtx, s.makerSession.Exchange); err != nil {
-	//		log.WithError(err).Errorf("graceful cancel error")
-	//	}
-	//
-	//	s.Notify("%s: %s position", ID, s.Symbol, s.Position)
-	//})
 
 	return nil
 }