mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
mirror: add copy ratio
This commit is contained in:
austin362667
parent
bfa4c4f546
commit
7dee5fa54f
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@ -1,39 +0,0 @@
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sessions:
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binance-master:
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exchange: binance
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envVarPrefix: BINANCE
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futures: true
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binance-slave:
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exchange: binance
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envVarPrefix: BINANCE_SLAVE
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futures: true
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sync:
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userDataStream:
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trades: true
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filledOrders: true
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sessions:
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- binance-master
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- binance-slave
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symbols:
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- BTCUSDT
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crossExchangeStrategies:
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- on: binance-master
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copytrader:
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symbol: BTCUSDT
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exchange: binance
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#- on: binance-slave
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# copytrader:
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# symbol: BTCUSDT
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# exchange: binance
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# sourceExchange: binanceMaster
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# followerExchange:
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# - binanceMaster
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# - binanceSlave
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17
config/mirror.yaml
Normal file
17
config/mirror.yaml
Normal file
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@ -0,0 +1,17 @@
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sessions:
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binance-master:
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exchange: binance
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envVarPrefix: BINANCE
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futures: true
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binance-slave:
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exchange: binance
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envVarPrefix: BINANCE_SLAVE
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futures: true
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crossExchangeStrategies:
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- on: binance-master
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mirror:
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symbol: BTCUSDT
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exchange: binance
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@ -5,7 +5,6 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/autoborrow"
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_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
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_ "github.com/c9s/bbgo/pkg/strategy/bollmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/copytrader"
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_ "github.com/c9s/bbgo/pkg/strategy/emastop"
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_ "github.com/c9s/bbgo/pkg/strategy/etf"
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_ "github.com/c9s/bbgo/pkg/strategy/ewoDgtrd"
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@ -14,6 +13,7 @@ import (
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_ "github.com/c9s/bbgo/pkg/strategy/funding"
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_ "github.com/c9s/bbgo/pkg/strategy/grid"
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_ "github.com/c9s/bbgo/pkg/strategy/kline"
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_ "github.com/c9s/bbgo/pkg/strategy/mirror"
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_ "github.com/c9s/bbgo/pkg/strategy/pivotshort"
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_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
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_ "github.com/c9s/bbgo/pkg/strategy/pricedrop"
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@ -1,4 +1,4 @@
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package copytrader
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package mirror
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import (
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"context"
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@ -9,7 +9,7 @@ import (
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"github.com/sirupsen/logrus"
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)
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const ID = "copytrader"
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const ID = "mirror"
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const stateKey = "state-v1"
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@ -117,76 +117,9 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
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}
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func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
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//_ = s.Persistence.Sync(s)
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// configure sessions
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//sourceSession, ok := sessions[s.SourceExchange]
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//if !ok {
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// return fmt.Errorf("source exchange session %s is not defined", s.SourceExchange)
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//}
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//s.sourceSession = sourceSession
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//for k, v := range s.FollowerExchange {
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// followerSession, ok := sessions[k]
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// if !ok {
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// panic(fmt.Errorf("maker exchange session %s is not defined", v))
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// }
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// s.followerSession[k] = followerSession
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//
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//}
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log.Info(sessions)
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//sourceSession, _ := sessions["binance-master"]
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//s.SourceSession = sourceSession
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//
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//for k, v := range sessions {
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// // do not follower yourself
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// if k != "binance-master" {
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// s.FollowerSession[k], _ = sessions[k]
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// log.Infof("subscribe follower session %s: %s, from env var: %s", k, v.Name, v.EnvVarPrefix)
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// //if !ok {
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// // panic(fmt.Errorf("follower session %s is not defined", v))
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// //}
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// //s.FollowerSession[k].Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
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// }
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//}
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//if !ok {
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// return fmt.Errorf("source session market %s is not defined", s.Symbol)
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//}
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//s.followerMarket, ok = s.sourceSession.Market(s.Symbol)
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//if !ok {
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// return fmt.Errorf("maker session market %s is not defined", s.Symbol)
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//}
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// restore state
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//instanceID := s.InstanceID()
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//s.groupID = util.FNV32(instanceID)
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//log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)
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//s.book = types.NewStreamBook(s.Symbol)
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//s.book.BindStream(s.sourceSession.MarketDataStream)
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//for k, _ := range s.FollowerExchange {
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// s.activeFollowerOrders[k] = bbgo.NewLocalActiveOrderBook(s.Symbol)
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// s.activeFollowerOrders[k].BindStream(s.followerSession[k].UserDataStream)
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// s.followerOrderStore[k] = bbgo.NewOrderStore(s.Symbol)
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// s.followerOrderStore[k].BindStream(s.followerSession[k].UserDataStream)
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//}
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//
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//s.sourceOrderStore = bbgo.NewOrderStore(s.Symbol)
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//s.sourceOrderStore.BindStream(s.sourceSession.UserDataStream)
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// If position is nil, we need to allocate a new position for calculation
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//if s.Position == nil {
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// s.Position = types.NewPositionFromMarket(s.Market)
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//}
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//log.Infof("===")
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//log.Info(s.SourceSession)
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//log.Infof("===")
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//log.Info(s.FollowerSession)
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sourceSession, ok := sessions["binance-master"]
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if !ok {
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panic(fmt.Errorf("source session %s is not defined", sourceSession.Name))
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@ -262,129 +195,6 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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}
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}
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})
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//}()
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//s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.Position, s.orderStore)
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//if s.NotifyTrade {
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// s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
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// s.Notifiability.Notify(trade)
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// })
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//}
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//s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
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// c := trade.PositionChange()
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// if trade.Exchange == s.sourceSession.ExchangeName {
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// s.CoveredPosition = s.CoveredPosition.Add(c)
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// }
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//
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// s.ProfitStats.AddTrade(trade)
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//
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// if profit.Compare(fixedpoint.Zero) == 0 {
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// s.Environment.RecordPosition(s.Position, trade, nil)
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// } else {
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// log.Infof("%s generated profit: %v", s.Symbol, profit)
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//
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// p := s.Position.NewProfit(trade, profit, netProfit)
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// p.Strategy = ID
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// p.StrategyInstanceID = instanceID
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// s.Notify(&p)
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// s.ProfitStats.AddProfit(p)
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//
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// s.Environment.RecordPosition(s.Position, trade, &p)
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// }
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//})
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//s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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// s.Notifiability.Notify(position)
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//})
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//s.tradeCollector.OnRecover(func(trade types.Trade) {
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// s.Notifiability.Notify("Recover trade", trade)
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//})
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//s.tradeCollector.BindStream(s.sourceSession.UserDataStream)
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//s.tradeCollector.BindStream(s.makerSession.UserDataStream)
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//go func() {
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//defer func() {
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// if err := s.activeFollowerOrders.GracefulCancel(context.Background(),
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// s.makerSession.Exchange); err != nil {
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// log.WithError(err).Errorf("can not cancel %s orders", s.Symbol)
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// }
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//}()
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// for {
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// select {
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//
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// //case <-s.stopC:
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// // log.Warnf("%s maker goroutine stopped, due to the stop signal", s.Symbol)
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// // return
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//
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// case <-ctx.Done():
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// log.Warnf("%s maker goroutine stopped, due to the cancelled context", s.Symbol)
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// return
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//
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// case <-quoteTicker.C:
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// s.updateQuote(ctx, orderExecutionRouter)
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//
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// case <-reportTicker.C:
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// s.Notifiability.Notify(&s.ProfitStats)
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//
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// case <-tradeScanTicker.C:
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// log.Infof("scanning trades from %s ago...", tradeScanInterval)
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// startTime := time.Now().Add(-tradeScanInterval)
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// if err := s.tradeCollector.Recover(ctx, s.sourceSession.Exchange.(types.ExchangeTradeHistoryService), s.Symbol, startTime); err != nil {
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// log.WithError(err).Errorf("query trades error")
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// }
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//
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// case <-posTicker.C:
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// // For positive position and positive covered position:
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// // uncover position = +5 - +3 (covered position) = 2
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// //
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// // For positive position and negative covered position:
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// // uncover position = +5 - (-3) (covered position) = 8
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// //
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// // meaning we bought 5 on MAX and sent buy order with 3 on binance
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// //
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// // For negative position:
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// // uncover position = -5 - -3 (covered position) = -2
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// s.tradeCollector.Process()
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//
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// position := s.Position.GetBase()
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//
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// uncoverPosition := position.Sub(s.CoveredPosition)
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// absPos := uncoverPosition.Abs()
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// if !s.DisableHedge && absPos.Compare(s.sourceMarket.MinQuantity) > 0 {
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// log.Infof("%s base position %v coveredPosition: %v uncoverPosition: %v",
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// s.Symbol,
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// position,
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// s.CoveredPosition,
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// uncoverPosition,
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// )
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//
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// s.Hedge(ctx, uncoverPosition.Neg())
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// }
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// }
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// }
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//}()
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//s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
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// defer wg.Done()
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//
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// close(s.stopC)
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//
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// // wait for the quoter to stop
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// time.Sleep(s.UpdateInterval.Duration())
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//
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// shutdownCtx, cancelShutdown := context.WithTimeout(context.TODO(), time.Minute)
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// defer cancelShutdown()
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//
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// if err := s.activeMakerOrders.GracefulCancel(shutdownCtx, s.makerSession.Exchange); err != nil {
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// log.WithError(err).Errorf("graceful cancel error")
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// }
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//
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// s.Notify("%s: %s position", ID, s.Symbol, s.Position)
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//})
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return nil
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}
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