mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-27 09:15:15 +00:00
mirror: add copy ratio
This commit is contained in:
austin362667
parent
bfa4c4f546
commit
7dee5fa54f
|
|
@ -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
|
||||
|
||||
|
||||
17
config/mirror.yaml
Normal file
17
config/mirror.yaml
Normal file
|
|
@ -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
|
||||
|
||||
|
|
@ -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"
|
||||
|
|
|
|||
|
|
@ -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
|
||||
}
|
||||
Loading…
Reference in New Issue
Block a user