xmaker: improve balance checking

config/xmaker-btcusdt.yaml

@@ -72,7 +72,7 @@ riskControls:
 
 crossExchangeStrategies:
 
-- mobydick:
+- xmaker:
     symbol: BTCUSDT
     sourceExchange: binance
     makerExchange: max

config/xmaker-ethusdt.yaml

@@ -63,11 +63,11 @@ riskControls:
 
 crossExchangeStrategies:
 
-- mobydick:
+- xmaker:
     symbol: ETHUSDT
     sourceExchange: binance
     makerExchange: max
-    updateInterval: 1s
+    updateInterval: 2s
 
     # disableHedge disables the hedge orders on the source exchange
     # disableHedge: true
@@ -78,7 +78,7 @@ crossExchangeStrategies:
     askMargin: 0.004
     bidMargin: 0.004
 
-    quantity: 0.1
+    quantity: 0.01
     quantityMultiplier: 2
 
     # numLayers means how many order we want to place on each side. 3 means we want 3 bid orders and 3 ask orders

config/xmaker.yaml

@@ -49,7 +49,7 @@ sessions:
 
 crossExchangeStrategies:
 
-- mobydick:
+- xmaker:
     symbol: "BTCUSDT"
     sourceExchange: binance
     makerExchange: max

pkg/bbgo/trader.go

@@ -173,6 +173,8 @@ func (trader *Trader) Subscribe() {
 		for _, strategy := range strategies {
 			if subscriber, ok := strategy.(ExchangeSessionSubscriber); ok {
 				subscriber.Subscribe(session)
+			} else {
+				log.Errorf("strategy %s does not implement ExchangeSessionSubscriber", strategy.ID())
 			}
 		}
 	}
@@ -180,6 +182,8 @@ func (trader *Trader) Subscribe() {
 	for _, strategy := range trader.crossExchangeStrategies {
 		if subscriber, ok := strategy.(CrossExchangeSessionSubscriber); ok {
 			subscriber.CrossSubscribe(trader.environment.sessions)
+		} else {
+			log.Errorf("strategy %s does not implement CrossExchangeSessionSubscriber", strategy.ID())
 		}
 	}
 }

pkg/cmd/builtin.go

@@ -11,5 +11,6 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/support"
 	_ "github.com/c9s/bbgo/pkg/strategy/swing"
 	_ "github.com/c9s/bbgo/pkg/strategy/trailingstop"
+	_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
 	_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
 )

pkg/exchange/max/maxapi/order.go

@@ -501,7 +501,7 @@ func (r *CreateOrderRequest) Do(ctx context.Context) (order *Order, err error) {
 		payload["group_id"] = r.groupID
 	}
 
-	req, err := r.client.newAuthenticatedRequest("POST", "v2/orders", &payload)
+	req, err := r.client.newAuthenticatedRequest("POST", "v2/orders", payload)
 	if err != nil {
 		return order, errors.Wrapf(err, "order create error")
 	}

pkg/strategy/xmaker/strategy.go

@@ -82,11 +82,16 @@ type Strategy struct {
 func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 	sourceSession, ok := sessions[s.SourceExchange]
 	if !ok {
-		panic(fmt.Errorf("source exchange %s is not defined", s.SourceExchange))
+		panic(fmt.Errorf("source session %s is not defined", s.SourceExchange))
 	}
 
-	log.Infof("subscribing %s from %s", s.Symbol, s.SourceExchange)
 	sourceSession.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{})
+
+	makerSession, ok := sessions[s.MakerExchange]
+	if !ok {
+		panic(fmt.Errorf("maker session %s is not defined", s.MakerExchange))
+	}
+	makerSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
 }
 
 func (s *Strategy) updateQuote(ctx context.Context) {
@@ -104,7 +109,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	}
 
 	if valid, err := sourceBook.IsValid(); !valid {
-		log.WithError(err).Error("invalid order book: %v", err)
+		log.WithError(err).Errorf("invalid order book: %v", err)
 		return
 	}
 
@@ -131,9 +136,18 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	makerQuota := &bbgo.QuotaTransaction{}
 	if b, ok := makerBalances[s.makerMarket.BaseCurrency]; ok {
 		makerQuota.BaseAsset.Add(b.Available)
+
+		if b.Available.Float64() <= s.makerMarket.MinQuantity {
+			disableMakerAsk = true
+		}
 	}
+
 	if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok {
 		makerQuota.QuoteAsset.Add(b.Available)
+
+		if b.Available.Float64() <= s.makerMarket.MinNotional {
+			disableMakerBid = true
+		}
 	}
 
 	hedgeBalances := s.sourceSession.Account.Balances()
@@ -141,6 +155,7 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
 		hedgeQuota.BaseAsset.Add(b.Available)
 
+		// to make bid orders, we need enough base asset in the foreign exchange,
 		// if the base asset balance is not enough for selling
 		if b.Available.Float64() <= s.sourceMarket.MinQuantity {
 			disableMakerBid = true
@@ -150,12 +165,18 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 	if b, ok := hedgeBalances[s.sourceMarket.QuoteCurrency]; ok {
 		hedgeQuota.QuoteAsset.Add(b.Available)
 
+		// to make ask orders, we need enough quote asset in the foreign exchange,
 		// if the quote asset balance is not enough for buying
 		if b.Available.Float64() <= s.sourceMarket.MinNotional {
 			disableMakerAsk = true
 		}
 	}
 
+	if disableMakerAsk && disableMakerBid {
+		log.Warn("maker is disabled due to insufficient balances")
+		return
+	}
+
 	for i := 0; i < s.NumLayers; i++ {
 		// for maker bid orders
 		if !disableMakerBid {
@@ -376,7 +397,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
 	}
 
 	// restore state
-	instanceID := fmt.Sprintf("%s-%s-%s", ID, s.Symbol)
+	instanceID := fmt.Sprintf("%s-%s", ID, s.Symbol)
 	s.groupID = generateGroupID(instanceID)
 	log.Infof("using group id %d from fnv(%s)", s.groupID, instanceID)