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gap: accumulate fee

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This commit is contained in:
c9s 2021-03-22 15:50:47 +08:00
parent 24c4d05e91
commit 865dda14f5
1 changed files with 11 additions and 1 deletions
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12
pkg/strategy/gap/strategy.go
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@ -29,7 +29,9 @@ func (s *Strategy) ID() string {
return ID
}
type State struct{}
type State struct {
AccumulativeFees map[string]fixedpoint.Value
}
type Strategy struct {
*bbgo.Graceful
@ -62,6 +64,14 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
if trade.Symbol != s.Symbol {
return
}
if s.state.AccumulativeFees == nil {
s.state.AccumulativeFees = make(map[string]fixedpoint.Value)
}
s.state.AccumulativeFees[trade.FeeCurrency] += fixedpoint.NewFromFloat(trade.Fee)
log.Infof("accumulative fee: %f %s", s.state.AccumulativeFees[trade.FeeCurrency].Float64(), trade.FeeCurrency)
}
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {