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xfunding: call syncFundingFeeRecords to sync funding fee records

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c9s 2023-03-26 15:04:12 +08:00
parent cadd3f0795
commit 88514e8bd9
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1 changed files with 31 additions and 3 deletions
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34
pkg/strategy/xfunding/strategy.go
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@ -321,6 +321,9 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
s.syncFundingFeeRecords(ctx, s.ProfitStats.LastFundingFeeTime)
}
// TEST CODE:
// s.syncFundingFeeRecords(ctx, time.Now().Add(-3*24*time.Hour))
s.spotOrderExecutor = s.allocateOrderExecutor(ctx, s.spotSession, instanceID, s.SpotPosition)
s.spotOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
// we act differently on the spot account
@ -463,6 +466,11 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
func (s *Strategy) syncFundingFeeRecords(ctx context.Context, since time.Time) {
now := time.Now()
log.Infof("syncing funding fee records from the income history query: %s <=> %s", since, now)
defer log.Infof("sync funding fee records done")
q := batch.BinanceFuturesIncomeBatchQuery{
BinanceFuturesIncomeHistoryService: s.binanceFutures,
}
@ -473,10 +481,30 @@ func (s *Strategy) syncFundingFeeRecords(ctx context.Context, since time.Time) {
case <-ctx.Done():
return
case income := <-dataC:
log.Infof("income: %+v", income)
case income, ok := <-dataC:
if !ok {
return
}
log.Infof("income: %+v", income)
switch income.IncomeType {
case binanceapi.FuturesIncomeFundingFee:
err := s.ProfitStats.AddFundingFee(FundingFee{
Asset: income.Asset,
Amount: income.Income,
Txn: income.TranId,
Time: income.Time.Time(),
})
if err != nil {
log.WithError(err).Errorf("can not add funding fee record to ProfitStats")
}
}
case err, ok := <-errC:
if !ok {
return
}
case err := <-errC:
log.WithError(err).Errorf("unable to query futures income history")
return