From 88514e8bd95abbe4d0264d59411cc2ba91b7c17a Mon Sep 17 00:00:00 2001 From: c9s Date: Sun, 26 Mar 2023 15:04:12 +0800 Subject: [PATCH] xfunding: call syncFundingFeeRecords to sync funding fee records --- pkg/strategy/xfunding/strategy.go | 34 ++++++++++++++++++++++++++++--- 1 file changed, 31 insertions(+), 3 deletions(-) diff --git a/pkg/strategy/xfunding/strategy.go b/pkg/strategy/xfunding/strategy.go index f80341592..28789c5bc 100644 --- a/pkg/strategy/xfunding/strategy.go +++ b/pkg/strategy/xfunding/strategy.go @@ -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