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Merge pull request #584 from c9s/add-nav-columns

Browse Source 
feature: record nav values into db
This commit is contained in:
Yo-An Lin 2022-05-04 16:25:04 +08:00 committed by GitHub
commit 8cf9218dce
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GPG Key ID: 4AEE18F83AFDEB23
22 changed files with 478 additions and 124 deletions
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23
.github/workflows/go.yml vendored
View File

@ -15,8 +15,13 @@ jobs:
matrix:
redis-version:
- 6.2
env:
MYSQL_DATABASE: bbgo
MYSQL_USER: "root"
MYSQL_PASSWORD: "root"
steps:
- uses: actions/checkout@v2
- uses: actions/cache@v2
@ -28,7 +33,12 @@ jobs:
restore-keys: |
${{ runner.os }}-go-
- name: Setup redis
- name: Set up MySQL
run: |
sudo /etc/init.d/mysql start
mysql -e 'CREATE DATABASE ${{ env.MYSQL_DATABASE }};' -u${{ env.MYSQL_USER }} -p${{ env.MYSQL_PASSWORD }}
- name: Set up redis
uses: shogo82148/actions-setup-redis@v1
with:
redis-version: ${{ matrix.redis-version }}
@ -39,6 +49,17 @@ jobs:
with:
go-version: 1.17
- name: Install Migration Tool
run: go install github.com/c9s/rockhopper/cmd/rockhopper@v1.2.1
- name: Test Migration SQL Files For MySQL
run: |
rockhopper --config rockhopper_mysql.yaml up
- name: Test Migration SQL Files For SQLite
run: |
rockhopper --config rockhopper_sqlite.yaml up
- name: Build
run: go build -v ./cmd/bbgo

47
config/xnav.yaml Normal file
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@ -0,0 +1,47 @@
---
notifications:
slack:
defaultChannel: "dev-bbgo"
errorChannel: "bbgo-error"
# if you want to route channel by symbol
symbolChannels:
"^BTC": "btc"
"^ETH": "eth"
# if you want to route channel by exchange session
sessionChannels:
max: "bbgo-max"
binance: "bbgo-binance"
# routing rules
routing:
trade: "$symbol"
order: "$slient"
submitOrder: "$slient"
pnL: "bbgo-pnl"
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
crossExchangeStrategies:
- xnav:
interval: 1h
reportOnStart: true
ignoreDusts: true

2
migrations/mysql/20211211034819_add_nav_history_details.sql
View File

@ -16,7 +16,7 @@ CREATE TABLE nav_history_details
-- +end
-- +begin
CREATE INDEX idx_nav_history_details
on nav_history_details(time, currency, exchange);
on nav_history_details (time, currency, exchange);
-- +end
-- +down

27
migrations/mysql/20220503144849_add_margin_info_to_nav.sql Normal file
View File

@ -0,0 +1,27 @@
-- +up
-- +begin
ALTER TABLE `nav_history_details`
ADD COLUMN `session` VARCHAR(30) NOT NULL,
ADD COLUMN `is_margin` BOOLEAN NOT NULL DEFAULT FALSE,
ADD COLUMN `is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,
ADD COLUMN `isolated_symbol` VARCHAR(30) NOT NULL DEFAULT '',
ADD COLUMN `net_asset` DECIMAL(32, 8) UNSIGNED DEFAULT 0.00000000 NOT NULL,
ADD COLUMN `borrowed` DECIMAL(32, 8) UNSIGNED DEFAULT 0.00000000 NOT NULL,
ADD COLUMN `price_in_usd` DECIMAL(32, 8) UNSIGNED DEFAULT 0.00000000 NOT NULL
;
-- +end
-- +down
-- +begin
ALTER TABLE `nav_history_details`
DROP COLUMN `session`,
DROP COLUMN `net_asset`,
DROP COLUMN `borrowed`,
DROP COLUMN `price_in_usd`,
DROP COLUMN `is_margin`,
DROP COLUMN `is_isolated`,
DROP COLUMN `isolated_symbol`
;
-- +end

12
migrations/sqlite3/20220503144849_add_margin_info_to_nav.sql Normal file
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@ -0,0 +1,12 @@
-- +up
ALTER TABLE `nav_history_details` ADD COLUMN `session` VARCHAR(50) NOT NULL;
ALTER TABLE `nav_history_details` ADD COLUMN `borrowed` DECIMAL UNSIGNED DEFAULT 0.00000000 NOT NULL;
ALTER TABLE `nav_history_details` ADD COLUMN `net_asset` DECIMAL UNSIGNED DEFAULT 0.00000000 NOT NULL;
ALTER TABLE `nav_history_details` ADD COLUMN `price_in_usd` DECIMAL UNSIGNED DEFAULT 0.00000000 NOT NULL;
ALTER TABLE `nav_history_details` ADD COLUMN `is_margin` BOOL DEFAULT FALSE NOT NULL;
ALTER TABLE `nav_history_details` ADD COLUMN `is_isolated` BOOL DEFAULT FALSE NOT NULL;
ALTER TABLE `nav_history_details` ADD COLUMN `isolated_symbol` VARCHAR(30) DEFAULT '' NOT NULL;
-- +down
-- we can not rollback alter table change in sqlite
SELECT 1;

34
pkg/bbgo/environment.go
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@ -649,6 +649,29 @@ func (environ *Environment) Sync(ctx context.Context, userConfig ...*Config) err
return nil
}
func (environ *Environment) RecordAsset(t time.Time, session *ExchangeSession, assets types.AssetMap) {
// skip for back-test
if environ.BacktestService != nil {
return
}
if environ.DatabaseService == nil || environ.AccountService == nil {
return
}
if err := environ.AccountService.InsertAsset(
t,
session.Name,
session.ExchangeName,
session.SubAccount,
session.Margin,
session.IsolatedMargin,
session.IsolatedMarginSymbol,
assets); err != nil {
log.WithError(err).Errorf("can not insert asset record")
}
}
func (environ *Environment) RecordPosition(position *types.Position, trade types.Trade, profit *types.Profit) {
// skip for back-test
if environ.BacktestService != nil {
@ -679,17 +702,6 @@ func (environ *Environment) RecordPosition(position *types.Position, trade types
log.WithError(err).Errorf("can not insert position record")
}
}
// if:
// 1) we are not using sync
// 2) and not sync-ing trades from the user data stream
if environ.TradeService != nil && (environ.syncConfig == nil ||
(environ.syncConfig.UserDataStream == nil) ||
(environ.syncConfig.UserDataStream != nil && !environ.syncConfig.UserDataStream.Trades)) {
if err := environ.TradeService.Insert(trade); err != nil {
log.WithError(err).Errorf("can not insert trade record: %+v", trade)
}
}
}
func (environ *Environment) RecordProfit(profit types.Profit) {

31
pkg/bbgo/session.go
View File

@ -7,6 +7,8 @@ import (
"sync"
"time"
"github.com/slack-go/slack"
"github.com/c9s/bbgo/pkg/cache"
"github.com/prometheus/client_golang/prometheus"
@ -646,21 +648,18 @@ func (session *ExchangeSession) FormatOrder(order types.SubmitOrder) (types.Subm
return order, nil
}
func (session *ExchangeSession) UpdatePrices(ctx context.Context) (err error) {
func (session *ExchangeSession) UpdatePrices(ctx context.Context, currencies []string, fiat string) (err error) {
if session.lastPriceUpdatedAt.After(time.Now().Add(-time.Hour)) {
return nil
}
balances := session.GetAccount().Balances()
var symbols []string
for _, b := range balances {
symbols = append(symbols, b.Currency+"USDT")
symbols = append(symbols, "USDT"+b.Currency)
for _, c := range currencies {
symbols = append(symbols, c+fiat) // BTC/USDT
symbols = append(symbols, fiat+c) // USDT/TWD
}
tickers, err := session.Exchange.QueryTickers(ctx, symbols...)
if err != nil || len(tickers) == 0 {
return err
}
@ -668,12 +667,7 @@ func (session *ExchangeSession) UpdatePrices(ctx context.Context) (err error) {
var lastTime time.Time
for k, v := range tickers {
// for {Crypto}/USDT markets
if strings.HasSuffix(k, "USDT") {
session.lastPrices[k] = v.Last
} else if strings.HasPrefix(k, "USDT") {
session.lastPrices[k] = fixedpoint.One.Div(v.Last)
}
if v.Time.After(lastTime) {
lastTime = v.Time
}
@ -929,3 +923,16 @@ func (session *ExchangeSession) bindConnectionStatusNotification(stream types.St
session.Notifiability.Notify("session %s %s stream connected", session.Name, streamName)
})
}
func (session *ExchangeSession) SlackAttachment() slack.Attachment {
var fields []slack.AttachmentField
var footerIcon = types.ExchangeFooterIcon(session.ExchangeName)
return slack.Attachment{
// Pretext: "",
// Text: text,
Title: session.Name,
Fields: fields,
FooterIcon: footerIcon,
Footer: util.Render("update time {{ . }}", time.Now().Format(time.RFC822)),
}
}

2
pkg/interact/slack.go
View File

@ -242,7 +242,7 @@ func (s *Slack) listen(ctx context.Context) {
innerEvent := eventsAPIEvent.InnerEvent
switch ev := innerEvent.Data.(type) {
case *slackevents.MessageEvent:
log.Infof("message event: text=%+v", ev.Text)
log.Debugf("message event: text=%+v", ev.Text)
if len(ev.BotID) > 0 {
log.Debug("skip bot message")

2
pkg/migrations/mysql/20211211034819_add_nav_history_details.go
View File

@ -19,7 +19,7 @@ func upAddNavHistoryDetails(ctx context.Context, tx rockhopper.SQLExecutor) (err
return err
}
_, err = tx.ExecContext(ctx, "CREATE INDEX idx_nav_history_details\n on nav_history_details(time, currency, exchange);")
_, err = tx.ExecContext(ctx, "CREATE INDEX idx_nav_history_details\n on nav_history_details (time, currency, exchange);")
if err != nil {
return err
}

34
pkg/migrations/mysql/20220503144849_add_margin_info_to_nav.go Normal file
View File

@ -0,0 +1,34 @@
package mysql
import (
"context"
"github.com/c9s/rockhopper"
)
func init() {
AddMigration(upAddMarginInfoToNav, downAddMarginInfoToNav)
}
func upAddMarginInfoToNav(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is applied.
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details`\n ADD COLUMN `session` VARCHAR(30) NOT NULL,\n ADD COLUMN `is_margin` BOOLEAN NOT NULL DEFAULT FALSE,\n ADD COLUMN `is_isolated` BOOLEAN NOT NULL DEFAULT FALSE,\n ADD COLUMN `isolated_symbol` VARCHAR(30) NOT NULL DEFAULT '',\n ADD COLUMN `net_asset` DECIMAL(32, 8) UNSIGNED DEFAULT 0.00000000 NOT NULL,\n ADD COLUMN `borrowed` DECIMAL(32, 8) UNSIGNED DEFAULT 0.00000000 NOT NULL,\n ADD COLUMN `price_in_usd` DECIMAL(32, 8) UNSIGNED DEFAULT 0.00000000 NOT NULL\n;")
if err != nil {
return err
}
return err
}
func downAddMarginInfoToNav(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is rolled back.
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details`\n DROP COLUMN `session`,\n DROP COLUMN `net_asset`,\n DROP COLUMN `borrowed`,\n DROP COLUMN `price_in_usd`,\n DROP COLUMN `is_margin`,\n DROP COLUMN `is_isolated`,\n DROP COLUMN `isolated_symbol`\n;")
if err != nil {
return err
}
return err
}

64
pkg/migrations/sqlite3/20220503144849_add_margin_info_to_nav.go Normal file
View File

@ -0,0 +1,64 @@
package sqlite3
import (
"context"
"github.com/c9s/rockhopper"
)
func init() {
AddMigration(upAddMarginInfoToNav, downAddMarginInfoToNav)
}
func upAddMarginInfoToNav(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is applied.
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `session` VARCHAR(50) NOT NULL;")
if err != nil {
return err
}
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `borrowed` DECIMAL UNSIGNED DEFAULT 0.00000000 NOT NULL;")
if err != nil {
return err
}
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `net_asset` DECIMAL UNSIGNED DEFAULT 0.00000000 NOT NULL;")
if err != nil {
return err
}
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `price_in_usd` DECIMAL UNSIGNED DEFAULT 0.00000000 NOT NULL;")
if err != nil {
return err
}
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `is_margin` BOOL DEFAULT FALSE NOT NULL;")
if err != nil {
return err
}
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `is_isolated` BOOL DEFAULT FALSE NOT NULL;")
if err != nil {
return err
}
_, err = tx.ExecContext(ctx, "ALTER TABLE `nav_history_details` ADD COLUMN `isolated_symbol` VARCHAR(30) DEFAULT '' NOT NULL;")
if err != nil {
return err
}
return err
}
func downAddMarginInfoToNav(ctx context.Context, tx rockhopper.SQLExecutor) (err error) {
// This code is executed when the migration is rolled back.
_, err = tx.ExecContext(ctx, "SELECT 1;")
if err != nil {
return err
}
return err
}

6
pkg/server/routes.go
View File

@ -442,7 +442,7 @@ func genFakeAssets() types.AssetMap {
"DOTUSDT": fixedpoint.NewFromFloat(20.0),
"SANDUSDT": fixedpoint.NewFromFloat(0.13),
"MAXUSDT": fixedpoint.NewFromFloat(0.122),
})
}, time.Now())
for currency, asset := range assets {
totalAssets[currency] = asset
}
@ -460,13 +460,13 @@ func (s *Server) listAssets(c *gin.Context) {
for _, session := range s.Environ.Sessions() {
balances := session.GetAccount().Balances()
if err := session.UpdatePrices(c); err != nil {
if err := session.UpdatePrices(c, balances.Currencies(), "USDT"); err != nil {
logrus.WithError(err).Error("price update failed")
c.Status(http.StatusInternalServerError)
return
}
assets := balances.Assets(session.LastPrices())
assets := balances.Assets(session.LastPrices(), time.Now())
for currency, asset := range assets {
totalAssets[currency] = asset

42
pkg/service/account.go
View File

@ -15,20 +15,48 @@ func NewAccountService(db *sqlx.DB) *AccountService {
return &AccountService{DB: db}
}
func (s *AccountService) InsertAsset(time time.Time, name types.ExchangeName, account string, assets types.AssetMap) error {
// TODO: should pass bbgo.ExchangeSession to this function, but that might cause cyclic import
func (s *AccountService) InsertAsset(time time.Time, session string, name types.ExchangeName, account string, isMargin bool, isIsolatedMargin bool, isolatedMarginSymbol string, assets types.AssetMap) error {
if s.DB == nil {
//skip db insert when no db connection setting.
// skip db insert when no db connection setting.
return nil
}
var err error
for _, v := range assets {
_, _err := s.DB.Exec(`
insert into nav_history_details ( exchange, subaccount, time, currency, balance_in_usd, balance_in_btc,
balance,available,locked)
values (?,?,?,?,?,?,?,?,?);
`, name, account, time, v.Currency, v.InUSD, v.InBTC, v.Total, v.Available, v.Locked)
INSERT INTO nav_history_details (
session,
exchange,
subaccount,
time,
currency,
balance_in_usd,
balance_in_btc,
balance,
available,
locked,
borrowed,
net_asset,
price_in_usd,
is_margin, is_isolated, isolated_symbol)
values (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?);`,
session,
name,
account,
time,
v.Currency,
v.InUSD,
v.InBTC,
v.Total,
v.Available,
v.Locked,
v.Borrowed,
v.NetAsset,
v.PriceInUSD,
isMargin,
isIsolatedMargin,
isolatedMarginSymbol)
err = multierr.Append(err, _err) // successful request

41
pkg/service/account_test.go Normal file
View File

@ -0,0 +1,41 @@
package service
import (
"testing"
"time"
"github.com/jmoiron/sqlx"
"github.com/stretchr/testify/assert"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
func TestAccountService(t *testing.T) {
db, err := prepareDB(t)
if err != nil {
t.Fatal(err)
}
defer db.Close()
xdb := sqlx.NewDb(db.DB, "sqlite3")
service := &AccountService{DB: xdb}
t1 := time.Now()
err = service.InsertAsset(t1, "binance", types.ExchangeBinance, "main", false, false, "", types.AssetMap{
"BTC": types.Asset{
Currency: "BTC",
Total: fixedpoint.MustNewFromString("1.0"),
InUSD: fixedpoint.MustNewFromString("10.0"),
InBTC: fixedpoint.MustNewFromString("0.0001"),
Time: t1,
Locked: fixedpoint.MustNewFromString("0"),
Available: fixedpoint.MustNewFromString("1.0"),
Borrowed: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("1"),
PriceInUSD: fixedpoint.MustNewFromString("44870"),
},
})
assert.NoError(t, err)
}

65
pkg/strategy/xnav/strategy.go
View File

@ -8,7 +8,7 @@ import (
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/pkg/errors"
log "github.com/sirupsen/logrus"
"github.com/sirupsen/logrus"
"github.com/slack-go/slack"
"github.com/c9s/bbgo/pkg/bbgo"
@ -21,6 +21,8 @@ const ID = "xnav"
const stateKey = "state-v1"
var log = logrus.WithField("strategy", ID)
func init() {
bbgo.RegisterStrategy(ID, &Strategy{})
}
@ -59,8 +61,9 @@ type Strategy struct {
Notifiability *bbgo.Notifiability
*bbgo.Graceful
*bbgo.Persistence
*bbgo.Environment
Interval types.Duration `json:"interval"`
Interval types.Interval `json:"interval"`
ReportOnStart bool `json:"reportOnStart"`
IgnoreDusts bool `json:"ignoreDusts"`
state *State
@ -77,44 +80,41 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {}
func (s *Strategy) recordNetAssetValue(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) {
totalAssets := types.AssetMap{}
totalBalances := types.BalanceMap{}
totalBorrowed := map[string]fixedpoint.Value{}
lastPrices := map[string]fixedpoint.Value{}
for _, session := range sessions {
if err := session.UpdateAccount(ctx) ; err != nil {
allPrices := map[string]fixedpoint.Value{}
sessionBalances := map[string]types.BalanceMap{}
priceTime := time.Now()
// iterate the sessions and record them
for sessionName, session := range sessions {
// update the account balances and the margin information
if err := session.UpdateAccount(ctx); err != nil {
log.WithError(err).Errorf("can not update account")
return
}
account := session.GetAccount()
balances := account.Balances()
if err := session.UpdatePrices(ctx); err != nil {
if err := session.UpdatePrices(ctx, balances.Currencies(), "USDT"); err != nil {
log.WithError(err).Error("price update failed")
return
}
for _, b := range balances {
if tb, ok := totalBalances[b.Currency]; ok {
tb.Available = tb.Available.Add(b.Available)
tb.Locked = tb.Locked.Add(b.Locked)
totalBalances[b.Currency] = tb
if b.Borrowed.Sign() > 0 {
totalBorrowed[b.Currency] = totalBorrowed[b.Currency].Add(b.Borrowed)
}
} else {
totalBalances[b.Currency] = b
totalBorrowed[b.Currency] = b.Borrowed
}
}
sessionBalances[sessionName] = balances
totalBalances = totalBalances.Add(balances)
prices := session.LastPrices()
assets := balances.Assets(prices, priceTime)
// merge prices
for m, p := range prices {
lastPrices[m] = p
}
allPrices[m] = p
}
assets := totalBalances.Assets(lastPrices)
for currency, asset := range assets {
s.Environment.RecordAsset(priceTime, session, assets)
}
allAssets := totalBalances.Assets(allPrices, priceTime)
for currency, asset := range allAssets {
// calculated if it's dust only when InUSD (usd value) is defined.
if s.IgnoreDusts && !asset.InUSD.IsZero() && asset.InUSD.Compare(Ten) < 0 {
continue
@ -123,6 +123,8 @@ func (s *Strategy) recordNetAssetValue(ctx context.Context, sessions map[string]
totalAssets[currency] = asset
}
s.Environment.RecordAsset(priceTime, &bbgo.ExchangeSession{Name: "ALL"}, totalAssets)
s.Notifiability.Notify(totalAssets)
if s.state != nil {
@ -171,8 +173,8 @@ func (s *Strategy) LoadState() error {
}
func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, sessions map[string]*bbgo.ExchangeSession) error {
if s.Interval == 0 {
return errors.New("interval can not be zero")
if s.Interval == "" {
return errors.New("interval can not be empty")
}
if err := s.LoadState(); err != nil {
@ -189,6 +191,15 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
s.recordNetAssetValue(ctx, sessions)
}
if s.Environment.BacktestService != nil {
log.Warnf("xnav does not support backtesting")
}
// TODO: if interval is supported, we can use kline as the ticker
if _, ok := types.SupportedIntervals[s.Interval] ; ok {
}
go func() {
ticker := time.NewTicker(util.MillisecondsJitter(s.Interval.Duration(), 1000))
defer ticker.Stop()

64
pkg/types/account.go
View File

@ -56,11 +56,14 @@ func (b Balance) String() (o string) {
type Asset struct {
Currency string `json:"currency" db:"currency"`
Total fixedpoint.Value `json:"total" db:"total"`
InUSD fixedpoint.Value `json:"inUSD" db:"inUSD"`
InBTC fixedpoint.Value `json:"inBTC" db:"inBTC"`
InUSD fixedpoint.Value `json:"inUSD" db:"in_usd"`
InBTC fixedpoint.Value `json:"inBTC" db:"in_btc"`
Time time.Time `json:"time" db:"time"`
Locked fixedpoint.Value `json:"lock" db:"lock" `
Available fixedpoint.Value `json:"available" db:"available"`
Borrowed fixedpoint.Value `json:"borrowed" db:"borrowed"`
NetAsset fixedpoint.Value `json:"netAsset" db:"net_asset"`
PriceInUSD fixedpoint.Value `json:"priceInUSD" db:"price_in_usd"`
}
type AssetMap map[string]Asset
@ -161,6 +164,27 @@ type MarginAssetMap map[string]MarginUserAsset
type FuturesAssetMap map[string]FuturesUserAsset
type FuturesPositionMap map[string]FuturesPosition
func (m BalanceMap) Currencies() (currencies []string) {
for _, b := range m {
currencies = append(currencies, b.Currency)
}
return currencies
}
func (m BalanceMap) Add(bm BalanceMap) BalanceMap {
var total = BalanceMap{}
for _, b := range bm {
tb := total[b.Currency]
tb.Available = tb.Available.Add(b.Available)
tb.Locked = tb.Locked.Add(b.Locked)
tb.Borrowed = tb.Borrowed.Add(b.Borrowed)
tb.NetAsset = tb.NetAsset.Add(b.NetAsset)
tb.Interest = tb.Interest.Add(b.Interest)
total[b.Currency] = tb
}
return total
}
func (m BalanceMap) String() string {
var ss []string
for _, b := range m {
@ -178,41 +202,49 @@ func (m BalanceMap) Copy() (d BalanceMap) {
return d
}
func (m BalanceMap) Assets(prices map[string]fixedpoint.Value) AssetMap {
// Assets converts balances into assets with the given prices
func (m BalanceMap) Assets(prices map[string]fixedpoint.Value, priceTime time.Time) AssetMap {
assets := make(AssetMap)
now := time.Now()
btcusdt, hasBtcPrice := prices["BTCUSDT"]
for currency, b := range m {
if b.Locked.IsZero() && b.Available.IsZero() {
if b.Locked.IsZero() && b.Available.IsZero() && b.Borrowed.IsZero() {
continue
}
asset := Asset{
Currency: currency,
Total: b.Available.Add(b.Locked),
Time: now,
Time: priceTime,
Locked: b.Locked,
Available: b.Available,
Borrowed: b.Borrowed,
NetAsset: b.NetAsset,
}
btcusdt, hasBtcPrice := prices["BTCUSDT"]
usdMarkets := []string{currency + "USDT", currency + "USDC", currency + "USD", "USDT" + currency}
for _, market := range usdMarkets {
if val, ok := prices[market]; ok {
usdPrice, ok := prices[market]
if !ok {
continue
}
// this includes USDT, USD, USDC and so on
if strings.HasPrefix(market, "USD") {
asset.InUSD = asset.Total.Div(val)
if !asset.Total.IsZero() {
asset.InUSD = asset.Total.Div(usdPrice)
}
asset.PriceInUSD = usdPrice
} else {
asset.InUSD = asset.Total.Mul(val)
if !asset.Total.IsZero() {
asset.InUSD = asset.Total.Mul(usdPrice)
}
asset.PriceInUSD = fixedpoint.One.Div(usdPrice)
}
if hasBtcPrice {
if hasBtcPrice && !asset.InUSD.IsZero() {
asset.InBTC = asset.InUSD.Div(btcusdt)
}
}
}
assets[currency] = asset
}
@ -280,6 +312,8 @@ type Account struct {
balances BalanceMap
}
type FuturesAccountInfo struct {
// Futures fields
Assets FuturesAssetMap `json:"assets"`

13
pkg/types/account_test.go
View File

@ -8,6 +8,19 @@ import (
"github.com/c9s/bbgo/pkg/fixedpoint"
)
func TestBalanceMap_Add(t *testing.T) {
var bm = BalanceMap{}
var bm2 = bm.Add(BalanceMap{
"BTC": Balance{
Currency: "BTC",
Available: fixedpoint.MustNewFromString("10.0"),
Locked: fixedpoint.MustNewFromString("0"),
NetAsset: fixedpoint.MustNewFromString("10.0"),
},
})
assert.Len(t, bm2, 1)
}
func TestAccountLockAndUnlock(t *testing.T) {
a := NewAccount()
a.AddBalance("USDT", fixedpoint.NewFromInt(1000))

20
pkg/types/exchange_icon.go Normal file
View File

@ -0,0 +1,20 @@
package types
func ExchangeFooterIcon(exName ExchangeName) string {
footerIcon := ""
switch exName {
case ExchangeBinance:
footerIcon = "https://bin.bnbstatic.com/static/images/common/favicon.ico"
case ExchangeMax:
footerIcon = "https://max.maicoin.com/favicon-16x16.png"
case ExchangeFTX:
footerIcon = "https://ftx.com/favicon.ico?v=2"
case ExchangeOKEx:
footerIcon = "https://static.okex.com/cdn/assets/imgs/MjAxODg/D91A7323087D31A588E0D2A379DD7747.png"
case ExchangeKucoin:
footerIcon = "https://assets.staticimg.com/cms/media/7AV75b9jzr9S8H3eNuOuoqj8PwdUjaDQGKGczGqTS.png"
}
return footerIcon
}

2
pkg/types/order.go
View File

@ -300,7 +300,7 @@ func (o Order) SlackAttachment() slack.Attachment {
Short: true,
})
footerIcon := exchangeFooterIcon(o.Exchange)
footerIcon := ExchangeFooterIcon(o.Exchange)
return slack.Attachment{
Color: SideToColorName(o.Side),

21
pkg/types/trade.go
View File

@ -151,25 +151,6 @@ func (trade Trade) PlainText() string {
var slackTradeTextTemplate = ":handshake: Trade {{ .Symbol }} {{ .Side }} {{ .Quantity }} @ {{ .Price }}"
func exchangeFooterIcon(exName ExchangeName) string {
footerIcon := ""
switch exName {
case ExchangeBinance:
footerIcon = "https://bin.bnbstatic.com/static/images/common/favicon.ico"
case ExchangeMax:
footerIcon = "https://max.maicoin.com/favicon-16x16.png"
case ExchangeFTX:
footerIcon = "https://ftx.com/favicon.ico?v=2"
case ExchangeOKEx:
footerIcon = "https://static.okex.com/cdn/assets/imgs/MjAxODg/D91A7323087D31A588E0D2A379DD7747.png"
case ExchangeKucoin:
footerIcon = "https://assets.staticimg.com/cms/media/7AV75b9jzr9S8H3eNuOuoqj8PwdUjaDQGKGczGqTS.png"
}
return footerIcon
}
func (trade Trade) SlackAttachment() slack.Attachment {
var color = "#DC143C"
@ -179,7 +160,7 @@ func (trade Trade) SlackAttachment() slack.Attachment {
liquidity := trade.Liquidity()
text := util.Render(slackTradeTextTemplate, trade)
footerIcon := exchangeFooterIcon(trade.Exchange)
footerIcon := ExchangeFooterIcon(trade.Exchange)
return slack.Attachment{
Text: text,

2
pkg/util/exchange_icon.go Normal file
View File

@ -0,0 +1,2 @@
package util

2
rockhopper_mysql.yaml
View File

@ -8,7 +8,7 @@ dialect: mysql
# dsn: "root:123123@unix(/opt/local/var/run/mysql57/mysqld.sock)/bbgo_dev?parseTime=true"
# tcp connection to mysql with password
# dsn: "root:123123@tcp(localhost:3306)/bbgo_dev?parseTime=true"
dsn: "root:root@tcp(localhost:3306)/bbgo?parseTime=true"
# tcp connection to mysql without password
# dsn: "root@tcp(localhost:3306)/bbgo_dev?parseTime=true"