From 8d9faff8595489c4a1521ef9b34fa7404fb59c68 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?=E3=81=AA=E3=82=8B=E3=81=BF?= <narumi@maicoin.com>
Date: Thu, 16 Jun 2022 03:24:39 +0800
Subject: [PATCH] rebalance: validate symbols

---
 config/rebalance.yaml              |  1 -
 pkg/strategy/rebalance/strategy.go | 11 +++++++++--
 2 files changed, 9 insertions(+), 3 deletions(-)

diff --git a/config/rebalance.yaml b/config/rebalance.yaml
index cc4744662..6780da1d3 100644
--- a/config/rebalance.yaml
+++ b/config/rebalance.yaml
@@ -18,5 +18,4 @@ exchangeStrategies:
       threshold: 2%
       # max amount to buy or sell per order
       maxAmount: 10_000
-      verbose: true
       dryRun: false
diff --git a/pkg/strategy/rebalance/strategy.go b/pkg/strategy/rebalance/strategy.go
index 97d4ec7e5..4c318a97b 100644
--- a/pkg/strategy/rebalance/strategy.go
+++ b/pkg/strategy/rebalance/strategy.go
@@ -26,9 +26,9 @@ type Strategy struct {
 	BaseCurrency  string              `json:"baseCurrency"`
 	TargetWeights fixedpoint.ValueMap `json:"targetWeights"`
 	Threshold     fixedpoint.Value    `json:"threshold"`
-	Verbose       bool                `json:"verbose"`
 	DryRun        bool                `json:"dryRun"`
-	MaxAmount     fixedpoint.Value    `json:"maxAmount"` // max amount to buy or sell per order
+	// max amount to buy or sell per order
+	MaxAmount fixedpoint.Value `json:"maxAmount"`
 
 	activeOrderBook *bbgo.ActiveOrderBook
 }
@@ -75,6 +75,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	s.activeOrderBook = bbgo.NewActiveOrderBook("")
 	s.activeOrderBook.BindStream(session.UserDataStream)
 
+	markets := session.Markets()
+	for _, symbol := range s.symbols() {
+		if _, ok := markets[symbol]; !ok {
+			return fmt.Errorf("exchange: %s does not supoort matket: %s", session.Exchange.Name(), symbol)
+		}
+	}
+
 	session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
 		s.rebalance(ctx, orderExecutor, session)
 	})