mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
improve sync command to find possible trading symbols automatically
This commit is contained in:
parent
b77d2b2577
commit
90069a8589
|
@ -15,7 +15,7 @@ import (
|
|||
|
||||
func init() {
|
||||
SyncCmd.Flags().String("session", "", "the exchange session name for sync")
|
||||
SyncCmd.Flags().String("symbol", "BTCUSDT", "trading symbol")
|
||||
SyncCmd.Flags().String("symbol", "", "symbol of market for syncing")
|
||||
SyncCmd.Flags().String("since", "", "sync from time")
|
||||
RootCmd.AddCommand(SyncCmd)
|
||||
}
|
||||
|
@ -51,7 +51,7 @@ var SyncCmd = &cobra.Command{
|
|||
}
|
||||
|
||||
environ := bbgo.NewEnvironment()
|
||||
if err := configureDB(ctx, environ) ; err != nil {
|
||||
if err := configureDB(ctx, environ); err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
|
@ -86,17 +86,52 @@ var SyncCmd = &cobra.Command{
|
|||
return err
|
||||
}
|
||||
|
||||
var symbols []string
|
||||
if len(symbol) > 0 {
|
||||
symbols = []string{symbol}
|
||||
}
|
||||
|
||||
if len(sessionName) > 0 {
|
||||
session, ok := environ.Session(sessionName)
|
||||
if !ok {
|
||||
return fmt.Errorf("session %s not found", sessionName)
|
||||
}
|
||||
|
||||
return syncSession(ctx, environ, session, symbol, startTime)
|
||||
if len(symbols) == 0 {
|
||||
symbols, err = findPossibleSymbols(ctx, environ, session)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
log.Infof("found possible symbols: %v", symbols)
|
||||
}
|
||||
|
||||
for _, s := range symbols {
|
||||
if err := syncSessionSymbol(ctx, environ, session, s, startTime); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
||||
return nil
|
||||
}
|
||||
|
||||
for _, session := range environ.Sessions() {
|
||||
if err := syncSession(ctx, environ, session, symbol, startTime); err != nil {
|
||||
if len(symbols) == 0 {
|
||||
symbols, err = findPossibleSymbols(ctx, environ, session)
|
||||
if err != nil {
|
||||
return err
|
||||
}
|
||||
|
||||
log.Infof("found possible symbols: %v", symbols)
|
||||
}
|
||||
|
||||
for _, s := range symbols {
|
||||
if err := syncSessionSymbol(ctx, environ, session, s, startTime); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
||||
if err := syncSessionSymbol(ctx, environ, session, symbol, startTime); err != nil {
|
||||
return err
|
||||
}
|
||||
}
|
||||
|
@ -105,7 +140,57 @@ var SyncCmd = &cobra.Command{
|
|||
},
|
||||
}
|
||||
|
||||
func syncSession(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, symbol string, startTime time.Time) error {
|
||||
func stringSliceContains(slice []string, needle string) bool {
|
||||
for _, s := range slice {
|
||||
if s == needle {
|
||||
return true
|
||||
}
|
||||
}
|
||||
|
||||
return false
|
||||
}
|
||||
|
||||
func findPossibleSymbols(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession) (symbols []string, err error) {
|
||||
err = session.Init(ctx, environ)
|
||||
if err != nil {
|
||||
return
|
||||
}
|
||||
|
||||
var balances = session.Account.Balances()
|
||||
var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
|
||||
var fiatAssets []string
|
||||
|
||||
for _, currency := range fiatCurrencies {
|
||||
if balance, ok := balances[currency] ; ok && balance.Total() > 0 {
|
||||
fiatAssets = append(fiatAssets, currency)
|
||||
}
|
||||
}
|
||||
|
||||
var symbolMap = map[string]struct{}{}
|
||||
|
||||
for _, market := range session.Markets() {
|
||||
// ignore the markets that are not fiat currency markets
|
||||
if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
|
||||
continue
|
||||
}
|
||||
|
||||
// ignore the asset that we don't have in the balance sheet
|
||||
balance, hasAsset := balances[market.BaseCurrency]
|
||||
if !hasAsset || balance.Total() == 0 {
|
||||
continue
|
||||
}
|
||||
|
||||
symbolMap[market.Symbol] = struct{}{}
|
||||
}
|
||||
|
||||
for s := range symbolMap {
|
||||
symbols = append(symbols, s)
|
||||
}
|
||||
|
||||
return symbols, nil
|
||||
}
|
||||
|
||||
func syncSessionSymbol(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, symbol string, startTime time.Time) error {
|
||||
log.Infof("starting syncing exchange session %s", session.Name)
|
||||
|
||||
if session.IsolatedMargin {
|
||||
|
|
|
@ -16,6 +16,10 @@ type Balance struct {
|
|||
Locked fixedpoint.Value `json:"locked"`
|
||||
}
|
||||
|
||||
func (b Balance) Total() fixedpoint.Value {
|
||||
return b.Available + b.Locked
|
||||
}
|
||||
|
||||
func (b Balance) String() string {
|
||||
if b.Locked > 0 {
|
||||
return fmt.Sprintf("%s: %f (locked %f)", b.Currency, b.Available.Float64(), b.Locked.Float64())
|
||||
|
|
Loading…
Reference in New Issue
Block a user