improve sync command to find possible trading symbols automatically

This commit is contained in:
c9s 2021-02-18 22:07:54 +08:00
parent b77d2b2577
commit 90069a8589
2 changed files with 94 additions and 5 deletions

View File

@ -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 {

View File

@ -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())