add binance buyer, maker label

bbgo/binance_exchange.go

@@ -251,8 +251,27 @@ func (e *BinanceExchange) QueryTrades(ctx context.Context, symbol string, startT
 			break
 		}
 
+		buyerOrSellerLabel := func(trade *binance.TradeV3) (o string) {
+			if trade.IsBuyer {
+				o = "BUYER"
+			} else {
+				o = "SELLER"
+			}
+			return o
+		}
+
+		makerOrTakerLabel := func(trade *binance.TradeV3) (o string) {
+			if trade.IsMaker {
+				o += "MAKER"
+			} else {
+				o += "TAKER"
+			}
+
+			return o
+		}
+
 		for _, t := range bnTrades {
-			// skip trade ID that is the same
+			// skip trade ID that is the same. however this should not happen
 			if t.ID == lastTradeID {
 				continue
 			}
@@ -267,7 +286,7 @@ func (e *BinanceExchange) QueryTrades(ctx context.Context, symbol string, startT
 			// trade time
 			tt := time.Unix(0, t.Time*1000000)
 
-			log.Infof("trade: %d %4s Price: % 13s Volume: % 13s %s", t.ID, side, t.Price, t.Quantity, tt)
+			log.Infof("[binance] trade: %d %s % 4s price: % 13s volume: % 11s %6s % 5s %s", t.ID, t.Symbol, side, t.Price, t.Quantity, buyerOrSellerLabel(t), makerOrTakerLabel(t), tt)
 
 			price, err := strconv.ParseFloat(t.Price, 64)
 			if err != nil {
@@ -288,6 +307,7 @@ func (e *BinanceExchange) QueryTrades(ctx context.Context, symbol string, startT
 				ID:          t.ID,
 				Price:       price,
 				Volume:      quantity,
+				Side:        side,
 				IsBuyer:     t.IsBuyer,
 				IsMaker:     t.IsMaker,
 				Fee:         fee,

bbgo/pnl.go

@@ -2,6 +2,7 @@ package bbgo
 
 import (
 	log "github.com/sirupsen/logrus"
+	"strings"
 	"time"
 )
 
@@ -27,12 +28,22 @@ type ProfitAndLossCalculator struct {
 	StartTime    time.Time
 	CurrentPrice float64
 	Trades       []Trade
+
+	CurrencyPrice map[string]float64
 }
 
 func (c *ProfitAndLossCalculator) AddTrade(trade Trade) {
 	c.Trades = append(c.Trades, trade)
 }
 
+func (c *ProfitAndLossCalculator) SetCurrencyPrice(symbol string, price float64) {
+	if c.CurrencyPrice == nil {
+		c.CurrencyPrice = map[string]float64{}
+	}
+
+	c.CurrencyPrice[symbol] = price
+}
+
 func (c *ProfitAndLossCalculator) SetCurrentPrice(price float64) {
 	c.CurrentPrice = price
 }
@@ -61,9 +72,12 @@ func (c *ProfitAndLossCalculator) Calculate() *ProfitAndLossReport {
 		if t.IsBuyer {
 			bidVolume += t.Volume
 			bidAmount += t.Price * t.Volume
-			switch t.FeeCurrency {
+
-			case "BTC":
+			// since we use USDT as the quote currency, we simply check if it matches the currency symbol
+			if strings.HasPrefix(t.Symbol, t.FeeCurrency) {
 				bidFee += t.Price * t.Fee
+			} else if t.FeeCurrency == "USDT" {
+				bidFee += t.Fee
 			}
 		}
 	}

bbgo/trade.go

@@ -8,6 +8,7 @@ type Trade struct {
 	ID          int64
 	Price       float64
 	Volume      float64
+	Side string
 	IsBuyer     bool
 	IsMaker     bool
 	Time        time.Time