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add DailyDataTracker util

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This commit is contained in:
narumi 2024-06-18 18:40:50 +08:00
parent be27d32bd8
commit 986613b00b
3 changed files with 53 additions and 37 deletions
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53
pkg/strategy/common/fee_budget.go
View File

@ -2,29 +2,29 @@ package common
import (
"sync"
"time"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
log "github.com/sirupsen/logrus"
)
type FeeBudget struct {
DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"`
State *State `persistence:"state"`
DailyFeeTracker *util.DailyDataTracker `persistence:"dailyFeeTracker"`
mu sync.Mutex
}
func (f *FeeBudget) Initialize() {
if f.State == nil {
f.State = &State{}
f.State.Reset()
if f.DailyFeeTracker == nil {
f.DailyFeeTracker = &util.DailyDataTracker{}
f.DailyFeeTracker.Reset()
}
if f.State.IsOver24Hours() {
if f.DailyFeeTracker.IsOver24Hours() {
log.Warn("[FeeBudget] state is over 24 hours, resetting to zero")
f.State.Reset()
f.DailyFeeTracker.Reset()
}
}
@ -33,17 +33,17 @@ func (f *FeeBudget) IsBudgetAllowed() bool {
return true
}
if f.State.AccumulatedFees == nil {
if f.DailyFeeTracker.Data == nil {
return true
}
if f.State.IsOver24Hours() {
f.State.Reset()
if f.DailyFeeTracker.IsOver24Hours() {
f.DailyFeeTracker.Reset()
return true
}
for asset, budget := range f.DailyFeeBudgets {
if fee, ok := f.State.AccumulatedFees[asset]; ok {
if fee, ok := f.DailyFeeTracker.Data[asset]; ok {
if fee.Compare(budget) >= 0 {
log.Warnf("[FeeBudget] accumulative fee %s exceeded the fee budget %s, skipping...", fee.String(), budget.String())
return false
@ -57,36 +57,17 @@ func (f *FeeBudget) IsBudgetAllowed() bool {
func (f *FeeBudget) HandleTradeUpdate(trade types.Trade) {
log.Infof("[FeeBudget] received trade %s", trade.String())
if f.State.IsOver24Hours() {
f.State.Reset()
if f.DailyFeeTracker.IsOver24Hours() {
f.DailyFeeTracker.Reset()
}
// safe check
if f.State.AccumulatedFees == nil {
if f.DailyFeeTracker.Data == nil {
f.mu.Lock()
f.State.AccumulatedFees = make(map[string]fixedpoint.Value)
f.DailyFeeTracker.Data = make(map[string]fixedpoint.Value)
f.mu.Unlock()
}
f.State.AccumulatedFees[trade.FeeCurrency] = f.State.AccumulatedFees[trade.FeeCurrency].Add(trade.Fee)
log.Infof("[FeeBudget] accumulated fee: %s %s", f.State.AccumulatedFees[trade.FeeCurrency].String(), trade.FeeCurrency)
}
type State struct {
AccumulatedFeeStartedAt time.Time `json:"accumulatedFeeStartedAt,omitempty"`
AccumulatedFees map[string]fixedpoint.Value `json:"accumulatedFees,omitempty"`
}
func (s *State) IsOver24Hours() bool {
return time.Since(s.AccumulatedFeeStartedAt) >= 24*time.Hour
}
func (s *State) Reset() {
t := time.Now()
dateTime := time.Date(t.Year(), t.Month(), t.Day(), 0, 0, 0, 0, t.Location())
log.Infof("[State] resetting accumulated started time to: %s", dateTime)
s.AccumulatedFeeStartedAt = dateTime
s.AccumulatedFees = make(map[string]fixedpoint.Value)
f.DailyFeeTracker.Data[trade.FeeCurrency] = f.DailyFeeTracker.Data[trade.FeeCurrency].Add(trade.Fee)
log.Infof("[FeeBudget] accumulated fee: %s %s", f.DailyFeeTracker.Data[trade.FeeCurrency].String(), trade.FeeCurrency)
}

2
pkg/strategy/common/fee_budget_test.go
View File

@ -50,7 +50,7 @@ func TestFeeBudget(t *testing.T) {
assert.Equal(t, c.expected, feeBudget.IsBudgetAllowed())
// test reset
feeBudget.State.AccumulatedFeeStartedAt = feeBudget.State.AccumulatedFeeStartedAt.Add(-24 * time.Hour)
feeBudget.DailyFeeTracker.StartedAt = feeBudget.DailyFeeTracker.StartedAt.Add(-24 * time.Hour)
assert.True(t, feeBudget.IsBudgetAllowed())
}
}

35
pkg/util/daily_data_tracker.go Normal file
View File

@ -0,0 +1,35 @@
package util
import (
"time"
"github.com/c9s/bbgo/pkg/types"
log "github.com/sirupsen/logrus"
)
type DailyDataTracker struct {
StartedAt time.Time `json:"startedAt,omitempty"`
Data types.ValueMap `json:"data,omitempty"`
}
func (d *DailyDataTracker) IsOver24Hours() bool {
return time.Since(d.StartedAt) >= 24*time.Hour
}
func (d *DailyDataTracker) ResetTime() {
t := time.Now()
dateTime := time.Date(t.Year(), t.Month(), t.Day(), 0, 0, 0, 0, t.Location())
log.Infof("[Countdown] resetting accumulated started time to: %s", dateTime)
d.StartedAt = dateTime
}
func (d *DailyDataTracker) ResetData() {
d.Data = make(types.ValueMap)
}
func (d *DailyDataTracker) Reset() {
d.ResetTime()
d.ResetData()
}