get marketcap values from coinmarketcap

This commit is contained in:
なるみ 2022-09-14 02:42:36 +08:00
parent 53059824a6
commit 9b5f204cbe
3 changed files with 41 additions and 12 deletions

View File

@ -13,6 +13,11 @@ exchangeStrategies:
targetCurrencies:
- BTC
- ETH
# - BNB
# - ADA
# - SOL
# - DOT
# - DOGE
- MATIC
threshold: 2%
# max amount to buy or sell per order

View File

@ -1,6 +1,10 @@
package coinmarketcap
import v1 "github.com/c9s/bbgo/pkg/datasource/coinmarketcap/v1"
import (
"context"
v1 "github.com/c9s/bbgo/pkg/datasource/coinmarketcap/v1"
)
type DataSource struct {
client *v1.RestClient
@ -11,3 +15,22 @@ func New(apiKey string) *DataSource {
client.Auth(apiKey)
return &DataSource{client: client}
}
func (d *DataSource) QueryMarketCapInUSD(ctx context.Context, limit int) (map[string]float64, error) {
req := v1.ListingsLatestRequest{
Client: d.client,
Limit: &limit,
}
resp, err := req.Do(ctx)
if err != nil {
return nil, err
}
marketcaps := make(map[string]float64)
for _, data := range resp {
marketcaps[data.Symbol] = data.Quote["USD"].MarketCap
}
return marketcaps, nil
}

View File

@ -8,7 +8,7 @@ import (
"github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/datasource/glassnode"
"github.com/c9s/bbgo/pkg/datasource/coinmarketcap"
"github.com/c9s/bbgo/pkg/datatype/floats"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
@ -24,7 +24,7 @@ func init() {
type Strategy struct {
Notifiability *bbgo.Notifiability
glassnode *glassnode.DataSource
Datasource *coinmarketcap.DataSource
Interval types.Interval `json:"interval"`
BaseCurrency string `json:"baseCurrency"`
@ -40,8 +40,8 @@ type Strategy struct {
}
func (s *Strategy) Initialize() error {
apiKey := os.Getenv("GLASSNODE_API_KEY")
s.glassnode = glassnode.New(apiKey)
apiKey := os.Getenv("COINMARKETCAP_API_KEY")
s.Datasource = coinmarketcap.New(apiKey)
return nil
}
@ -177,14 +177,15 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context, session *bbgo.Excha
func (s *Strategy) getTargetWeights(ctx context.Context) types.ValueMap {
m := floats.Map{}
// get market cap values
// get marketcap from coinmarketcap
// set higher query limit to avoid target currency not in the list
marketcaps, err := s.Datasource.QueryMarketCapInUSD(ctx, 100)
if err != nil {
log.WithError(err).Error("failed to query market cap")
}
for _, currency := range s.TargetCurrencies {
marketCap, err := s.glassnode.QueryMarketCapInUSD(ctx, currency)
if err != nil {
log.WithError(err).Error("failed to query market cap")
return nil
}
m[currency] = marketCap
m[currency] = marketcaps[currency]
}
// normalize