add livenote pool and livenote example strategy

pkg/bbgo/livenote.go

@@ -3,19 +3,19 @@ package bbgo
 import (
 	"github.com/sirupsen/logrus"
 
-	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/livenote"
 )
 
 // PostLiveNote posts a live note to slack or other services
 // The MessageID will be set after the message is posted if it's not set.
-func PostLiveNote(note *types.LiveNote) {
+func PostLiveNote(obj livenote.Object) {
 	for _, poster := range Notification.liveNotePosters {
-		if err := poster.PostLiveNote(note); err != nil {
+		if err := poster.PostLiveNote(obj); err != nil {
-			logrus.WithError(err).Errorf("unable to post live note: %+v", note)
+			logrus.WithError(err).Errorf("unable to post live note: %+v", obj)
 		}
 	}
 }
 
 type LiveNotePoster interface {
-	PostLiveNote(note *types.LiveNote) error
+	PostLiveNote(note livenote.Object) error
 }

pkg/livenote/livenote.go

@@ -0,0 +1,73 @@
+package livenote
+
+import "sync"
+
+type Object interface {
+	ObjectID() string
+}
+
+type LiveNote struct {
+	// MessageID is the unique identifier of the message
+	// for slack, it's the timestamp of the message
+	MessageID string `json:"messageId"`
+
+	ChannelID string `json:"channelId"`
+
+	Object Object
+}
+
+func NewLiveNote(object Object) *LiveNote {
+	return &LiveNote{
+		Object: object,
+	}
+}
+
+func (n *LiveNote) ObjectID() string {
+	return n.Object.ObjectID()
+}
+
+func (n *LiveNote) SetMessageID(messageID string) {
+	n.MessageID = messageID
+}
+
+func (n *LiveNote) SetChannelID(channelID string) {
+	n.ChannelID = channelID
+}
+
+type Pool struct {
+	notes map[string]*LiveNote
+	mu    sync.Mutex
+}
+
+func NewPool() *Pool {
+	return &Pool{
+		notes: make(map[string]*LiveNote, 100),
+	}
+}
+
+func (p *Pool) Update(obj Object) *LiveNote {
+	objID := obj.ObjectID()
+
+	p.mu.Lock()
+	defer p.mu.Unlock()
+
+	for _, note := range p.notes {
+		if note.ObjectID() == objID {
+			return note
+		}
+	}
+
+	note := NewLiveNote(obj)
+	p.add(objID, note)
+	return note
+}
+
+func (p *Pool) add(id string, note *LiveNote) {
+	p.notes[id] = note
+}
+
+func (p *Pool) Add(note *LiveNote) {
+	p.mu.Lock()
+	p.add(note.ObjectID(), note)
+	p.mu.Unlock()
+}

pkg/livenote/livenote_test.go

@@ -0,0 +1,44 @@
+package livenote
+
+import (
+	"testing"
+	"time"
+
+	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func TestLiveNotePool(t *testing.T) {
+	t.Run("same-kline", func(t *testing.T) {
+		pool := NewPool()
+		k := &types.KLine{
+			Symbol:    "BTCUSDT",
+			Interval:  types.Interval1m,
+			StartTime: types.Time(time.Date(2021, 1, 1, 0, 0, 0, 0, time.UTC)),
+		}
+
+		note := pool.Update(k)
+		note2 := pool.Update(k)
+		assert.Equal(t, note, note2, "the returned note object should be the same")
+	})
+
+	t.Run("different-kline", func(t *testing.T) {
+		pool := NewPool()
+		k := &types.KLine{
+			Symbol:    "BTCUSDT",
+			Interval:  types.Interval1m,
+			StartTime: types.Time(time.Date(2021, 1, 1, 0, 0, 0, 0, time.UTC)),
+		}
+
+		k2 := &types.KLine{
+			Symbol:    "BTCUSDT",
+			Interval:  types.Interval1m,
+			StartTime: types.Time(time.Date(2021, 1, 1, 0, 1, 0, 0, time.UTC)),
+		}
+
+		note := pool.Update(k)
+		note2 := pool.Update(k2)
+		assert.NotEqual(t, note, note2, "the returned note object should be different")
+	})
+}

pkg/notifier/slacknotifier/slack.go

@@ -8,6 +8,7 @@ import (
 
 	"golang.org/x/time/rate"
 
+	"github.com/c9s/bbgo/pkg/livenote"
 	"github.com/c9s/bbgo/pkg/types"
 
 	log "github.com/sirupsen/logrus"
@@ -67,7 +68,9 @@ func (n *Notifier) worker() {
 	}
 }
 
-func (n *Notifier) PostLiveNote(note *types.LiveNote) error {
+func (n *Notifier) PostLiveNote(obj livenote.Object) error {
+	// TODO: maintain the object pool for live notes
+	var note = livenote.NewLiveNote(obj)
 	ctx := context.Background()
 
 	channel := note.ChannelID

pkg/strategy/example/livenote/strategy.go

@@ -0,0 +1,67 @@
+package livenote
+
+import (
+	"context"
+
+	"github.com/sirupsen/logrus"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// ID is the unique strategy ID, it needs to be in all lower case
+// For example, grid strategy uses "grid"
+const ID = "livenote"
+
+// log is a logrus.Entry that will be reused.
+// This line attaches the strategy field to the logger with our ID, so that the logs from this strategy will be tagged with our ID
+var log = logrus.WithField("strategy", ID)
+
+var ten = fixedpoint.NewFromInt(10)
+
+// init is a special function of golang, it will be called when the program is started
+// importing this package will trigger the init function call.
+func init() {
+	// Register our struct type to BBGO
+	// Note that you don't need to field the fields.
+	// BBGO uses reflect to parse your type information.
+	bbgo.RegisterStrategy(ID, &Strategy{})
+}
+
+// Strategy is a struct that contains the settings of your strategy.
+// These settings will be loaded from the BBGO YAML config file "bbgo.yaml" automatically.
+type Strategy struct {
+	Symbol string `json:"symbol"`
+}
+
+func (s *Strategy) ID() string {
+	return ID
+}
+
+func (s *Strategy) InstanceID() string {
+	return ID + "-" + s.Symbol
+}
+
+func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"})
+}
+
+// This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed
+func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
+	callback := func(k types.KLine) {
+		// bbgo.PostLiveNote(k)
+	}
+
+	// register our kline event handler
+	session.MarketDataStream.OnKLine(callback)
+	session.MarketDataStream.OnKLineClosed(callback)
+
+	// if you need to do something when the user data stream is ready
+	// note that you only receive order update, trade update, balance update when the user data stream is connect.
+	session.UserDataStream.OnStart(func() {
+		log.Infof("connected")
+	})
+
+	return nil
+}

pkg/types/kline.go

@@ -74,6 +74,10 @@ type KLine struct {
 	Closed         bool   `json:"closed" db:"closed"`
 }
 
+func (k *KLine) ObjectID() string {
+	return "kline-" + k.Symbol + k.Interval.String() + k.StartTime.Time().Format(time.RFC3339)
+}
+
 func (k *KLine) Set(o *KLine) {
 	k.GID = o.GID
 	k.Exchange = o.Exchange

pkg/types/livenote.go

@@ -1,33 +0,0 @@
-package types
-
-type LiveNoteObject interface {
-	ObjectID() string
-}
-
-type LiveNote struct {
-	// MessageID is the unique identifier of the message
-	// for slack, it's the timestamp of the message
-	MessageID string `json:"messageId"`
-
-	ChannelID string `json:"channelId"`
-
-	Object LiveNoteObject
-}
-
-func NewLiveNote(object LiveNoteObject) *LiveNote {
-	return &LiveNote{
-		Object: object,
-	}
-}
-
-func (n *LiveNote) ObjectID() string {
-	return n.Object.ObjectID()
-}
-
-func (n *LiveNote) SetMessageID(messageID string) {
-	n.MessageID = messageID
-}
-
-func (n *LiveNote) SetChannelID(channelID string) {
-	n.ChannelID = channelID
-}