mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-26 08:45:16 +00:00
move profit struct into the types package
This commit is contained in:
parent
2bcd3fce45
commit
9e0df77a36
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@ -1,343 +1,2 @@
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package bbgo
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package bbgo
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import (
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"fmt"
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"github.com/slack-go/slack"
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"time"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/util"
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)
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// Profit struct stores the PnL information
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type Profit struct {
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Symbol string `json:"symbol"`
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// Profit is the profit of this trade made. negative profit means loss.
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Profit fixedpoint.Value `json:"profit" db:"profit"`
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// NetProfit is (profit - trading fee)
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NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
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AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"`
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TradeAmount fixedpoint.Value `json:"tradeAmount" db:"trade_amount"`
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// ProfitMargin is a percentage of the profit and the capital amount
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ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"`
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// NetProfitMargin is a percentage of the net profit and the capital amount
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NetProfitMargin fixedpoint.Value `json:"netProfitMargin" db:"net_profit_margin"`
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QuoteCurrency string `json:"quoteCurrency" db:"quote_currency"`
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BaseCurrency string `json:"baseCurrency" db:"base_currency"`
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// FeeInUSD is the summed fee of this profit,
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// you will need to convert the trade fee into USD since the fee currencies can be different.
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FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
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Time time.Time `json:"time" db:"time"`
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Strategy string `json:"strategy" db:"strategy"`
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StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
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}
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func (p *Profit) SlackAttachment() slack.Attachment {
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var color = pnlColor(p.Profit)
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var title = fmt.Sprintf("%s PnL ", p.Symbol)
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title += pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) + " "
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title += pnlSignString(p.Profit) + " " + p.QuoteCurrency
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var fields []slack.AttachmentField
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if !p.NetProfit.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Net Profit",
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Value: pnlSignString(p.NetProfit) + " " + p.QuoteCurrency,
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Short: true,
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})
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}
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if !p.ProfitMargin.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Profit Margin",
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Value: p.ProfitMargin.Percentage(),
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Short: true,
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})
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}
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if !p.NetProfitMargin.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Net Profit Margin",
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Value: p.NetProfitMargin.Percentage(),
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Short: true,
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})
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}
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if !p.TradeAmount.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Trade Amount",
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Value: p.TradeAmount.String() + " " + p.QuoteCurrency,
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Short: true,
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})
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}
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if !p.FeeInUSD.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Fee In USD",
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Value: p.FeeInUSD.String() + " USD",
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Short: true,
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})
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}
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if len(p.Strategy) != 0 {
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fields = append(fields, slack.AttachmentField{
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Title: "Strategy",
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Value: p.Strategy,
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Short: true,
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})
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}
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return slack.Attachment{
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Color: color,
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Title: title,
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Fields: fields,
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// Footer: "",
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}
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}
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func (p *Profit) PlainText() string {
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var emoji string
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if !p.ProfitMargin.IsZero() {
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emoji = pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution)
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} else {
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emoji = pnlEmojiSimple(p.Profit)
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}
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return fmt.Sprintf("%s trade profit %s %s %s (%s), net profit =~ %s %s (%s)",
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p.Symbol,
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emoji,
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p.Profit.String(), p.QuoteCurrency,
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p.ProfitMargin.Percentage(),
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p.NetProfit.String(), p.QuoteCurrency,
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p.NetProfitMargin.Percentage(),
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)
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}
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var lossEmoji = "🔥"
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var profitEmoji = "💰"
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var defaultPnlLevelResolution = fixedpoint.NewFromFloat(0.001)
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func pnlColor(pnl fixedpoint.Value) string {
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if pnl.Sign() > 0 {
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return types.GreenColor
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}
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return types.RedColor
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}
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func pnlSignString(pnl fixedpoint.Value) string {
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if pnl.Sign() > 0 {
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return "+" + pnl.String()
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}
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return pnl.String()
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}
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func pnlEmojiSimple(pnl fixedpoint.Value) string {
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if pnl.Sign() < 0 {
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return lossEmoji
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}
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if pnl.IsZero() {
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return ""
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}
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return profitEmoji
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}
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func pnlEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) {
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if margin.IsZero() {
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return pnlEmojiSimple(pnl)
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}
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if pnl.Sign() < 0 {
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out = lossEmoji
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level := (margin.Neg()).Div(resolution).Int()
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for i := 1; i < level; i++ {
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out += lossEmoji
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}
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return out
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}
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if pnl.IsZero() {
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return out
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}
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out = profitEmoji
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level := margin.Div(resolution).Int()
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for i := 1; i < level; i++ {
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out += profitEmoji
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}
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return out
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}
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type ProfitStats struct {
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Symbol string `json:"symbol"`
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QuoteCurrency string `json:"quoteCurrency"`
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BaseCurrency string `json:"baseCurrency"`
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AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
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AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
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AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
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AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
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AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
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AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
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TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
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TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"`
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TodayProfit fixedpoint.Value `json:"todayProfit,omitempty"`
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TodayLoss fixedpoint.Value `json:"todayLoss,omitempty"`
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TodaySince int64 `json:"todaySince,omitempty"`
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}
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func (s *ProfitStats) Init(market types.Market) {
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s.Symbol = market.Symbol
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s.BaseCurrency = market.BaseCurrency
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s.QuoteCurrency = market.QuoteCurrency
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if s.AccumulatedSince == 0 {
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s.AccumulatedSince = time.Now().Unix()
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}
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}
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func (s *ProfitStats) AddProfit(profit Profit) {
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s.AccumulatedPnL = s.AccumulatedPnL.Add(profit.Profit)
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s.AccumulatedNetProfit = s.AccumulatedNetProfit.Add(profit.NetProfit)
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s.TodayPnL = s.TodayPnL.Add(profit.Profit)
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s.TodayNetProfit = s.TodayNetProfit.Add(profit.NetProfit)
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if profit.Profit.Sign() < 0 {
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s.AccumulatedLoss = s.AccumulatedLoss.Add(profit.Profit)
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s.TodayLoss = s.TodayLoss.Add(profit.Profit)
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} else if profit.Profit.Sign() > 0 {
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s.AccumulatedProfit = s.AccumulatedLoss.Add(profit.Profit)
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s.TodayProfit = s.TodayProfit.Add(profit.Profit)
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}
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}
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func (s *ProfitStats) AddTrade(trade types.Trade) {
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if s.IsOver24Hours() {
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s.ResetToday()
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}
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s.AccumulatedVolume = s.AccumulatedVolume.Add(trade.Quantity)
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}
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func (s *ProfitStats) IsOver24Hours() bool {
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return time.Since(time.Unix(s.TodaySince, 0)) > 24*time.Hour
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}
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func (s *ProfitStats) ResetToday() {
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s.TodayPnL = fixedpoint.Zero
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s.TodayNetProfit = fixedpoint.Zero
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s.TodayProfit = fixedpoint.Zero
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s.TodayLoss = fixedpoint.Zero
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var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local())
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s.TodaySince = beginningOfTheDay.Unix()
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}
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func (s *ProfitStats) PlainText() string {
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since := time.Unix(s.AccumulatedSince, 0).Local()
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return fmt.Sprintf("%s Profit Today\n"+
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"Profit %s %s\n"+
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"Net profit %s %s\n"+
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"Trade Loss %s %s\n"+
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"Summary:\n"+
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"Accumulated Profit %s %s\n"+
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"Accumulated Net Profit %s %s\n"+
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"Accumulated Trade Loss %s %s\n"+
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"Since %s",
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s.Symbol,
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s.TodayPnL.String(), s.QuoteCurrency,
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s.TodayNetProfit.String(), s.QuoteCurrency,
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s.TodayLoss.String(), s.QuoteCurrency,
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s.AccumulatedPnL.String(), s.QuoteCurrency,
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s.AccumulatedNetProfit.String(), s.QuoteCurrency,
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s.AccumulatedLoss.String(), s.QuoteCurrency,
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since.Format(time.RFC822),
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)
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}
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func (s *ProfitStats) SlackAttachment() slack.Attachment {
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var color = pnlColor(s.AccumulatedPnL)
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var title = fmt.Sprintf("%s Accumulated PnL %s %s", s.Symbol, pnlSignString(s.AccumulatedPnL), s.QuoteCurrency)
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since := time.Unix(s.AccumulatedSince, 0).Local()
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title += " Since " + since.Format(time.RFC822)
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var fields []slack.AttachmentField
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if !s.TodayPnL.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "P&L Today",
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Value: pnlSignString(s.TodayPnL) + " " + s.QuoteCurrency,
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Short: true,
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})
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}
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if !s.TodayProfit.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Profit Today",
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Value: pnlSignString(s.TodayProfit) + " " + s.QuoteCurrency,
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Short: true,
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})
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}
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if !s.TodayNetProfit.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Net Profit Today",
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Value: pnlSignString(s.TodayNetProfit) + " " + s.QuoteCurrency,
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Short: true,
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})
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}
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if !s.TodayLoss.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Loss Today",
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Value: pnlSignString(s.TodayLoss) + " " + s.QuoteCurrency,
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Short: true,
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})
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}
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if !s.AccumulatedPnL.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Accumulated P&L",
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Value: pnlSignString(s.AccumulatedPnL) + " " + s.QuoteCurrency,
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})
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}
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if !s.AccumulatedProfit.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Accumulated Profit",
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Value: pnlSignString(s.AccumulatedProfit) + " " + s.QuoteCurrency,
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})
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}
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if !s.AccumulatedNetProfit.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Accumulated Net Profit",
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Value: pnlSignString(s.AccumulatedNetProfit) + " " + s.QuoteCurrency,
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})
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}
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if !s.AccumulatedLoss.IsZero() {
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fields = append(fields, slack.AttachmentField{
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Title: "Accumulated Loss",
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Value: pnlSignString(s.AccumulatedLoss) + " " + s.QuoteCurrency,
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})
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}
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return slack.Attachment{
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Color: color,
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Title: title,
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Fields: fields,
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// Footer: "",
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}
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}
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59
pkg/service/profit.go
Normal file
59
pkg/service/profit.go
Normal file
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@ -0,0 +1,59 @@
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package service
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import (
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"context"
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"github.com/jmoiron/sqlx"
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"github.com/pkg/errors"
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"github.com/c9s/bbgo/pkg/types"
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)
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type ProfitService struct {
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DB *sqlx.DB
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}
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func NewProfitService(db *sqlx.DB) *ProfitService {
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return &ProfitService{db}
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}
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func (s *ProfitService) Load(ctx context.Context, id int64) (*types.Trade, error) {
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var trade types.Trade
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rows, err := s.DB.NamedQuery("SELECT * FROM trades WHERE id = :id", map[string]interface{}{
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"id": id,
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})
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if err != nil {
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return nil, err
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}
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defer rows.Close()
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if rows.Next() {
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err = rows.StructScan(&trade)
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return &trade, err
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}
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return nil, errors.Wrapf(ErrTradeNotFound, "trade id:%d not found", id)
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}
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func (s *ProfitService) scanRows(rows *sqlx.Rows) (trades []types.Trade, err error) {
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for rows.Next() {
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||||||
|
var trade types.Trade
|
||||||
|
if err := rows.StructScan(&trade); err != nil {
|
||||||
|
return trades, err
|
||||||
|
}
|
||||||
|
|
||||||
|
trades = append(trades, trade)
|
||||||
|
}
|
||||||
|
|
||||||
|
return trades, rows.Err()
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitService) Insert(trade types.Trade) error {
|
||||||
|
_, err := s.DB.NamedExec(`
|
||||||
|
INSERT INTO profits (id, exchange, symbol, trade_id, average_cost, profit, price, quantity, quote_quantity, side, traded_at, is_margin, is_futures, is_isolated)
|
||||||
|
VALUES (:id, :exchange, :order_id, :symbol, :price, :quantity, :quote_quantity, :side, :is_buyer, :is_maker, :fee, :fee_currency, :traded_at, :is_margin, :is_futures, :is_isolated)`,
|
||||||
|
trade)
|
||||||
|
return err
|
||||||
|
}
|
|
@ -39,7 +39,7 @@ func init() {
|
||||||
|
|
||||||
type State struct {
|
type State struct {
|
||||||
Position *types.Position `json:"position,omitempty"`
|
Position *types.Position `json:"position,omitempty"`
|
||||||
ProfitStats bbgo.ProfitStats `json:"profitStats,omitempty"`
|
ProfitStats types.ProfitStats `json:"profitStats,omitempty"`
|
||||||
}
|
}
|
||||||
|
|
||||||
type BollingerSetting struct {
|
type BollingerSetting struct {
|
||||||
|
@ -571,7 +571,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
||||||
s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)
|
s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)
|
||||||
s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
|
s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
|
||||||
log.Infof("generated profit: %v", profit)
|
log.Infof("generated profit: %v", profit)
|
||||||
p := bbgo.Profit{
|
p := types.Profit{
|
||||||
Symbol: s.Symbol,
|
Symbol: s.Symbol,
|
||||||
Profit: profit,
|
Profit: profit,
|
||||||
NetProfit: netProfit,
|
NetProfit: netProfit,
|
||||||
|
|
|
@ -41,7 +41,7 @@ type State struct {
|
||||||
// [source Order ID] -> arbitrage order
|
// [source Order ID] -> arbitrage order
|
||||||
ArbitrageOrders map[uint64]types.Order `json:"arbitrageOrders"`
|
ArbitrageOrders map[uint64]types.Order `json:"arbitrageOrders"`
|
||||||
|
|
||||||
ProfitStats bbgo.ProfitStats `json:"profitStats,omitempty"`
|
ProfitStats types.ProfitStats `json:"profitStats,omitempty"`
|
||||||
}
|
}
|
||||||
|
|
||||||
type Strategy struct {
|
type Strategy struct {
|
||||||
|
|
|
@ -3,7 +3,6 @@ package xmaker
|
||||||
import (
|
import (
|
||||||
"sync"
|
"sync"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/bbgo"
|
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
@ -15,7 +14,7 @@ type State struct {
|
||||||
}
|
}
|
||||||
|
|
||||||
type ProfitStats struct {
|
type ProfitStats struct {
|
||||||
bbgo.ProfitStats
|
types.ProfitStats
|
||||||
lock sync.Mutex
|
lock sync.Mutex
|
||||||
|
|
||||||
MakerExchange types.ExchangeName `json:"makerExchange"`
|
MakerExchange types.ExchangeName `json:"makerExchange"`
|
||||||
|
|
|
@ -763,7 +763,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
|
||||||
}
|
}
|
||||||
})
|
})
|
||||||
s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
|
s.tradeCollector.OnProfit(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
|
||||||
p := bbgo.Profit{
|
p := types.Profit{
|
||||||
Symbol: s.Symbol,
|
Symbol: s.Symbol,
|
||||||
Profit: profit,
|
Profit: profit,
|
||||||
NetProfit: netProfit,
|
NetProfit: netProfit,
|
||||||
|
|
343
pkg/types/profit.go
Normal file
343
pkg/types/profit.go
Normal file
|
@ -0,0 +1,343 @@
|
||||||
|
package types
|
||||||
|
|
||||||
|
import (
|
||||||
|
"fmt"
|
||||||
|
"time"
|
||||||
|
|
||||||
|
"github.com/slack-go/slack"
|
||||||
|
|
||||||
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
||||||
|
"github.com/c9s/bbgo/pkg/util"
|
||||||
|
)
|
||||||
|
|
||||||
|
// Profit struct stores the PnL information
|
||||||
|
type Profit struct {
|
||||||
|
Symbol string `json:"symbol"`
|
||||||
|
|
||||||
|
// Profit is the profit of this trade made. negative profit means loss.
|
||||||
|
Profit fixedpoint.Value `json:"profit" db:"profit"`
|
||||||
|
|
||||||
|
// NetProfit is (profit - trading fee)
|
||||||
|
NetProfit fixedpoint.Value `json:"netProfit" db:"net_profit"`
|
||||||
|
AverageCost fixedpoint.Value `json:"averageCost" db:"average_ost"`
|
||||||
|
|
||||||
|
TradeAmount fixedpoint.Value `json:"tradeAmount" db:"trade_amount"`
|
||||||
|
|
||||||
|
// ProfitMargin is a percentage of the profit and the capital amount
|
||||||
|
ProfitMargin fixedpoint.Value `json:"profitMargin" db:"profit_margin"`
|
||||||
|
|
||||||
|
// NetProfitMargin is a percentage of the net profit and the capital amount
|
||||||
|
NetProfitMargin fixedpoint.Value `json:"netProfitMargin" db:"net_profit_margin"`
|
||||||
|
|
||||||
|
QuoteCurrency string `json:"quoteCurrency" db:"quote_currency"`
|
||||||
|
BaseCurrency string `json:"baseCurrency" db:"base_currency"`
|
||||||
|
|
||||||
|
// FeeInUSD is the summed fee of this profit,
|
||||||
|
// you will need to convert the trade fee into USD since the fee currencies can be different.
|
||||||
|
FeeInUSD fixedpoint.Value `json:"feeInUSD" db:"fee_in_usd"`
|
||||||
|
Time time.Time `json:"time" db:"time"`
|
||||||
|
Strategy string `json:"strategy" db:"strategy"`
|
||||||
|
StrategyInstanceID string `json:"strategyInstanceID" db:"strategy_instance_id"`
|
||||||
|
}
|
||||||
|
|
||||||
|
func (p *Profit) SlackAttachment() slack.Attachment {
|
||||||
|
var color = pnlColor(p.Profit)
|
||||||
|
var title = fmt.Sprintf("%s PnL ", p.Symbol)
|
||||||
|
title += pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution) + " "
|
||||||
|
title += pnlSignString(p.Profit) + " " + p.QuoteCurrency
|
||||||
|
|
||||||
|
var fields []slack.AttachmentField
|
||||||
|
|
||||||
|
if !p.NetProfit.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Net Profit",
|
||||||
|
Value: pnlSignString(p.NetProfit) + " " + p.QuoteCurrency,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !p.ProfitMargin.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Profit Margin",
|
||||||
|
Value: p.ProfitMargin.Percentage(),
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !p.NetProfitMargin.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Net Profit Margin",
|
||||||
|
Value: p.NetProfitMargin.Percentage(),
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !p.TradeAmount.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Trade Amount",
|
||||||
|
Value: p.TradeAmount.String() + " " + p.QuoteCurrency,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !p.FeeInUSD.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Fee In USD",
|
||||||
|
Value: p.FeeInUSD.String() + " USD",
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if len(p.Strategy) != 0 {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Strategy",
|
||||||
|
Value: p.Strategy,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
return slack.Attachment{
|
||||||
|
Color: color,
|
||||||
|
Title: title,
|
||||||
|
Fields: fields,
|
||||||
|
// Footer: "",
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func (p *Profit) PlainText() string {
|
||||||
|
var emoji string
|
||||||
|
if !p.ProfitMargin.IsZero() {
|
||||||
|
emoji = pnlEmojiMargin(p.Profit, p.ProfitMargin, defaultPnlLevelResolution)
|
||||||
|
} else {
|
||||||
|
emoji = pnlEmojiSimple(p.Profit)
|
||||||
|
}
|
||||||
|
|
||||||
|
return fmt.Sprintf("%s trade profit %s %s %s (%s), net profit =~ %s %s (%s)",
|
||||||
|
p.Symbol,
|
||||||
|
emoji,
|
||||||
|
p.Profit.String(), p.QuoteCurrency,
|
||||||
|
p.ProfitMargin.Percentage(),
|
||||||
|
p.NetProfit.String(), p.QuoteCurrency,
|
||||||
|
p.NetProfitMargin.Percentage(),
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
var lossEmoji = "🔥"
|
||||||
|
var profitEmoji = "💰"
|
||||||
|
var defaultPnlLevelResolution = fixedpoint.NewFromFloat(0.001)
|
||||||
|
|
||||||
|
func pnlColor(pnl fixedpoint.Value) string {
|
||||||
|
if pnl.Sign() > 0 {
|
||||||
|
return GreenColor
|
||||||
|
}
|
||||||
|
return RedColor
|
||||||
|
}
|
||||||
|
|
||||||
|
func pnlSignString(pnl fixedpoint.Value) string {
|
||||||
|
if pnl.Sign() > 0 {
|
||||||
|
return "+" + pnl.String()
|
||||||
|
}
|
||||||
|
return pnl.String()
|
||||||
|
}
|
||||||
|
|
||||||
|
func pnlEmojiSimple(pnl fixedpoint.Value) string {
|
||||||
|
if pnl.Sign() < 0 {
|
||||||
|
return lossEmoji
|
||||||
|
}
|
||||||
|
|
||||||
|
if pnl.IsZero() {
|
||||||
|
return ""
|
||||||
|
}
|
||||||
|
|
||||||
|
return profitEmoji
|
||||||
|
}
|
||||||
|
|
||||||
|
func pnlEmojiMargin(pnl, margin, resolution fixedpoint.Value) (out string) {
|
||||||
|
if margin.IsZero() {
|
||||||
|
return pnlEmojiSimple(pnl)
|
||||||
|
}
|
||||||
|
|
||||||
|
if pnl.Sign() < 0 {
|
||||||
|
out = lossEmoji
|
||||||
|
level := (margin.Neg()).Div(resolution).Int()
|
||||||
|
for i := 1; i < level; i++ {
|
||||||
|
out += lossEmoji
|
||||||
|
}
|
||||||
|
return out
|
||||||
|
}
|
||||||
|
|
||||||
|
if pnl.IsZero() {
|
||||||
|
return out
|
||||||
|
}
|
||||||
|
|
||||||
|
out = profitEmoji
|
||||||
|
level := margin.Div(resolution).Int()
|
||||||
|
for i := 1; i < level; i++ {
|
||||||
|
out += profitEmoji
|
||||||
|
}
|
||||||
|
return out
|
||||||
|
}
|
||||||
|
|
||||||
|
type ProfitStats struct {
|
||||||
|
Symbol string `json:"symbol"`
|
||||||
|
QuoteCurrency string `json:"quoteCurrency"`
|
||||||
|
BaseCurrency string `json:"baseCurrency"`
|
||||||
|
|
||||||
|
AccumulatedPnL fixedpoint.Value `json:"accumulatedPnL,omitempty"`
|
||||||
|
AccumulatedNetProfit fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
|
||||||
|
AccumulatedProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
|
||||||
|
AccumulatedLoss fixedpoint.Value `json:"accumulatedLoss,omitempty"`
|
||||||
|
AccumulatedVolume fixedpoint.Value `json:"accumulatedVolume,omitempty"`
|
||||||
|
AccumulatedSince int64 `json:"accumulatedSince,omitempty"`
|
||||||
|
|
||||||
|
TodayPnL fixedpoint.Value `json:"todayPnL,omitempty"`
|
||||||
|
TodayNetProfit fixedpoint.Value `json:"todayNetProfit,omitempty"`
|
||||||
|
TodayProfit fixedpoint.Value `json:"todayProfit,omitempty"`
|
||||||
|
TodayLoss fixedpoint.Value `json:"todayLoss,omitempty"`
|
||||||
|
TodaySince int64 `json:"todaySince,omitempty"`
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) Init(market Market) {
|
||||||
|
s.Symbol = market.Symbol
|
||||||
|
s.BaseCurrency = market.BaseCurrency
|
||||||
|
s.QuoteCurrency = market.QuoteCurrency
|
||||||
|
if s.AccumulatedSince == 0 {
|
||||||
|
s.AccumulatedSince = time.Now().Unix()
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) AddProfit(profit Profit) {
|
||||||
|
s.AccumulatedPnL = s.AccumulatedPnL.Add(profit.Profit)
|
||||||
|
s.AccumulatedNetProfit = s.AccumulatedNetProfit.Add(profit.NetProfit)
|
||||||
|
s.TodayPnL = s.TodayPnL.Add(profit.Profit)
|
||||||
|
s.TodayNetProfit = s.TodayNetProfit.Add(profit.NetProfit)
|
||||||
|
|
||||||
|
if profit.Profit.Sign() < 0 {
|
||||||
|
s.AccumulatedLoss = s.AccumulatedLoss.Add(profit.Profit)
|
||||||
|
s.TodayLoss = s.TodayLoss.Add(profit.Profit)
|
||||||
|
} else if profit.Profit.Sign() > 0 {
|
||||||
|
s.AccumulatedProfit = s.AccumulatedLoss.Add(profit.Profit)
|
||||||
|
s.TodayProfit = s.TodayProfit.Add(profit.Profit)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) AddTrade(trade Trade) {
|
||||||
|
if s.IsOver24Hours() {
|
||||||
|
s.ResetToday()
|
||||||
|
}
|
||||||
|
|
||||||
|
s.AccumulatedVolume = s.AccumulatedVolume.Add(trade.Quantity)
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) IsOver24Hours() bool {
|
||||||
|
return time.Since(time.Unix(s.TodaySince, 0)) > 24*time.Hour
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) ResetToday() {
|
||||||
|
s.TodayPnL = fixedpoint.Zero
|
||||||
|
s.TodayNetProfit = fixedpoint.Zero
|
||||||
|
s.TodayProfit = fixedpoint.Zero
|
||||||
|
s.TodayLoss = fixedpoint.Zero
|
||||||
|
|
||||||
|
var beginningOfTheDay = util.BeginningOfTheDay(time.Now().Local())
|
||||||
|
s.TodaySince = beginningOfTheDay.Unix()
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) PlainText() string {
|
||||||
|
since := time.Unix(s.AccumulatedSince, 0).Local()
|
||||||
|
return fmt.Sprintf("%s Profit Today\n"+
|
||||||
|
"Profit %s %s\n"+
|
||||||
|
"Net profit %s %s\n"+
|
||||||
|
"Trade Loss %s %s\n"+
|
||||||
|
"Summary:\n"+
|
||||||
|
"Accumulated Profit %s %s\n"+
|
||||||
|
"Accumulated Net Profit %s %s\n"+
|
||||||
|
"Accumulated Trade Loss %s %s\n"+
|
||||||
|
"Since %s",
|
||||||
|
s.Symbol,
|
||||||
|
s.TodayPnL.String(), s.QuoteCurrency,
|
||||||
|
s.TodayNetProfit.String(), s.QuoteCurrency,
|
||||||
|
s.TodayLoss.String(), s.QuoteCurrency,
|
||||||
|
s.AccumulatedPnL.String(), s.QuoteCurrency,
|
||||||
|
s.AccumulatedNetProfit.String(), s.QuoteCurrency,
|
||||||
|
s.AccumulatedLoss.String(), s.QuoteCurrency,
|
||||||
|
since.Format(time.RFC822),
|
||||||
|
)
|
||||||
|
}
|
||||||
|
|
||||||
|
func (s *ProfitStats) SlackAttachment() slack.Attachment {
|
||||||
|
var color = pnlColor(s.AccumulatedPnL)
|
||||||
|
var title = fmt.Sprintf("%s Accumulated PnL %s %s", s.Symbol, pnlSignString(s.AccumulatedPnL), s.QuoteCurrency)
|
||||||
|
|
||||||
|
since := time.Unix(s.AccumulatedSince, 0).Local()
|
||||||
|
title += " Since " + since.Format(time.RFC822)
|
||||||
|
|
||||||
|
var fields []slack.AttachmentField
|
||||||
|
|
||||||
|
if !s.TodayPnL.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "P&L Today",
|
||||||
|
Value: pnlSignString(s.TodayPnL) + " " + s.QuoteCurrency,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.TodayProfit.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Profit Today",
|
||||||
|
Value: pnlSignString(s.TodayProfit) + " " + s.QuoteCurrency,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.TodayNetProfit.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Net Profit Today",
|
||||||
|
Value: pnlSignString(s.TodayNetProfit) + " " + s.QuoteCurrency,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.TodayLoss.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Loss Today",
|
||||||
|
Value: pnlSignString(s.TodayLoss) + " " + s.QuoteCurrency,
|
||||||
|
Short: true,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.AccumulatedPnL.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Accumulated P&L",
|
||||||
|
Value: pnlSignString(s.AccumulatedPnL) + " " + s.QuoteCurrency,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.AccumulatedProfit.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Accumulated Profit",
|
||||||
|
Value: pnlSignString(s.AccumulatedProfit) + " " + s.QuoteCurrency,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.AccumulatedNetProfit.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Accumulated Net Profit",
|
||||||
|
Value: pnlSignString(s.AccumulatedNetProfit) + " " + s.QuoteCurrency,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
if !s.AccumulatedLoss.IsZero() {
|
||||||
|
fields = append(fields, slack.AttachmentField{
|
||||||
|
Title: "Accumulated Loss",
|
||||||
|
Value: pnlSignString(s.AccumulatedLoss) + " " + s.QuoteCurrency,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
return slack.Attachment{
|
||||||
|
Color: color,
|
||||||
|
Title: title,
|
||||||
|
Fields: fields,
|
||||||
|
// Footer: "",
|
||||||
|
}
|
||||||
|
}
|
Loading…
Reference in New Issue
Block a user