Merge pull request #945 from narumiruna/feature/marketcap/coinmarketcap

FEATURE: marketcap: get marketcap values from coinmarketcap

config/marketcap.yaml

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

pkg/datasource/coinmarketcap/datasource.go

@@ -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
+}

pkg/strategy/marketcap/strategy.go

@@ -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"
@@ -23,15 +23,13 @@ func init() {
 }
 
 type Strategy struct {
-	Notifiability *bbgo.Notifiability
-	glassnode     *glassnode.DataSource
+	datasource *coinmarketcap.DataSource
 
 	Interval         types.Interval   `json:"interval"`
 	BaseCurrency     string           `json:"baseCurrency"`
 	BaseWeight       fixedpoint.Value `json:"baseWeight"`
 	TargetCurrencies []string         `json:"targetCurrencies"`
 	Threshold        fixedpoint.Value `json:"threshold"`
-	Verbose          bool             `json:"verbose"`
 	DryRun           bool             `json:"dryRun"`
 	// max amount to buy or sell per order
 	MaxAmount fixedpoint.Value `json:"maxAmount"`
@@ -40,8 +38,8 @@ 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 +175,15 @@ 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