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pull out .Subscribe from trader.Run
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fca6115a0a
commit
a60aeb4771
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@ -148,6 +148,8 @@ type ExchangeSession struct {
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usedSymbols map[string]struct{}
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usedSymbols map[string]struct{}
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initializedSymbols map[string]struct{}
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initializedSymbols map[string]struct{}
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logger *log.Entry
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}
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}
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func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
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func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
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@ -174,6 +176,7 @@ func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
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orderStores: make(map[string]*OrderStore),
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orderStores: make(map[string]*OrderStore),
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usedSymbols: make(map[string]struct{}),
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usedSymbols: make(map[string]struct{}),
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initializedSymbols: make(map[string]struct{}),
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initializedSymbols: make(map[string]struct{}),
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logger: log.WithField("session", name),
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}
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}
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}
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}
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@ -127,7 +127,7 @@ func (trader *Trader) SetRiskControls(riskControls *RiskControls) {
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trader.riskControls = riskControls
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trader.riskControls = riskControls
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}
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}
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func (trader *Trader) Run(ctx context.Context) error {
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func (trader *Trader) Subscribe() {
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// pre-subscribe the data
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// pre-subscribe the data
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for sessionName, strategies := range trader.exchangeStrategies {
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for sessionName, strategies := range trader.exchangeStrategies {
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session := trader.environment.sessions[sessionName]
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session := trader.environment.sessions[sessionName]
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@ -143,7 +143,9 @@ func (trader *Trader) Run(ctx context.Context) error {
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subscriber.CrossSubscribe(trader.environment.sessions)
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subscriber.CrossSubscribe(trader.environment.sessions)
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}
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}
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}
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}
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}
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func (trader *Trader) Run(ctx context.Context) error {
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if err := trader.environment.Init(ctx); err != nil {
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if err := trader.environment.Init(ctx); err != nil {
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return err
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return err
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}
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}
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@ -218,6 +218,8 @@ var BacktestCmd = &cobra.Command{
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log.Warnf("backtest does not support CrossExchangeStrategy, strategies won't be added.")
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log.Warnf("backtest does not support CrossExchangeStrategy, strategies won't be added.")
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}
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}
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trader.Subscribe()
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if err := trader.Run(ctx); err != nil {
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if err := trader.Run(ctx); err != nil {
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return err
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return err
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}
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}
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@ -214,6 +214,8 @@ func runConfig(basectx context.Context, userConfig *bbgo.Config, enableApiServer
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}
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}
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}
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}
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trader.Subscribe()
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if err := trader.Run(ctx); err != nil {
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if err := trader.Run(ctx); err != nil {
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return err
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return err
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}
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}
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