Merge pull request #1336 from c9s/narumi/randtrader

FEATURE: add randomtrader strategy

config/randomtrader.yaml

@@ -0,0 +1,12 @@
+---
+exchangeStrategies:
+  - on: max
+    randomtrader:
+      symbol: USDCUSDT
+      # https://pkg.go.dev/github.com/robfig/cron#hdr-Predefined_schedules
+      cronExpression: "@every 1m"
+      quantity: 8
+      # adjust quantity by minimal notional and minimal quantity
+      adjustQuantity: true
+      onStart: true
+      dryRun: true

pkg/cmd/strategy/builtin.go

@@ -29,6 +29,7 @@ import (
 	_ "github.com/c9s/bbgo/pkg/strategy/pivotshort"
 	_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
 	_ "github.com/c9s/bbgo/pkg/strategy/pricedrop"
+	_ "github.com/c9s/bbgo/pkg/strategy/randomtrader"
 	_ "github.com/c9s/bbgo/pkg/strategy/rebalance"
 	_ "github.com/c9s/bbgo/pkg/strategy/rsicross"
 	_ "github.com/c9s/bbgo/pkg/strategy/rsmaker"

pkg/strategy/randomtrader/strategy.go

@@ -0,0 +1,159 @@
+package randomtrader
+
+import (
+	"context"
+	"fmt"
+	"math/rand"
+	"sync"
+
+	"github.com/robfig/cron/v3"
+	"github.com/sirupsen/logrus"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/strategy/common"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+const ID = "randomtrader"
+
+var log = logrus.WithField("strategy", ID)
+
+func init() {
+	bbgo.RegisterStrategy(ID, &Strategy{})
+}
+
+type Strategy struct {
+	*common.Strategy
+
+	Environment *bbgo.Environment
+	Market      types.Market
+
+	Symbol         string           `json:"symbol"`
+	CronExpression string           `json:"cronExpression"`
+	Quantity       fixedpoint.Value `json:"quantity"`
+	AdjustQuantity bool             `json:"adjustQuantity"`
+	OnStart        bool             `json:"onStart"`
+	DryRun         bool             `json:"dryRun"`
+
+	cron *cron.Cron
+}
+
+func (s *Strategy) Defaults() error {
+	return nil
+}
+
+func (s *Strategy) Initialize() error {
+	return nil
+}
+
+func (s *Strategy) ID() string {
+	return ID
+}
+
+func (s *Strategy) InstanceID() string {
+	return fmt.Sprintf("%s:%s", ID, s.Symbol)
+}
+
+func (s *Strategy) Validate() error {
+	if s.CronExpression == "" {
+		return fmt.Errorf("cronExpression is required")
+	}
+	return nil
+}
+
+func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {}
+
+func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
+	s.Strategy = &common.Strategy{}
+	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, s.ID(), s.InstanceID())
+
+	session.UserDataStream.OnStart(func() {
+		if s.OnStart {
+			s.placeOrder()
+		}
+	})
+
+	// the shutdown handler, you can cancel all orders
+	bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
+		defer wg.Done()
+		_ = s.OrderExecutor.GracefulCancel(ctx)
+	})
+
+	s.cron = cron.New()
+	s.cron.AddFunc(s.CronExpression, s.placeOrder)
+	s.cron.Start()
+
+	return nil
+}
+
+func (s *Strategy) placeOrder() {
+	ctx := context.Background()
+
+	baseBalance, ok := s.Session.GetAccount().Balance(s.Market.BaseCurrency)
+	if !ok {
+		log.Errorf("base balance not found")
+		return
+	}
+	quoteBalance, ok := s.Session.GetAccount().Balance(s.Market.QuoteCurrency)
+	if !ok {
+		log.Errorf("quote balance not found")
+		return
+	}
+
+	ticker, err := s.Session.Exchange.QueryTicker(ctx, s.Symbol)
+	if err != nil {
+		log.WithError(err).Error("query ticker error")
+		return
+	}
+
+	sellQuantity := s.Quantity
+	buyQuantity := s.Quantity
+	if s.AdjustQuantity {
+		sellQuantity = s.Market.AdjustQuantityByMinNotional(s.Quantity, ticker.Sell)
+		buyQuantity = fixedpoint.Max(s.Quantity, s.Market.MinQuantity)
+	}
+
+	orderForm := []types.SubmitOrder{}
+	if baseBalance.Available.Compare(sellQuantity) > 0 {
+		orderForm = append(orderForm, types.SubmitOrder{
+			Symbol:   s.Symbol,
+			Side:     types.SideTypeSell,
+			Type:     types.OrderTypeMarket,
+			Quantity: sellQuantity,
+		})
+	} else {
+		log.Infof("base balance: %s is not enough", baseBalance.Available.String())
+	}
+
+	if quoteBalance.Available.Div(ticker.Buy).Compare(buyQuantity) > 0 {
+		orderForm = append(orderForm, types.SubmitOrder{
+			Symbol:   s.Symbol,
+			Side:     types.SideTypeBuy,
+			Type:     types.OrderTypeMarket,
+			Quantity: buyQuantity,
+		})
+	} else {
+		log.Infof("quote balance: %s is not enough", quoteBalance.Available.String())
+	}
+
+	var order types.SubmitOrder
+	if len(orderForm) == 0 {
+		log.Infof("both base and quote balance are not enough, skip submit order")
+		return
+	} else {
+		order = orderForm[rand.Intn(len(orderForm))]
+	}
+	log.Infof("submit order: %s", order.String())
+
+	if s.DryRun {
+		log.Infof("dry run, skip submit order")
+		return
+	}
+
+	_, err = s.OrderExecutor.SubmitOrders(ctx, order)
+	if err != nil {
+		log.WithError(err).Error("submit order error")
+		return
+	}
+}