strategy/autoborrow: add margin level alert

pkg/notifier/slacknotifier/slack.go

@@ -21,10 +21,6 @@ type notifyTask struct {
 	Opts    []slack.MsgOption
 }
 
-type slackAttachmentCreator interface {
-	SlackAttachment() slack.Attachment
-}
-
 type Notifier struct {
 	client  *slack.Client
 	channel string
@@ -59,6 +55,7 @@ func (n *Notifier) worker() {
 
 		case task := <-n.taskC:
 			limiter.Wait(ctx)
+
 			_, _, err := n.client.PostMessageContext(ctx, task.Channel, task.Opts...)
 			if err != nil {
 				log.WithError(err).
@@ -86,7 +83,7 @@ func filterSlackAttachments(args []interface{}) (slackAttachments []slack.Attach
 
 			slackAttachments = append(slackAttachments, a)
 
-		case slackAttachmentCreator:
+		case types.SlackAttachmentCreator:
 			if firstAttachmentOffset == -1 {
 				firstAttachmentOffset = idx
 			}
@@ -132,7 +129,7 @@ func (n *Notifier) NotifyTo(channel string, obj interface{}, args ...interface{}
 	case slack.Attachment:
 		opts = append(opts, slack.MsgOptionAttachments(append([]slack.Attachment{a}, slackAttachments...)...))
 
-	case slackAttachmentCreator:
+	case types.SlackAttachmentCreator:
 		// convert object to slack attachment (if supported)
 		opts = append(opts, slack.MsgOptionAttachments(append([]slack.Attachment{a.SlackAttachment()}, slackAttachments...)...))
 

pkg/strategy/autoborrow/strategy.go

@@ -23,24 +23,60 @@ func init() {
 	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
-/**
-- on: binance
-  autoborrow:
+/*
+  - on: binance
+    autoborrow:
     interval: 30m
     repayWhenDeposit: true
 
     # minMarginLevel for triggering auto borrow
     minMarginLevel: 1.5
     assets:
-    - asset: ETH
-      low: 3.0
-      maxQuantityPerBorrow: 1.0
-      maxTotalBorrow: 10.0
-    - asset: USDT
-      low: 1000.0
-      maxQuantityPerBorrow: 100.0
-      maxTotalBorrow: 10.0
+
+  - asset: ETH
+    low: 3.0
+    maxQuantityPerBorrow: 1.0
+    maxTotalBorrow: 10.0
+
+  - asset: USDT
+    low: 1000.0
+    maxQuantityPerBorrow: 100.0
+    maxTotalBorrow: 10.0
 */
+type MarginAlert struct {
+	CurrentMarginLevel fixedpoint.Value
+	MinimalMarginLevel fixedpoint.Value
+	SlackMentions      []string
+	SessionName        string
+}
+
+func (m *MarginAlert) SlackAttachment() slack.Attachment {
+	return slack.Attachment{
+		Color: "red",
+		Title: fmt.Sprintf("Margin Level Alert: %s session - current margin level %f < required margin level %f",
+			m.SessionName, m.CurrentMarginLevel.Float64(), m.MinimalMarginLevel.Float64()),
+		Text: strings.Join(m.SlackMentions, " "),
+		Fields: []slack.AttachmentField{
+			{
+				Title: "Session",
+				Value: m.SessionName,
+				Short: true,
+			},
+			{
+				Title: "Current Margin Level",
+				Value: m.CurrentMarginLevel.String(),
+				Short: true,
+			},
+			{
+				Title: "Minimal Margin Level",
+				Value: m.MinimalMarginLevel.String(),
+				Short: true,
+			},
+		},
+		// Footer:     "",
+		// FooterIcon: "",
+	}
+}
 
 type MarginAsset struct {
 	Asset                string           `json:"asset"`
@@ -57,7 +93,9 @@ type Strategy struct {
 	MaxMarginLevel       fixedpoint.Value `json:"maxMarginLevel"`
 	AutoRepayWhenDeposit bool             `json:"autoRepayWhenDeposit"`
 
-	MarginLevelAlertSlackMentions []string `json:"marginLevelAlertSlackMentions"`
+	MarginLevelAlertInterval      types.Duration   `json:"marginLevelAlertInterval"`
+	MarginLevelAlertMinMargin     fixedpoint.Value `json:"marginLevelAlertMinMargin"`
+	MarginLevelAlertSlackMentions []string         `json:"marginLevelAlertSlackMentions"`
 
 	Assets []MarginAsset `json:"assets"`
 
@@ -510,6 +548,39 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		}
 	}
 
+	if !s.MarginLevelAlertMinMargin.IsZero() {
+		alertInterval := time.Minute * 5
+		if s.MarginLevelAlertInterval > 0 {
+			alertInterval = s.MarginLevelAlertInterval.Duration()
+		}
+
+		go s.marginAlertWorker(ctx, alertInterval)
+	}
+
 	go s.run(ctx, s.Interval.Duration())
 	return nil
 }
+
+func (s *Strategy) marginAlertWorker(ctx context.Context, alertInterval time.Duration) {
+	go func() {
+		ticker := time.NewTicker(alertInterval)
+		defer ticker.Stop()
+		for {
+			select {
+			case <-ctx.Done():
+				return
+			case <-ticker.C:
+				account := s.ExchangeSession.GetAccount()
+				if account.MarginLevel.Compare(s.MarginLevelAlertMinMargin) <= 0 {
+					bbgo.Notify(&MarginAlert{
+						CurrentMarginLevel: account.MarginLevel,
+						MinimalMarginLevel: s.MarginLevelAlertMinMargin,
+						SlackMentions:      s.MarginLevelAlertSlackMentions,
+						SessionName:        s.ExchangeSession.Name,
+					})
+					bbgo.Notify(account.Balances().Debts())
+				}
+			}
+		}
+	}()
+}

pkg/types/duration.go

@@ -89,6 +89,7 @@ func ParseSimpleDuration(s string) (*SimpleDuration, error) {
 	return nil, errors.Wrapf(ErrNotSimpleDuration, "input %q is not a simple duration", s)
 }
 
+// Duration
 type Duration time.Duration
 
 func (d *Duration) Duration() time.Duration {

pkg/types/slack.go

@@ -0,0 +1,7 @@
+package types
+
+import "github.com/slack-go/slack"
+
+type SlackAttachmentCreator interface {
+	SlackAttachment() slack.Attachment
+}