integrate AverageCostPnLReporter

cmd/pnl.go

@@ -112,11 +112,10 @@ var pnlCmd = &cobra.Command{
 
 		calculator := &pnl.AverageCostCalculator{
 			TradingFeeCurrency: tradingFeeCurrency,
-			Symbol:             symbol,
 			StartTime:          startTime,
 		}
 
-		report := calculator.Calculate(trades, currentPrice)
+		report := calculator.Calculate(symbol, trades, currentPrice)
 		report.Print()
 		return nil
 	},

cmd/run.go

@@ -79,6 +79,9 @@ var runCmd = &cobra.Command{
 			trader.AttachCrossExchangeStrategy(strategy)
 		}
 
+		trader.ReportPnL(notifier).
+			AverageCostBySymbols("BTCUSDT", "BNBUSDT").Of("max", "binance")
+
 		err = trader.Run(ctx)
 		if err != nil {
 			return err

go.mod

@@ -26,6 +26,7 @@ require (
 	github.com/onsi/gomega v1.7.1 // indirect
 	github.com/pkg/errors v0.9.1
 	github.com/rifflock/lfshook v0.0.0-20180920164130-b9218ef580f5
+	github.com/robfig/cron/v3 v3.0.0
 	github.com/shopspring/decimal v1.2.0 // indirect
 	github.com/sirupsen/logrus v1.4.2
 	github.com/slack-go/slack v0.6.6-0.20200602212211-b04b8521281b

go.sum

@@ -228,6 +228,8 @@ github.com/prometheus/procfs v0.0.0-20190507164030-5867b95ac084/go.mod h1:TjEm7z
 github.com/prometheus/tsdb v0.7.1/go.mod h1:qhTCs0VvXwvX/y3TZrWD7rabWM+ijKTux40TwIPHuXU=
 github.com/rifflock/lfshook v0.0.0-20180920164130-b9218ef580f5 h1:mZHayPoR0lNmnHyvtYjDeq0zlVHn9K/ZXoy17ylucdo=
 github.com/rifflock/lfshook v0.0.0-20180920164130-b9218ef580f5/go.mod h1:GEXHk5HgEKCvEIIrSpFI3ozzG5xOKA2DVlEX/gGnewM=
+github.com/robfig/cron/v3 v3.0.0 h1:kQ6Cb7aHOHTSzNVNEhmp8EcWKLb4CbiMW9h9VyIhO4E=
+github.com/robfig/cron/v3 v3.0.0/go.mod h1:eQICP3HwyT7UooqI/z+Ov+PtYAWygg1TEWWzGIFLtro=
 github.com/rogpeppe/fastuuid v0.0.0-20150106093220-6724a57986af/go.mod h1:XWv6SoW27p1b0cqNHllgS5HIMJraePCO15w5zCzIWYg=
 github.com/rogpeppe/go-internal v1.3.0/go.mod h1:M8bDsm7K2OlrFYOpmOWEs/qY81heoFRclV5y23lUDJ4=
 github.com/russross/blackfriday/v2 v2.0.1/go.mod h1:+Rmxgy9KzJVeS9/2gXHxylqXiyQDYRxCVz55jmeOWTM=

pkg/accounting/pnl/avg_cost.go

@@ -15,7 +15,7 @@ type AverageCostCalculator struct {
 	TradingFeeCurrency string
 }
 
-func (c *AverageCostCalculator) Calculate(trades []types.Trade, currentPrice float64) *AverageCostPnlReport {
+func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, currentPrice float64) *AverageCostPnlReport {
 	// copy trades, so that we can truncate it.
 	var bidVolume = 0.0
 	var bidAmount = 0.0
@@ -29,7 +29,7 @@ func (c *AverageCostCalculator) Calculate(trades []types.Trade, currentPrice flo
 	var currencyFees = map[string]float64{}
 
 	for _, trade := range trades {
-		if trade.Symbol == c.Symbol {
+		if trade.Symbol == symbol {
 			if trade.IsBuyer {
 				bidVolume += trade.Quantity
 				bidAmount += trade.Price * trade.Quantity
@@ -66,7 +66,7 @@ func (c *AverageCostCalculator) Calculate(trades []types.Trade, currentPrice flo
 	averageCost := (bidAmount + bidFeeUSD) / bidVolume
 
 	for _, t := range trades {
-		if t.Symbol != c.Symbol {
+		if t.Symbol != symbol {
 			continue
 		}
 
@@ -88,7 +88,7 @@ func (c *AverageCostCalculator) Calculate(trades []types.Trade, currentPrice flo
 	}
 
 	return &AverageCostPnlReport{
-		Symbol:       c.Symbol,
+		Symbol:       symbol,
 		StartTime:    c.StartTime,
 		CurrentPrice: currentPrice,
 		NumTrades:    len(trades),

pkg/bbgo/trader.go

@@ -2,10 +2,13 @@ package bbgo
 
 import (
 	"context"
+	"time"
 
 	"github.com/pkg/errors"
+	"github.com/robfig/cron/v3"
 	log "github.com/sirupsen/logrus"
 
+	"github.com/c9s/bbgo/pkg/accounting/pnl"
 	"github.com/c9s/bbgo/pkg/types"
 
 	_ "github.com/go-sql-driver/mysql"
@@ -31,6 +34,77 @@ type CrossExchangeStrategy interface {
 	Run(ctx context.Context, orderExecutionRouter types.OrderExecutionRouter, sessions map[string]*ExchangeSession) error
 }
 
+type PnLReporter interface {
+	Run()
+}
+
+type baseReporter struct {
+	notifier    Notifier
+	cron        *cron.Cron
+	environment *Environment
+}
+
+type PnLReporterManager struct {
+	baseReporter
+
+	reporters []PnLReporter
+}
+
+func NewPnLReporter(notifier Notifier) *PnLReporterManager {
+	return &PnLReporterManager{
+		baseReporter: baseReporter{
+			notifier: notifier,
+			cron:     cron.New(),
+		},
+	}
+}
+
+func (manager *PnLReporterManager) AverageCostBySymbols(symbols ...string) *AverageCostPnLReporter {
+	reporter := &AverageCostPnLReporter{
+		baseReporter: manager.baseReporter,
+		Symbols:      symbols,
+	}
+
+	manager.reporters = append(manager.reporters, reporter)
+	return reporter
+}
+
+type AverageCostPnLReporter struct {
+	baseReporter
+
+	Sessions []string
+	Symbols  []string
+}
+
+func (reporter *AverageCostPnLReporter) Of(sessions ...string) *AverageCostPnLReporter {
+	reporter.Sessions = sessions
+	return reporter
+}
+
+func (reporter *AverageCostPnLReporter) When(spec string) *AverageCostPnLReporter {
+	_, err := reporter.cron.AddJob(spec, reporter)
+	if err != nil {
+		panic(err)
+	}
+
+	return reporter
+}
+
+func (reporter *AverageCostPnLReporter) Run() {
+	for _, sessionName := range reporter.Sessions {
+		session := reporter.environment.sessions[sessionName]
+		calculator := &pnl.AverageCostCalculator{
+			StartTime:          time.Time{},
+			TradingFeeCurrency: session.Exchange.PlatformFeeCurrency(),
+		}
+
+		for _, symbol := range reporter.Symbols {
+			report := calculator.Calculate(symbol, session.Trades[symbol], session.lastPrices[symbol])
+			report.Print()
+		}
+	}
+}
+
 type Trader struct {
 	Notifiability
 
@@ -219,6 +293,10 @@ func (trader *Trader) reportPnL() {
 }
 */
 
+func (trader *Trader) ReportPnL(notifier Notifier) *PnLReporterManager {
+	return NewPnLReporter(notifier)
+}
+
 func (trader *Trader) SubmitOrder(ctx context.Context, order types.SubmitOrder) {
 	trader.Notify(":memo: Submitting %s %s %s order with quantity: %s", order.Symbol, order.Type, order.Side, order.QuantityString, order)