From b28b5e409791a061a2c8ed44a5e70a026d4b555b Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Sat, 11 Nov 2023 07:42:29 +0800
Subject: [PATCH] bbgo: add environment config for disabling some klines
 defaults

---
 pkg/bbgo/config.go      |  7 ++++
 pkg/bbgo/environment.go |  4 +--
 pkg/bbgo/session.go     | 78 ++++++++++++++++++++++-------------------
 3 files changed, 50 insertions(+), 39 deletions(-)

diff --git a/pkg/bbgo/config.go b/pkg/bbgo/config.go
index 4cbc23048..591176484 100644
--- a/pkg/bbgo/config.go
+++ b/pkg/bbgo/config.go
@@ -326,6 +326,11 @@ type ServiceConfig struct {
 	GoogleSpreadSheetService *GoogleSpreadSheetServiceConfig `json:"googleSpreadSheet" yaml:"googleSpreadSheet"`
 }
 
+type EnvironmentConfig struct {
+	DisableDefaultKLineSubscription bool `json:"disableDefaultKLineSubscription"`
+	DisableHistoryKLinePreload      bool `json:"disableHistoryKLinePreload"`
+}
+
 type Config struct {
 	Build *BuildConfig `json:"build,omitempty" yaml:"build,omitempty"`
 
@@ -343,6 +348,8 @@ type Config struct {
 
 	Service *ServiceConfig `json:"services,omitempty" yaml:"services,omitempty"`
 
+	Environment *EnvironmentConfig `json:"environment,omitempty" yaml:"environment,omitempty"`
+
 	Sessions map[string]*ExchangeSession `json:"sessions,omitempty" yaml:"sessions,omitempty"`
 
 	RiskControls *RiskControls `json:"riskControls,omitempty" yaml:"riskControls,omitempty"`
diff --git a/pkg/bbgo/environment.go b/pkg/bbgo/environment.go
index 71ef121eb..ce8b98fb5 100644
--- a/pkg/bbgo/environment.go
+++ b/pkg/bbgo/environment.go
@@ -108,13 +108,13 @@ type Environment struct {
 	syncStatus      SyncStatus
 	syncConfig      *SyncConfig
 
-	loggingConfig *LoggingConfig
+	loggingConfig     *LoggingConfig
+	environmentConfig *EnvironmentConfig
 
 	sessions map[string]*ExchangeSession
 }
 
 func NewEnvironment() *Environment {
-
 	now := time.Now()
 	return &Environment{
 		// default trade scan time
diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go
index 3d2cc82e9..101abd3f9 100644
--- a/pkg/bbgo/session.go
+++ b/pkg/bbgo/session.go
@@ -472,49 +472,53 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 			}
 
 			if sub.Symbol == symbol {
-				klineSubscriptions[types.Interval(sub.Options.Interval)] = struct{}{}
+				klineSubscriptions[sub.Options.Interval] = struct{}{}
 			}
 		}
 	}
 
-	// always subscribe the 1m kline so we can make sure the connection persists.
-	klineSubscriptions[minInterval] = struct{}{}
-
-	for interval := range klineSubscriptions {
-		// avoid querying the last unclosed kline
-		endTime := environ.startTime
-		var i int64
-		for i = 0; i < KLinePreloadLimit; i += 1000 {
-			var duration time.Duration = time.Duration(-i * int64(interval.Duration()))
-			e := endTime.Add(duration)
-
-			kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
-				EndTime: &e,
-				Limit:   1000, // indicators need at least 100
-			})
-			if err != nil {
-				return err
-			}
-
-			if len(kLines) == 0 {
-				log.Warnf("no kline data for %s %s (end time <= %s)", symbol, interval, e)
-				continue
-			}
-
-			// update last prices by the given kline
-			lastKLine := kLines[len(kLines)-1]
-			if interval == minInterval {
-				session.lastPrices[symbol] = lastKLine.Close
-			}
-
-			for _, k := range kLines {
-				// let market data store trigger the update, so that the indicator could be updated too.
-				marketDataStore.AddKLine(k)
-			}
-		}
+	if !(environ.environmentConfig != nil && environ.environmentConfig.DisableDefaultKLineSubscription) {
+		// subscribe the 1m kline by default so we can make sure the connection persists.
+		klineSubscriptions[minInterval] = struct{}{}
 	}
 
-	log.Infof("%s last price: %v", symbol, session.lastPrices[symbol])
+	if !(environ.environmentConfig != nil && environ.environmentConfig.DisableHistoryKLinePreload) {
+		for interval := range klineSubscriptions {
+			// avoid querying the last unclosed kline
+			endTime := environ.startTime
+			var i int64
+			for i = 0; i < KLinePreloadLimit; i += 1000 {
+				var duration time.Duration = time.Duration(-i * int64(interval.Duration()))
+				e := endTime.Add(duration)
+
+				kLines, err := session.Exchange.QueryKLines(ctx, symbol, interval, types.KLineQueryOptions{
+					EndTime: &e,
+					Limit:   1000, // indicators need at least 100
+				})
+				if err != nil {
+					return err
+				}
+
+				if len(kLines) == 0 {
+					log.Warnf("no kline data for %s %s (end time <= %s)", symbol, interval, e)
+					continue
+				}
+
+				// update last prices by the given kline
+				lastKLine := kLines[len(kLines)-1]
+				if interval == minInterval {
+					session.lastPrices[symbol] = lastKLine.Close
+				}
+
+				for _, k := range kLines {
+					// let market data store trigger the update, so that the indicator could be updated too.
+					marketDataStore.AddKLine(k)
+				}
+			}
+		}
+
+		log.Infof("%s last price: %v", symbol, session.lastPrices[symbol])
+	}
 
 	session.initializedSymbols[symbol] = struct{}{}
 	return nil