Merge pull request #387 from narumiruna/narumi/rebalance/validate

strategy: rebalance: validate parameters

config/rebalance.yaml

@@ -13,9 +13,9 @@ exchangeStrategies:
       targetWeights:
         BTC: 40%
         ETH: 20%
-        MAX: 20%
+        MAX: 10%
-        USDT: 10%
+        USDT: 15%
-        TWD: 10%
+        TWD: 15%
       threshold: 2%
       # max amount to buy or sell per order
       maxAmount: 10_000

pkg/strategy/rebalance/strategy.go

@@ -2,6 +2,7 @@ package kline
 
 import (
 	"context"
+	"fmt"
 	"time"
 
 	"github.com/sirupsen/logrus"
@@ -67,6 +68,32 @@ func (s *Strategy) ID() string {
 	return ID
 }
 
+func (s *Strategy) Validate() error {
+	if s.Interval == 0 {
+		return fmt.Errorf("interval shoud not be 0")
+	}
+
+	if len(s.TargetWeights) == 0 {
+		return fmt.Errorf("targetWeights should not be empty")
+	}
+
+	for currency, weight := range s.TargetWeights {
+		if weight.Float64() < 0 {
+			return fmt.Errorf("%s weight: %f should not less than 0", currency, weight.Float64())
+		}
+	}
+
+	if s.Threshold < 0 {
+		return fmt.Errorf("threshold should not less than 0")
+	}
+
+	if s.MaxAmount < 0 {
+		return fmt.Errorf("maxAmount shoud not less than 0")
+	}
+
+	return nil
+}
+
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {}
 
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
@@ -103,6 +130,7 @@ func (s *Strategy) rebalance(ctx context.Context, orderExecutor bbgo.OrderExecut
 	orders := s.generateSubmitOrders(prices, marketValues)
 	_, err = orderExecutor.SubmitOrders(ctx, orders...)
 	if err != nil {
+		log.WithError(err).Error("submit order error")
 		return
 	}
 }
@@ -156,11 +184,22 @@ func (s *Strategy) generateSubmitOrders(prices, marketValues map[string]fixedpoi
 		symbol := currency + s.BaseCurrency
 		currentWeight := currentWeights[currency]
 		currentPrice := prices[currency]
+		log.Infof("%s price: %f, current weight: %f, target weight: %f",
+			symbol,
+			currentPrice.Float64(),
+			currentWeight.Float64(),
+			targetWeight.Float64())
 
 		// calculate the difference between current weight and target weight
 		// if the difference is less than threshold, then we will not create the order
 		weightDifference := targetWeight.Sub(currentWeight)
 		if weightDifference.Abs() < s.Threshold {
+			log.Infof("%s weight distance |%f - %f| = |%f| less than the threshold: %f",
+				symbol,
+				currentWeight.Float64(),
+				targetWeight.Float64(),
+				weightDifference.Float64(),
+				s.Threshold.Float64())
 			continue
 		}