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bbgo: refactor marginAssetUpdater

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c9s 2022-09-16 12:19:30 +08:00
parent d4f74822ad
commit be40ed7410
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1 changed files with 56 additions and 1 deletions
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57
pkg/bbgo/order_executor_general.go
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@ -5,12 +5,14 @@ import (
"errors"
"fmt"
"strings"
"time"
log "github.com/sirupsen/logrus"
"go.uber.org/multierr"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
"github.com/c9s/bbgo/pkg/util"
)
type NotifyFunc func(obj interface{}, args ...interface{})
@ -25,6 +27,8 @@ type GeneralOrderExecutor struct {
activeMakerOrders *ActiveOrderBook
orderStore *OrderStore
tradeCollector *TradeCollector
marginBaseMaxBorrowable, marginQuoteMaxBorrowable fixedpoint.Value
}
func NewGeneralOrderExecutor(session *ExchangeSession, symbol, strategy, strategyInstanceID string, position *types.Position) *GeneralOrderExecutor {
@ -33,7 +37,8 @@ func NewGeneralOrderExecutor(session *ExchangeSession, symbol, strategy, strateg
position.StrategyInstanceID = strategyInstanceID
orderStore := NewOrderStore(symbol)
return &GeneralOrderExecutor{
executor := &GeneralOrderExecutor{
session: session,
symbol: symbol,
strategy: strategy,
@ -43,6 +48,56 @@ func NewGeneralOrderExecutor(session *ExchangeSession, symbol, strategy, strateg
orderStore: orderStore,
tradeCollector: NewTradeCollector(symbol, position, orderStore),
}
if session.Margin {
executor.startMarginAssetUpdater(context.Background())
}
return executor
}
func (e *GeneralOrderExecutor) startMarginAssetUpdater(ctx context.Context) {
marginService, ok := e.session.Exchange.(types.MarginBorrowRepayService)
if !ok {
log.Warnf("session %s (%T) exchange does not support MarginBorrowRepayService", e.session.Name, e.session.Exchange)
return
}
go e.marginAssetMaxBorrowableUpdater(ctx, 30*time.Minute, marginService, e.position.Market)
}
func (e *GeneralOrderExecutor) marginAssetMaxBorrowableUpdater(ctx context.Context, interval time.Duration, marginService types.MarginBorrowRepayService, market types.Market) {
t1 := time.NewTicker(util.MillisecondsJitter(30*time.Minute, 500))
t2 := time.NewTicker(util.MillisecondsJitter(30*time.Minute, 500))
defer t1.Stop()
defer t2.Stop()
for {
select {
case <-ctx.Done():
return
case <-t1.C:
maxBorrowable, err := marginService.QueryMarginAssetMaxBorrowable(ctx, market.BaseCurrency)
if err != nil {
log.WithError(err).Errorf("can not query margin base asset max borrowable")
continue
}
log.Infof("updating margin base asset %s max borrowable amount: %f", market.BaseCurrency, maxBorrowable.Float64())
e.marginBaseMaxBorrowable = maxBorrowable
case <-t2.C:
maxBorrowable, err := marginService.QueryMarginAssetMaxBorrowable(ctx, market.QuoteCurrency)
if err != nil {
log.WithError(err).Errorf("can not query margin base asset max borrowable")
continue
}
log.Infof("updating margin quote asset %s max borrowable amount: %f", market.QuoteCurrency, maxBorrowable.Float64())
e.marginQuoteMaxBorrowable = maxBorrowable
}
}
}
func (e *GeneralOrderExecutor) ActiveMakerOrders() *ActiveOrderBook {