From c217aadc1b5631cafcbb924d2d1476cc7498a80a Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Mon, 8 Jul 2024 14:16:40 +0800
Subject: [PATCH] common: pull out ProfitFixerBundle

---
 pkg/strategy/common/profit_fixer.go     | 37 ++++++++++++++++++++++
 pkg/strategy/liquiditymaker/strategy.go | 42 ++-----------------------
 2 files changed, 40 insertions(+), 39 deletions(-)

diff --git a/pkg/strategy/common/profit_fixer.go b/pkg/strategy/common/profit_fixer.go
index 1092092f2..91d4b8158 100644
--- a/pkg/strategy/common/profit_fixer.go
+++ b/pkg/strategy/common/profit_fixer.go
@@ -2,12 +2,14 @@ package common
 
 import (
 	"context"
+	"fmt"
 	"sync"
 	"time"
 
 	log "github.com/sirupsen/logrus"
 	"golang.org/x/sync/errgroup"
 
+	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/exchange/batch"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -101,3 +103,38 @@ func (f *ProfitFixer) FixFromTrades(allTrades []types.Trade, stats *types.Profit
 	log.Infof("profitFixer fix finished: profitStats and position are updated from %d trades", len(allTrades))
 	return nil
 }
+
+type ProfitFixerBundle struct {
+	ProfitFixerConfig *ProfitFixerConfig `json:"profitFixer,omitempty"`
+}
+
+func (f *ProfitFixerBundle) Fix(
+	ctx context.Context,
+	symbol string,
+	position *types.Position,
+	profitStats *types.ProfitStats,
+	sessions ...*bbgo.ExchangeSession,
+) error {
+	bbgo.Notify("Fixing %s profitStats and position...", symbol)
+
+	log.Infof("profitFixer is enabled, checking checkpoint: %+v", f.ProfitFixerConfig.TradesSince)
+
+	if f.ProfitFixerConfig.TradesSince.Time().IsZero() {
+		return fmt.Errorf("tradesSince time can not be zero")
+	}
+
+	fixer := NewProfitFixer()
+	for _, session := range sessions {
+		if ss, ok := session.Exchange.(types.ExchangeTradeHistoryService); ok {
+			log.Infof("adding makerSession %s to profitFixer", session.Name)
+			fixer.AddExchange(session.Name, ss)
+		}
+	}
+
+	return fixer.Fix(ctx,
+		symbol,
+		f.ProfitFixerConfig.TradesSince.Time(),
+		time.Now(),
+		profitStats,
+		position)
+}
diff --git a/pkg/strategy/liquiditymaker/strategy.go b/pkg/strategy/liquiditymaker/strategy.go
index 74a80c5ed..d26d4e757 100644
--- a/pkg/strategy/liquiditymaker/strategy.go
+++ b/pkg/strategy/liquiditymaker/strategy.go
@@ -4,7 +4,6 @@ import (
 	"context"
 	"fmt"
 	"sync"
-	"time"
 
 	log "github.com/sirupsen/logrus"
 
@@ -28,41 +27,6 @@ func init() {
 	bbgo.RegisterStrategy(ID, &Strategy{})
 }
 
-type ProfitFixer struct {
-	ProfitFixerConfig *common.ProfitFixerConfig `json:"profitFixer,omitempty"`
-}
-
-func (f *ProfitFixer) Fix(
-	ctx context.Context,
-	symbol string,
-	position *types.Position,
-	profitStats *types.ProfitStats,
-	sessions ...*bbgo.ExchangeSession,
-) error {
-	bbgo.Notify("Fixing %s profitStats and position...", symbol)
-
-	log.Infof("profitFixer is enabled, checking checkpoint: %+v", f.ProfitFixerConfig.TradesSince)
-
-	if f.ProfitFixerConfig.TradesSince.Time().IsZero() {
-		return fmt.Errorf("tradesSince time can not be zero")
-	}
-
-	fixer := common.NewProfitFixer()
-	for _, session := range sessions {
-		if ss, ok := session.Exchange.(types.ExchangeTradeHistoryService); ok {
-			log.Infof("adding makerSession %s to profitFixer", session.Name)
-			fixer.AddExchange(session.Name, ss)
-		}
-	}
-
-	return fixer.Fix(ctx,
-		symbol,
-		f.ProfitFixerConfig.TradesSince.Time(),
-		time.Now(),
-		profitStats,
-		position)
-}
-
 // Strategy is the strategy struct of LiquidityMaker
 // liquidity maker does not care about the current price, it tries to place liquidity orders (limit maker orders)
 // around the current mid price
@@ -99,7 +63,7 @@ type Strategy struct {
 
 	MinProfit fixedpoint.Value `json:"minProfit"`
 
-	ProfitFixer
+	common.ProfitFixerBundle
 
 	liquidityOrderBook, adjustmentOrderBook *bbgo.ActiveOrderBook
 
@@ -129,12 +93,12 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	if s.ProfitFixer.ProfitFixerConfig != nil {
+	if s.ProfitFixerBundle.ProfitFixerConfig != nil {
 		market, _ := session.Market(s.Symbol)
 		s.Position = types.NewPositionFromMarket(market)
 		s.ProfitStats = types.NewProfitStats(market)
 
-		if err := s.ProfitFixer.Fix(ctx, s.Symbol, s.Position, s.ProfitStats, session); err != nil {
+		if err := s.ProfitFixerBundle.Fix(ctx, s.Symbol, s.Position, s.ProfitStats, session); err != nil {
 			return err
 		}