add kline to the market data store

pkg/bbgo/environment.go

@@ -6,7 +6,7 @@ import (
 	"time"
 
 	"github.com/jmoiron/sqlx"
-	"github.com/sirupsen/logrus"
+	log "github.com/sirupsen/logrus"
 	"github.com/spf13/viper"
 
 	"github.com/c9s/bbgo/cmd/cmdutil"
@@ -73,6 +73,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 		session.Markets = markets
 
 		for symbol := range loadedSymbols {
+			log.Infof("syncing trades from %s for symbol %s...", session.Exchange.Name(), symbol)
 			if err := environ.TradeSync.Sync(ctx, session.Exchange, symbol, startTime); err != nil {
 				return err
 			}
@@ -90,7 +91,7 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 				return err
 			}
 
-			logrus.Infof("symbol %s: %d trades loaded", symbol, len(trades))
+			log.Infof("symbol %s: %d trades loaded", symbol, len(trades))
 			session.Trades[symbol] = trades
 
 			currentPrice, err := session.Exchange.QueryAveragePrice(ctx, symbol)
@@ -99,8 +100,11 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 			}
 
 			session.LastPrices[symbol] = currentPrice
+
+			session.MarketDataStores[symbol] = NewMarketDataStore(symbol)
 		}
 
+		log.Infof("querying balances...")
 		balances, err := session.Exchange.QueryAccountBalances(ctx)
 		if err != nil {
 			return err
@@ -108,27 +112,26 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 
 		stream := session.Exchange.NewStream()
 
-		session.Stream = stream
-
-		session.Account = &Account{balances: balances}
-		session.Account.BindStream(session.Stream)
-
-		marketDataStore := NewMarketDataStore()
-		marketDataStore.BindStream(session.Stream)
+		account := &Account{balances: balances}
+		account.BindStream(stream)
+		session.Account = account
 
 		// update last prices
-		session.Stream.OnKLineClosed(func(kline types.KLine) {
+		stream.OnKLineClosed(func(kline types.KLine) {
 			session.LastPrices[kline.Symbol] = kline.Close
+			session.MarketDataStores[kline.Symbol].AddKLine(kline)
 		})
 
-		session.Stream.OnTrade(func(trade *types.Trade) {
+		stream.OnTrade(func(trade *types.Trade) {
 			// append trades
 			session.Trades[trade.Symbol] = append(session.Trades[trade.Symbol], *trade)
 
 			if err := environ.TradeService.Insert(*trade); err != nil {
-				logrus.WithError(err).Errorf("trade insert error: %+v", *trade)
+				log.WithError(err).Errorf("trade insert error: %+v", *trade)
 			}
 		})
+
+		session.Stream = stream
 	}
 
 	return nil
@@ -136,8 +139,10 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 
 func (environ *Environment) Connect(ctx context.Context) error {
 	for _, session := range environ.sessions {
+		log.Infof("connecting session %s...", session.Name)
+
 		for _, s := range session.Subscriptions {
-			logrus.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options)
+			log.Infof("subscribing %s %s %v", s.Symbol, s.Channel, s.Options)
 			session.Stream.Subscribe(s.Channel, s.Symbol, s.Options)
 		}
 

pkg/bbgo/store.go

@@ -15,14 +15,18 @@ type KLineCallback func(kline types.KLine)
 
 //go:generate callbackgen -type MarketDataStore
 type MarketDataStore struct {
+	Symbol string
+
 	// KLineWindows stores all loaded klines per interval
 	KLineWindows map[Interval]types.KLineWindow `json:"-"`
 
 	updateCallbacks []KLineCallback
 }
 
-func NewMarketDataStore() *MarketDataStore {
+func NewMarketDataStore(symbol string) *MarketDataStore {
 	return &MarketDataStore{
+		Symbol: symbol,
+
 		// KLineWindows stores all loaded klines per interval
 		KLineWindows: make(map[Interval]types.KLineWindow),
 	}
@@ -33,7 +37,9 @@ func (store *MarketDataStore) BindStream(stream types.Stream) {
 }
 
 func (store *MarketDataStore) handleKLineClosed(kline types.KLine) {
-	store.AddKLine(kline)
+	if kline.Symbol == store.Symbol {
+		store.AddKLine(kline)
+	}
 }
 
 func (store *MarketDataStore) AddKLine(kline types.KLine) {

pkg/strategy/buyandhold/cmd.go

@@ -65,6 +65,9 @@ var Cmd = &cobra.Command{
 		trader := bbgo.NewTrader(environ)
 		trader.AttachStrategy(string(exchangeName), New(symbol, interval, baseQuantity))
 		err = trader.Run(ctx)
+		if err != nil {
+			return err
+		}
 
 		cmdutil.WaitForSignal(ctx, syscall.SIGINT, syscall.SIGTERM)
 		return err

pkg/types/exchange.go

@@ -11,6 +11,10 @@ import (
 
 type ExchangeName string
 
+func (n ExchangeName) String() string {
+	return string(n)
+}
+
 const (
 	ExchangeMax     = ExchangeName("max")
 	ExchangeBinance = ExchangeName("binance")