add notification config

pkg/bbgo/config.go

@@ -24,6 +24,27 @@ type ExchangeStrategyMount struct {
 	Strategy SingleExchangeStrategy
 }
 
+type SlackNotification struct {
+	DefaultChannel string `json:"defaultChannel,omitempty"  yaml:"defaultChannel,omitempty"`
+	ErrorChannel   string `json:"errorChannel,omitempty"  yaml:"errorChannel,omitempty"`
+}
+
+type NotificationRouting struct {
+	Trade string `json:"trade,omitempty" yaml:"trade,omitempty"`
+	Order string `json:"order,omitempty" yaml:"order,omitempty"`
+	SubmitOrder string `json:"submitOrder,omitempty" yaml:"submitOrder,omitempty"`
+	PnL string `json:"pnL,omitempty" yaml:"pnL,omitempty"`
+}
+
+type Notifications struct {
+	Slack *SlackNotification `json:"slack,omitempty" yaml:"slack,omitempty"`
+
+	SymbolChannels  map[string]string `json:"symbolChannels,omitempty" yaml:"symbolChannels,omitempty"`
+	SessionChannels map[string]string `json:"sessionChannels,omitempty" yaml:"sessionChannels,omitempty"`
+
+	Routing *NotificationRouting `json:"routing,omitempty" yaml:"routing,omitempty"`
+}
+
 type Session struct {
 	ExchangeName string `json:"exchange" yaml:"exchange"`
 	EnvVarPrefix string `json:"envVarPrefix" yaml:"envVarPrefix"`
@@ -32,6 +53,8 @@ type Session struct {
 type Config struct {
 	Imports []string `json:"imports" yaml:"imports"`
 
+	Notifications *Notifications `json:"notifications,omitempty" yaml:"notifications,omitempty"`
+
 	Sessions map[string]Session `json:"sessions,omitempty" yaml:"sessions,omitempty"`
 
 	RiskControls *RiskControls `json:"riskControls,omitempty" yaml:"riskControls,omitempty"`

pkg/bbgo/config_test.go

@@ -34,6 +34,23 @@ func TestLoadConfig(t *testing.T) {
 		wantErr bool
 		f       func(t *testing.T, config *Config)
 	}{
+		{
+			name:    "notification",
+			args:    args{configFile: "testdata/notification.yaml"},
+			wantErr: false,
+			f: func(t *testing.T, config *Config) {
+				assert.NotNil(t, config.Notifications)
+				assert.NotNil(t, config.Notifications.SessionChannels)
+				assert.NotNil(t, config.Notifications.SymbolChannels)
+				assert.Equal(t, map[string]string{
+					"^BTC": "#btc",
+					"^ETH": "#eth",
+				}, config.Notifications.SymbolChannels)
+				assert.NotNil(t, config.Notifications.Routing)
+				assert.Equal(t, "#dev-bbgo", config.Notifications.Slack.DefaultChannel)
+				assert.Equal(t, "#error", config.Notifications.Slack.ErrorChannel)
+			},
+		},
 		{
 			name:    "strategy",
 			args:    args{configFile: "testdata/strategy.yaml"},

pkg/bbgo/reporter.go

@@ -83,11 +83,11 @@ func (reporter *AverageCostPnLReporter) Run() {
 	}
 }
 
-type SymbolChannelRouter struct {
+type PatternChannelRouter struct {
 	routes map[*regexp.Regexp]string
 }
 
-func (router *SymbolChannelRouter) RouteSymbols(routes map[string]string) *SymbolChannelRouter {
+func (router *PatternChannelRouter) RouteSymbols(routes map[string]string) *PatternChannelRouter {
 	for pattern, channel := range routes {
 		router.routes[regexp.MustCompile(pattern)] = channel
 	}
@@ -95,9 +95,9 @@ func (router *SymbolChannelRouter) RouteSymbols(routes map[string]string) *Symbo
 	return router
 }
 
-func (router *SymbolChannelRouter) Dispatch(symbol string) (channel string, ok bool) {
+func (router *PatternChannelRouter) Dispatch(text string) (channel string, ok bool) {
 	for pattern, channel := range router.routes {
-		if pattern.MatchString(symbol) {
+		if pattern.MatchString(text) {
 			ok = true
 			return channel, ok
 		}

pkg/bbgo/testdata/notification.yaml

@@ -0,0 +1,40 @@
+---
+notifications:
+  slack:
+    defaultChannel: "#dev-bbgo"
+    errorChannel: "#error"
+
+  # if you want to route channel by symbol
+  symbolChannels:
+    "^BTC": "#btc"
+    "^ETH": "#eth"
+
+  # if you want to route channel by exchange session
+  sessionChannels:
+    max: "#bbgo-max"
+    binance: "#bbgo-binance"
+
+  # routing rules
+  routing:
+    trade: bySymbol
+    order: bySymbol
+    submitOrder: byExchange
+    pnL: "#bbgo-pnl"
+
+sessions:
+  max:
+    exchange: max
+    envVarPrefix: max
+
+  binance:
+    exchange: binance
+    envVarPrefix: binance
+
+exchangeStrategies:
+- on: binance
+  test:
+    symbol: "BTCUSDT"
+    interval: "1m"
+    baseQuantity: 0.1
+    minDropPercentage: -0.05
+