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add pnl emoji

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This commit is contained in:
c9s 2021-05-16 01:16:03 +08:00
parent 6f79a7eea8
commit c9cdf31df1
2 changed files with 32 additions and 9 deletions
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12
pkg/bbgo/position.go
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@ -24,6 +24,12 @@ type Position struct {
} }
func (p *Position) SlackAttachment() slack.Attachment { func (p *Position) SlackAttachment() slack.Attachment {
p.Lock()
averageCost := p.AverageCost
base := p.Base
quote := p.Quote
p.Unlock()
var posType = "" var posType = ""
var color = "" var color = ""
@ -45,9 +51,9 @@ func (p *Position) SlackAttachment() slack.Attachment {
Title: title, Title: title,
Color: color, Color: color,
Fields: []slack.AttachmentField{ Fields: []slack.AttachmentField{
{Title: "Average Cost", Value: util.FormatFloat(p.AverageCost.Float64(), 2), Short: true}, {Title: "Average Cost", Value: util.FormatFloat(averageCost.Float64(), 2), Short: true},
{Title: p.BaseCurrency, Value: util.FormatFloat(p.Base.Float64(), 4), Short: true}, {Title: p.BaseCurrency, Value: util.FormatFloat(base.Float64(), 4), Short: true},
{Title: p.QuoteCurrency, Value: util.FormatFloat(p.Quote.Float64(), 2)}, {Title: p.QuoteCurrency, Value: util.FormatFloat(quote.Float64(), 2)},
}, },
Footer: util.Render("update time {{ . }}", time.Now().Format(time.RFC822)), Footer: util.Render("update time {{ . }}", time.Now().Format(time.RFC822)),
// FooterIcon: "", // FooterIcon: "",

29
pkg/strategy/xmaker/strategy.go
View File

@ -213,7 +213,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok { if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
// to make bid orders, we need enough base asset in the foreign exchange, // to make bid orders, we need enough base asset in the foreign exchange,
// if the base asset balance is not enough for selling // if the base asset balance is not enough for selling
if s.StopHedgeBaseBalance > 0 && b.Available > (s.StopHedgeBaseBalance + fixedpoint.NewFromFloat(s.sourceMarket.MinQuantity)) { if s.StopHedgeBaseBalance > 0 && b.Available > (s.StopHedgeBaseBalance+fixedpoint.NewFromFloat(s.sourceMarket.MinQuantity)) {
hedgeQuota.BaseAsset.Add(b.Available - s.StopHedgeBaseBalance - fixedpoint.NewFromFloat(s.sourceMarket.MinQuantity)) hedgeQuota.BaseAsset.Add(b.Available - s.StopHedgeBaseBalance - fixedpoint.NewFromFloat(s.sourceMarket.MinQuantity))
} else if b.Available.Float64() > s.sourceMarket.MinQuantity { } else if b.Available.Float64() > s.sourceMarket.MinQuantity {
hedgeQuota.BaseAsset.Add(b.Available) hedgeQuota.BaseAsset.Add(b.Available)
@ -226,7 +226,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
if b, ok := hedgeBalances[s.sourceMarket.QuoteCurrency]; ok { if b, ok := hedgeBalances[s.sourceMarket.QuoteCurrency]; ok {
// to make ask orders, we need enough quote asset in the foreign exchange, // to make ask orders, we need enough quote asset in the foreign exchange,
// if the quote asset balance is not enough for buying // if the quote asset balance is not enough for buying
if s.StopHedgeQuoteBalance > 0 && b.Available > (s.StopHedgeQuoteBalance + fixedpoint.NewFromFloat(s.sourceMarket.MinNotional)) { if s.StopHedgeQuoteBalance > 0 && b.Available > (s.StopHedgeQuoteBalance+fixedpoint.NewFromFloat(s.sourceMarket.MinNotional)) {
hedgeQuota.QuoteAsset.Add(b.Available - s.StopHedgeQuoteBalance - fixedpoint.NewFromFloat(s.sourceMarket.MinNotional)) hedgeQuota.QuoteAsset.Add(b.Available - s.StopHedgeQuoteBalance - fixedpoint.NewFromFloat(s.sourceMarket.MinNotional))
} else if b.Available.Float64() > s.sourceMarket.MinNotional { } else if b.Available.Float64() > s.sourceMarket.MinNotional {
hedgeQuota.QuoteAsset.Add(b.Available) hedgeQuota.QuoteAsset.Add(b.Available)
@ -432,7 +432,7 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
} }
s.Notifiability.Notify("Submitting hedge order: %s %s %f", s.Symbol, side.String(), quantity.Float64()) s.Notifiability.Notify("Submitting %s hedge order %s %f", s.Symbol, side.String(), quantity.Float64())
orderExecutor := &bbgo.ExchangeOrderExecutor{Session: s.sourceSession} orderExecutor := &bbgo.ExchangeOrderExecutor{Session: s.sourceSession}
returnOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{ returnOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
@ -497,14 +497,15 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
since = time.Unix(s.state.AccumulatedSince, 0).In(localTimeZone) since = time.Unix(s.state.AccumulatedSince, 0).In(localTimeZone)
} }
s.Notify("%s trade just made profit %f %s, since %s accumulated net profit %f %s, accumulated loss %f %s", s.Symbol, s.Notify("%s %s trade profit %f %s, since %s accumulated net profit %f %s, accumulated loss %f %s", s.Symbol,
pnlEmoji(profit),
profit.Float64(), s.state.Position.QuoteCurrency, profit.Float64(), s.state.Position.QuoteCurrency,
since.Format(time.RFC822), since.Format(time.RFC822),
s.state.AccumulatedPnL.Float64(), s.state.Position.QuoteCurrency, s.state.AccumulatedPnL.Float64(), s.state.Position.QuoteCurrency,
s.state.AccumulatedLoss.Float64(), s.state.Position.QuoteCurrency) s.state.AccumulatedLoss.Float64(), s.state.Position.QuoteCurrency)
} else { } else {
s.Notify("%s trade modified the position: average cost = %f %s, base = %f", s.Symbol, s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency, s.state.Position.Base.Float64()) s.Notify(s.state.Position)
} }
s.lastPrice = trade.Price s.lastPrice = trade.Price
@ -675,7 +676,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
time.Sleep(s.UpdateInterval.Duration()) time.Sleep(s.UpdateInterval.Duration())
for s.activeMakerOrders.NumOfOrders() > 0 { for s.activeMakerOrders.NumOfOrders() > 0 {
orders := s.activeMakerOrders.Orders() orders := s.activeMakerOrders.Orders()
log.Warnf("%d orders are not cancelled yet:", len(orders)) log.Warnf("%d orders are not cancelled yet:", len(orders))
s.activeMakerOrders.Print() s.activeMakerOrders.Print()
@ -704,3 +705,19 @@ func durationJitter(d time.Duration, jitterInMilliseconds int) time.Duration {
n := rand.Intn(jitterInMilliseconds) n := rand.Intn(jitterInMilliseconds)
return d + time.Duration(n)*time.Millisecond return d + time.Duration(n)*time.Millisecond
} }
// lets move this to the fun package
var lossEmoji = "🔥"
var profitEmoji = "💰"
func pnlEmoji(pnl fixedpoint.Value) string {
if pnl < 0 {
return lossEmoji
}
if pnl == 0 {
return ""
}
return profitEmoji
}