use CommonCallback and pull PersistenceTTL out

pkg/strategy/dca2/open_position.go

@@ -61,7 +61,7 @@ func generateOpenPositionOrders(market types.Market, quoteInvestment, price, pri
 		prices = append(prices, price)
 	}
 
-	notional, orderNum := calculateNotionalAndNum(market, quoteInvestment, prices)
+	notional, orderNum := calculateNotionalAndNumOrders(market, quoteInvestment, prices)
 	if orderNum == 0 {
 		return nil, fmt.Errorf("failed to calculate notional and num of open position orders, price: %s, quote investment: %s", price, quoteInvestment)
 	}
@@ -87,9 +87,9 @@ func generateOpenPositionOrders(market types.Market, quoteInvestment, price, pri
 	return submitOrders, nil
 }
 
-// calculateNotionalAndNum calculates the notional and num of open position orders
+// calculateNotionalAndNumOrders calculates the notional and num of open position orders
 // DCA2 is notional-based, every order has the same notional
-func calculateNotionalAndNum(market types.Market, quoteInvestment fixedpoint.Value, prices []fixedpoint.Value) (fixedpoint.Value, int) {
+func calculateNotionalAndNumOrders(market types.Market, quoteInvestment fixedpoint.Value, prices []fixedpoint.Value) (fixedpoint.Value, int) {
 	for num := len(prices); num > 0; num-- {
 		notional := quoteInvestment.Div(fixedpoint.NewFromInt(int64(num)))
 		if notional.Compare(market.MinNotional) < 0 {

pkg/strategy/dca2/profit_stats.go

@@ -1,9 +1,7 @@
 package dca2
 
 import (
-	"context"
 	"fmt"
-	"strconv"
 	"strings"
 	"time"
 
@@ -11,6 +9,21 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
+type PersistenceTTL struct {
+	ttl time.Duration
+}
+
+func (p *PersistenceTTL) SetTTL(ttl time.Duration) {
+	if ttl.Nanoseconds() <= 0 {
+		return
+	}
+	p.ttl = ttl
+}
+
+func (p *PersistenceTTL) Expiration() time.Duration {
+	return p.ttl
+}
+
 type ProfitStats struct {
 	Symbol string       `json:"symbol"`
 	Market types.Market `json:"market,omitempty"`
@@ -19,13 +32,12 @@ type ProfitStats struct {
 	Round           int64            `json:"round,omitempty"`
 	QuoteInvestment fixedpoint.Value `json:"quoteInvestment,omitempty"`
 
-	RoundProfit fixedpoint.Value            `json:"roundProfit,omitempty"`
-	RoundFee    map[string]fixedpoint.Value `json:"roundFee,omitempty"`
-	TotalProfit fixedpoint.Value            `json:"totalProfit,omitempty"`
-	TotalFee    map[string]fixedpoint.Value `json:"totalFee,omitempty"`
+	CurrentRoundProfit fixedpoint.Value            `json:"currentRoundProfit,omitempty"`
+	CurrentRoundFee    map[string]fixedpoint.Value `json:"currentRoundFee,omitempty"`
+	TotalProfit        fixedpoint.Value            `json:"totalProfit,omitempty"`
+	TotalFee           map[string]fixedpoint.Value `json:"totalFee,omitempty"`
 
-	// ttl is the ttl to keep in persistence
-	ttl time.Duration
+	PersistenceTTL
 }
 
 func newProfitStats(market types.Market, quoteInvestment fixedpoint.Value) *ProfitStats {
@@ -34,31 +46,20 @@ func newProfitStats(market types.Market, quoteInvestment fixedpoint.Value) *Prof
 		Market:          market,
 		Round:           0,
 		QuoteInvestment: quoteInvestment,
-		RoundFee:        make(map[string]fixedpoint.Value),
+		CurrentRoundFee: make(map[string]fixedpoint.Value),
 		TotalFee:        make(map[string]fixedpoint.Value),
 	}
 }
 
-func (s *ProfitStats) SetTTL(ttl time.Duration) {
-	if ttl.Nanoseconds() <= 0 {
-		return
-	}
-	s.ttl = ttl
-}
-
-func (s *ProfitStats) Expiration() time.Duration {
-	return s.ttl
-}
-
 func (s *ProfitStats) AddTrade(trade types.Trade) {
-	if s.RoundFee == nil {
-		s.RoundFee = make(map[string]fixedpoint.Value)
+	if s.CurrentRoundFee == nil {
+		s.CurrentRoundFee = make(map[string]fixedpoint.Value)
 	}
 
-	if fee, ok := s.RoundFee[trade.FeeCurrency]; ok {
-		s.RoundFee[trade.FeeCurrency] = fee.Add(trade.Fee)
+	if fee, ok := s.CurrentRoundFee[trade.FeeCurrency]; ok {
+		s.CurrentRoundFee[trade.FeeCurrency] = fee.Add(trade.Fee)
 	} else {
-		s.RoundFee[trade.FeeCurrency] = trade.Fee
+		s.CurrentRoundFee[trade.FeeCurrency] = trade.Fee
 	}
 
 	if s.TotalFee == nil {
@@ -76,63 +77,19 @@ func (s *ProfitStats) AddTrade(trade types.Trade) {
 		quoteQuantity = quoteQuantity.Neg()
 	}
 
-	s.RoundProfit = s.RoundProfit.Add(quoteQuantity)
+	s.CurrentRoundProfit = s.CurrentRoundProfit.Add(quoteQuantity)
 	s.TotalProfit = s.TotalProfit.Add(quoteQuantity)
 
 	if s.Market.QuoteCurrency == trade.FeeCurrency {
-		s.RoundProfit.Sub(trade.Fee)
+		s.CurrentRoundProfit.Sub(trade.Fee)
 		s.TotalProfit.Sub(trade.Fee)
 	}
 }
 
 func (s *ProfitStats) NewRound() {
 	s.Round++
-	s.RoundProfit = fixedpoint.Zero
-	s.RoundFee = make(map[string]fixedpoint.Value)
-}
-
-func (s *ProfitStats) CalculateProfitOfRound(ctx context.Context, exchange types.Exchange) error {
-	historyService, ok := exchange.(types.ExchangeTradeHistoryService)
-	if !ok {
-		return fmt.Errorf("exchange %s doesn't support ExchangeTradeHistoryService", exchange.Name())
-	}
-
-	queryService, ok := exchange.(types.ExchangeOrderQueryService)
-	if !ok {
-		return fmt.Errorf("exchange %s doesn't support ExchangeOrderQueryService", exchange.Name())
-	}
-
-	// query the orders of this round
-	orders, err := historyService.QueryClosedOrders(ctx, s.Symbol, time.Time{}, time.Time{}, s.FromOrderID)
-	if err != nil {
-		return err
-	}
-
-	// query the trades of this round
-	for _, order := range orders {
-		if order.ExecutedQuantity.Sign() == 0 {
-			// skip no trade orders
-			continue
-		}
-
-		trades, err := queryService.QueryOrderTrades(ctx, types.OrderQuery{
-			Symbol:  order.Symbol,
-			OrderID: strconv.FormatUint(order.OrderID, 10),
-		})
-
-		if err != nil {
-			return err
-		}
-
-		for _, trade := range trades {
-			s.AddTrade(trade)
-		}
-	}
-
-	s.FromOrderID = s.FromOrderID + 1
-	s.QuoteInvestment = s.QuoteInvestment.Add(s.RoundProfit)
-
-	return nil
+	s.CurrentRoundProfit = fixedpoint.Zero
+	s.CurrentRoundFee = make(map[string]fixedpoint.Value)
 }
 
 func (s *ProfitStats) String() string {
@@ -141,9 +98,9 @@ func (s *ProfitStats) String() string {
 	sb.WriteString(fmt.Sprintf("Round: %d\n", s.Round))
 	sb.WriteString(fmt.Sprintf("From Order ID: %d\n", s.FromOrderID))
 	sb.WriteString(fmt.Sprintf("Quote Investment: %s\n", s.QuoteInvestment))
-	sb.WriteString(fmt.Sprintf("Round Profit: %s\n", s.RoundProfit))
+	sb.WriteString(fmt.Sprintf("Current Round Profit: %s\n", s.CurrentRoundProfit))
 	sb.WriteString(fmt.Sprintf("Total Profit: %s\n", s.TotalProfit))
-	for currency, fee := range s.RoundFee {
+	for currency, fee := range s.CurrentRoundFee {
 		sb.WriteString(fmt.Sprintf("FEE (%s): %s\n", currency, fee))
 	}
 	sb.WriteString("[------------------ Profit Stats ------------------]\n")

pkg/strategy/dca2/recover.go

@@ -57,7 +57,7 @@ func (s *Strategy) recover(ctx context.Context) error {
 	}
 
 	// recover profit stats
-	recoverProfitStats(ctx, s.ProfitStats, s.Session.Exchange)
+	recoverProfitStats(ctx, s)
 
 	// recover startTimeOfNextRound
 	startTimeOfNextRound := recoverStartTimeOfNextRound(ctx, currentRound, s.CoolDownInterval)
@@ -189,12 +189,12 @@ func recoverPosition(ctx context.Context, position *types.Position, queryService
 	return nil
 }
 
-func recoverProfitStats(ctx context.Context, profitStats *ProfitStats, exchange types.Exchange) error {
-	if profitStats == nil {
+func recoverProfitStats(ctx context.Context, strategy *Strategy) error {
+	if strategy.ProfitStats == nil {
 		return fmt.Errorf("profit stats is nil, please check it")
 	}
 
-	profitStats.CalculateProfitOfRound(ctx, exchange)
+	strategy.CalculateProfitOfCurrentRound(ctx)
 
 	return nil
 }

pkg/strategy/dca2/state.go

@@ -193,7 +193,7 @@ func (s *Strategy) runTakeProfitReady(ctx context.Context, next State) {
 	s.logger.Info("[State] TakeProfitReady - start reseting position and calculate quote investment for next round")
 
 	// calculate profit stats
-	s.ProfitStats.CalculateProfitOfRound(ctx, s.Session.Exchange)
+	s.CalculateProfitOfCurrentRound(ctx)
 	bbgo.Sync(ctx, s)
 
 	s.EmitProfit(s.ProfitStats)

pkg/strategy/dca2/strategy.go

@@ -4,6 +4,7 @@ import (
 	"context"
 	"fmt"
 	"math"
+	"strconv"
 	"sync"
 	"time"
 
@@ -68,11 +69,9 @@ type Strategy struct {
 	state                State
 
 	// callbacks
-	readyCallbacks    []func()
+	types.CommonCallback
 	positionCallbacks []func(*types.Position)
 	profitCallbacks   []func(*ProfitStats)
-	closedCallbacks   []func()
-	errorCallbacks    []func(error)
 }
 
 func (s *Strategy) ID() string {
@@ -278,3 +277,47 @@ func (s *Strategy) CleanUp(ctx context.Context) error {
 	bbgo.Sync(ctx, s)
 	return err
 }
+
+func (s *Strategy) CalculateProfitOfCurrentRound(ctx context.Context) error {
+	historyService, ok := s.Session.Exchange.(types.ExchangeTradeHistoryService)
+	if !ok {
+		return fmt.Errorf("exchange %s doesn't support ExchangeTradeHistoryService", s.Session.Exchange.Name())
+	}
+
+	queryService, ok := s.Session.Exchange.(types.ExchangeOrderQueryService)
+	if !ok {
+		return fmt.Errorf("exchange %s doesn't support ExchangeOrderQueryService", s.Session.Exchange.Name())
+	}
+
+	// query the orders of this round
+	orders, err := historyService.QueryClosedOrders(ctx, s.Symbol, time.Time{}, time.Time{}, s.ProfitStats.FromOrderID)
+	if err != nil {
+		return err
+	}
+
+	// query the trades of this round
+	for _, order := range orders {
+		if order.ExecutedQuantity.Sign() == 0 {
+			// skip no trade orders
+			continue
+		}
+
+		trades, err := queryService.QueryOrderTrades(ctx, types.OrderQuery{
+			Symbol:  order.Symbol,
+			OrderID: strconv.FormatUint(order.OrderID, 10),
+		})
+
+		if err != nil {
+			return err
+		}
+
+		for _, trade := range trades {
+			s.ProfitStats.AddTrade(trade)
+		}
+	}
+
+	s.ProfitStats.FromOrderID = s.ProfitStats.FromOrderID + 1
+	s.ProfitStats.QuoteInvestment = s.ProfitStats.QuoteInvestment.Add(s.ProfitStats.CurrentRoundProfit)
+
+	return nil
+}

pkg/strategy/dca2/strategy_callbacks.go

@@ -6,16 +6,6 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-func (s *Strategy) OnReady(cb func()) {
-	s.readyCallbacks = append(s.readyCallbacks, cb)
-}
-
-func (s *Strategy) EmitReady() {
-	for _, cb := range s.readyCallbacks {
-		cb()
-	}
-}
-
 func (s *Strategy) OnPosition(cb func(*types.Position)) {
 	s.positionCallbacks = append(s.positionCallbacks, cb)
 }
@@ -35,23 +25,3 @@ func (s *Strategy) EmitProfit(profitStats *ProfitStats) {
 		cb(profitStats)
 	}
 }
-
-func (s *Strategy) OnClosed(cb func()) {
-	s.closedCallbacks = append(s.closedCallbacks, cb)
-}
-
-func (s *Strategy) EmitClosed() {
-	for _, cb := range s.closedCallbacks {
-		cb()
-	}
-}
-
-func (s *Strategy) OnError(cb func(err error)) {
-	s.errorCallbacks = append(s.errorCallbacks, cb)
-}
-
-func (s *Strategy) EmitError(err error) {
-	for _, cb := range s.errorCallbacks {
-		cb(err)
-	}
-}

pkg/types/callbacks.go

@@ -0,0 +1,37 @@
+package types
+
+type CommonCallback struct {
+	readyCallbacks  []func()
+	closedCallbacks []func()
+	errorCallbacks  []func(error)
+}
+
+func (c *CommonCallback) OnReady(cb func()) {
+	c.readyCallbacks = append(c.readyCallbacks, cb)
+}
+
+func (c *CommonCallback) EmitReady() {
+	for _, cb := range c.readyCallbacks {
+		cb()
+	}
+}
+
+func (c *CommonCallback) OnClosed(cb func()) {
+	c.closedCallbacks = append(c.closedCallbacks, cb)
+}
+
+func (c *CommonCallback) EmitClosed() {
+	for _, cb := range c.closedCallbacks {
+		cb()
+	}
+}
+
+func (c *CommonCallback) OnError(cb func(err error)) {
+	c.errorCallbacks = append(c.errorCallbacks, cb)
+}
+
+func (c *CommonCallback) EmitError(err error) {
+	for _, cb := range c.errorCallbacks {
+		cb(err)
+	}
+}