bbgo: add trade collector

pkg/bbgo/tradecollector.go

@@ -0,0 +1,69 @@
+package bbgo
+
+import (
+	"context"
+
+	"github.com/c9s/bbgo/pkg/sigchan"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+//go:generate callbackgen -type TradeCollector
+type TradeCollector struct {
+	Symbol   string
+	orderSig sigchan.Chan
+
+	tradeStore *TradeStore
+	tradeC     chan types.Trade
+	position   *Position
+	orderStore *OrderStore
+
+	tradeCallbacks          []func(trade types.Trade)
+	positionUpdateCallbacks []func(position *Position)
+}
+
+func NewTradeCollector(symbol string, position *Position, orderStore *OrderStore) *TradeCollector {
+	return &TradeCollector{
+		Symbol:   symbol,
+		orderSig: sigchan.New(1),
+
+		tradeC:     make(chan types.Trade, 100),
+		tradeStore: NewTradeStore(symbol),
+		position:   position,
+		orderStore: orderStore,
+	}
+}
+
+func (c *TradeCollector) handleTradeUpdate(trade types.Trade) {
+	c.tradeC <- trade
+}
+
+func (c *TradeCollector) BindStream(stream types.Stream) {
+	stream.OnTradeUpdate(c.handleTradeUpdate)
+}
+
+func (c *TradeCollector) Emit() {
+	c.orderSig.Emit()
+}
+
+func (c *TradeCollector) Run(ctx context.Context) {
+	for {
+		select {
+		case <-ctx.Done():
+			return
+
+		case <-c.orderSig:
+			trades := c.tradeStore.GetAndClear()
+			for _, trade := range trades {
+				if c.orderStore.Exists(trade.OrderID) {
+					c.position.AddTrade(trade)
+					c.EmitTrade(trade)
+				}
+			}
+			c.EmitPositionUpdate(c.position)
+
+		case trade := <-c.tradeC:
+			c.tradeStore.Add(trade)
+
+		}
+	}
+}

pkg/bbgo/tradecollector_callbacks.go

@@ -0,0 +1,27 @@
+// Code generated by "callbackgen -type TradeCollector"; DO NOT EDIT.
+
+package bbgo
+
+import (
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func (c *TradeCollector) OnTrade(cb func(trade types.Trade)) {
+	c.tradeCallbacks = append(c.tradeCallbacks, cb)
+}
+
+func (c *TradeCollector) EmitTrade(trade types.Trade) {
+	for _, cb := range c.tradeCallbacks {
+		cb(trade)
+	}
+}
+
+func (c *TradeCollector) OnPositionUpdate(cb func(position *Position)) {
+	c.positionUpdateCallbacks = append(c.positionUpdateCallbacks, cb)
+}
+
+func (c *TradeCollector) EmitPositionUpdate(position *Position) {
+	for _, cb := range c.positionUpdateCallbacks {
+		cb(position)
+	}
+}