lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

add assets api and price loading

Browse Source
This commit is contained in:
c9s 2021-01-25 15:32:17 +08:00
parent 09b3046feb
commit e47357d1ed
4 changed files with 89 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
pkg/bbgo/environment.go
View File

@ -221,8 +221,6 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
session.Trades[symbol].Append(trade)
})
session.lastPrices[symbol] = 0.0
position := &Position{
Symbol: symbol,
BaseCurrency: market.BaseCurrency,
@ -255,6 +253,21 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
log.Infof("%s account", session.Name)
balances.Print()
for _, b := range balances {
priceSymbol := b.Currency + "USDT"
startTime := time.Now().Add(-10 * time.Minute)
klines, err := session.Exchange.QueryKLines(ctx, priceSymbol, types.Interval1m, types.KLineQueryOptions{
Limit: 100,
StartTime: &startTime,
})
if err != nil || len(klines) == 0 {
continue
}
session.lastPrices[priceSymbol] = klines[len(klines)-1].Close
}
session.Account.UpdateBalances(balances)
session.Account.BindStream(session.Stream)

39
pkg/bbgo/server.go
View File

@ -12,15 +12,30 @@ import (
func RunServer(ctx context.Context, userConfig *Config, environ *Environment) error {
r := gin.Default()
r.GET("/ping", func(c *gin.Context) {
r.GET("/api/ping", func(c *gin.Context) {
c.JSON(http.StatusOK, gin.H{"message": "pong"})
})
r.GET("/sessions", func(c *gin.Context) {
r.GET("/api/sessions", func(c *gin.Context) {
c.JSON(http.StatusOK, gin.H{"sessions": userConfig.Sessions})
})
r.GET("/sessions/:session", func(c *gin.Context) {
r.GET("/api/assets", func(c *gin.Context) {
totalAssets := types.AssetMap{}
for _, session := range environ.sessions {
balances := session.Account.Balances()
assets := balances.Assets(session.lastPrices)
for currency, asset := range assets {
totalAssets[currency] = asset
}
}
c.JSON(http.StatusOK, gin.H{"assets": totalAssets})
})
r.GET("/api/sessions/:session", func(c *gin.Context) {
sessionName := c.Param("session")
session, ok := environ.Session(sessionName)
@ -32,7 +47,7 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
c.JSON(http.StatusOK, gin.H{"session": session})
})
r.GET("/sessions/:session/trades", func(c *gin.Context) {
r.GET("/api/sessions/:session/trades", func(c *gin.Context) {
sessionName := c.Param("session")
session, ok := environ.Session(sessionName)
@ -44,7 +59,7 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
c.JSON(http.StatusOK, gin.H{"trades": session.Trades})
})
r.GET("/sessions/:session/open-orders", func(c *gin.Context) {
r.GET("/api/sessions/:session/open-orders", func(c *gin.Context) {
sessionName := c.Param("session")
session, ok := environ.Session(sessionName)
@ -61,7 +76,7 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
c.JSON(http.StatusOK, gin.H{"orders": marketOrders})
})
r.GET("/sessions/:session/account", func(c *gin.Context) {
r.GET("/api/sessions/:session/account", func(c *gin.Context) {
sessionName := c.Param("session")
session, ok := environ.Session(sessionName)
@ -73,7 +88,7 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
c.JSON(http.StatusOK, gin.H{"account": session.Account})
})
r.GET("/sessions/:session/account/balances", func(c *gin.Context) {
r.GET("/api/sessions/:session/account/balances", func(c *gin.Context) {
sessionName := c.Param("session")
session, ok := environ.Session(sessionName)
@ -90,7 +105,7 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
c.JSON(http.StatusOK, gin.H{"balances": session.Account.Balances()})
})
r.GET("/sessions/:session/symbols", func(c *gin.Context) {
r.GET("/api/sessions/:session/symbols", func(c *gin.Context) {
sessionName := c.Param("session")
session, ok := environ.Session(sessionName)
@ -108,19 +123,19 @@ func RunServer(ctx context.Context, userConfig *Config, environ *Environment) er
c.JSON(http.StatusOK, gin.H{"symbols": symbols})
})
r.GET("/sessions/:session/pnl", func(c *gin.Context) {
r.GET("/api/sessions/:session/pnl", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/sessions/:session/market/:symbol/open-orders", func(c *gin.Context) {
r.GET("/api/sessions/:session/market/:symbol/open-orders", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/sessions/:session/market/:symbol/trades", func(c *gin.Context) {
r.GET("/api/sessions/:session/market/:symbol/trades", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})
r.GET("/sessions/:session/market/:symbol/pnl", func(c *gin.Context) {
r.GET("/api/sessions/:session/market/:symbol/pnl", func(c *gin.Context) {
c.JSON(200, gin.H{"message": "pong"})
})

2
pkg/fixedpoint/convert.go
View File

@ -78,7 +78,7 @@ func (v *Value) UnmarshalYAML(unmarshal func(a interface{}) error) (err error) {
func (v Value) MarshalJSON() ([]byte, error) {
f := float64(v) / DefaultPow
o := fmt.Sprintf("%f", f)
o := strconv.FormatFloat(f, 'f', 8, 64)
return []byte(o), nil
}

46
pkg/types/account.go
View File

@ -24,6 +24,15 @@ func (b Balance) String() string {
return fmt.Sprintf("%s: %f", b.Currency, b.Available.Float64())
}
type Asset struct {
Currency string `json:"currency"`
Total fixedpoint.Value `json:"total"`
InUSD fixedpoint.Value `json:"inUSD"`
InBTC fixedpoint.Value `json:"inBTC"`
}
type AssetMap map[string]Asset
type BalanceMap map[string]Balance
func (m BalanceMap) String() string {
@ -35,6 +44,43 @@ func (m BalanceMap) String() string {
return "BalanceMap[" + strings.Join(ss, ", ") + "]"
}
func (m BalanceMap) Assets(prices map[string]float64) AssetMap {
assets := make(AssetMap)
for currency, b := range m {
if b.Locked == 0 && b.Available == 0 {
continue
}
asset := Asset{
Currency: currency,
Total: b.Available + b.Locked,
}
btcusdt, hasBtcPrice := prices["BTCUSDT"]
usdMarkets := []string{currency + "USDT", currency + "USDC", currency + "USD", "USDT" + currency}
for _, market := range usdMarkets {
if val, ok := prices[market]; ok {
if strings.HasPrefix(market, "USD") {
asset.InUSD = fixedpoint.NewFromFloat(asset.Total.Float64() / val)
} else {
asset.InUSD = asset.Total.MulFloat64(val)
}
if hasBtcPrice {
asset.InBTC = fixedpoint.NewFromFloat(asset.InUSD.Float64() / btcusdt)
}
}
}
assets[currency] = asset
}
return assets
}
func (m BalanceMap) Print() {
for _, balance := range m {
if balance.Available == 0 && balance.Locked == 0 {