add abstract exchange interface

bbgo/context.go

@@ -0,0 +1,31 @@
+package bbgo
+
+import "time"
+
+type TradingContext struct {
+	KLineWindowSize int
+	KLineWindows    map[string]KLineWindow
+	AverageBidPrice float64
+	Stock           float64
+	Profit          float64
+	CurrentPrice    float64
+	Trades          []Trade
+	TradeStartTime  time.Time
+	Symbol          string
+}
+
+func (c *TradingContext) AddKLine(kline KLine) KLineWindow {
+	var klineWindow = c.KLineWindows[kline.Interval]
+	klineWindow.Add(kline)
+
+	if c.KLineWindowSize > 0 {
+		klineWindow.Truncate(c.KLineWindowSize)
+	}
+
+	return klineWindow
+}
+
+func (c *TradingContext) UpdatePnL() {
+	c.AverageBidPrice, c.Stock, c.Profit, _ = CalculateCostAndProfit(c.Trades, c.CurrentPrice)
+}
+

bbgo/market.go

@@ -0,0 +1,34 @@
+package bbgo
+
+import "strconv"
+
+type Market struct {
+	Symbol          string
+	PricePrecision  int
+	VolumePrecision int
+}
+
+func (m Market) FormatPrice(val float64) string {
+	return strconv.FormatFloat(val, 'f', m.PricePrecision, 64)
+}
+
+func (m Market) FormatVolume(val float64) string {
+	return strconv.FormatFloat(val, 'f', m.VolumePrecision, 64)
+}
+
+
+//  Binance Markets, this should be defined per exchange
+var Markets = map[string]Market{
+	"BTCUSDT": {
+		Symbol:          "BTCUSDT",
+		PricePrecision:  2,
+		VolumePrecision: 8,
+	},
+}
+
+func FindMarket(symbol string) (m  Market, ok bool) {
+	m , ok = Markets[symbol]
+	return m, ok
+}
+
+