From ea3e9e7d050a270457f3dc177b7253312feddbe3 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Thu, 22 Oct 2020 10:54:03 +0800
Subject: [PATCH] add per-session-based trade reporter

---
 config/bbgo.yaml        | 30 +++++++++++++++++++++++++-----
 pkg/bbgo/environment.go |  6 +++++-
 pkg/bbgo/notifier.go    | 14 ++++++++++++++
 pkg/bbgo/session.go     |  7 +++++++
 pkg/bbgo/trader.go      | 15 +--------------
 5 files changed, 52 insertions(+), 20 deletions(-)

diff --git a/config/bbgo.yaml b/config/bbgo.yaml
index 32e1f7853..98be53316 100644
--- a/config/bbgo.yaml
+++ b/config/bbgo.yaml
@@ -1,10 +1,30 @@
 ---
-notifier:
+notifications:
   slack:
+    defaultChannel: "bbgo"
     errorChannel: "bbgo-error"
 
-exchange:
-  binance:
-    target: binance
+reportTrades:
+  channelBySymbol:
+    "btcusdt": "bbgo-btcusdt"
+    "ethusdt": "bbgo-ethusdt"
+    "bnbusdt": "bbgo-bnbusdt"
+    "sxpusdt": "bbgo-sxpusdt"
+
+sessions:
   max:
-    target: max
+    exchange: max
+    keyVar: MAX_API_KEY
+    secretVar: MAX_API_SECRET
+  binance:
+    exchange: binance
+    keyVar: BINANCE_API_KEY
+    secretVar: BINANCE_API_SECRET
+
+exchangeStrategies:
+  - on: binance
+    buyandhold:
+      symbol: "BTCUSDT"
+      interval: "1m"
+      baseQuantity: 0.1
+      minDropPercentage: -0.05
diff --git a/pkg/bbgo/environment.go b/pkg/bbgo/environment.go
index 9a46565cd..cb661165c 100644
--- a/pkg/bbgo/environment.go
+++ b/pkg/bbgo/environment.go
@@ -146,7 +146,11 @@ func (environ *Environment) Init(ctx context.Context) (err error) {
 
 		session.markets = markets
 
-		if environ.tradeReporter != nil {
+		if session.tradeReporter != nil {
+			session.Stream.OnTrade(func(trade types.Trade) {
+				session.tradeReporter.Report(trade)
+			})
+		} else if environ.tradeReporter != nil {
 			session.Stream.OnTrade(func(trade types.Trade) {
 				environ.tradeReporter.Report(trade)
 			})
diff --git a/pkg/bbgo/notifier.go b/pkg/bbgo/notifier.go
index 5c01b9406..82317753e 100644
--- a/pkg/bbgo/notifier.go
+++ b/pkg/bbgo/notifier.go
@@ -14,3 +14,17 @@ func (n *NullNotifier) NotifyTo(channel, format string, args ...interface{}) err
 func (n *NullNotifier) Notify(format string, args ...interface{}) error {
 	return nil
 }
+
+type Notifiability struct {
+	notifiers []Notifier
+}
+
+func (m *Notifiability) AddNotifier(notifier Notifier) {
+	m.notifiers = append(m.notifiers, notifier)
+}
+
+func (m *Notifiability) Notify(msg string, args ...interface{}) {
+	for _, n := range m.notifiers {
+		n.NotifyTo("", msg, args...)
+	}
+}
diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go
index ad55f2a1b..5b1b33f90 100644
--- a/pkg/bbgo/session.go
+++ b/pkg/bbgo/session.go
@@ -31,6 +31,8 @@ type ExchangeSession struct {
 	Trades map[string][]types.Trade
 
 	marketDataStores map[string]*store.MarketDataStore
+
+	tradeReporter *TradeReporter
 }
 
 func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession {
@@ -63,6 +65,11 @@ func (session *ExchangeSession) Market(symbol string) (market types.Market, ok b
 	return market, ok
 }
 
+func (session *ExchangeSession) ReportTrade(notifier Notifier) *TradeReporter {
+	session.tradeReporter = NewTradeReporter(notifier)
+	return session.tradeReporter
+}
+
 // Subscribe save the subscription info, later it will be assigned to the stream
 func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession {
 	sub := types.Subscription{
diff --git a/pkg/bbgo/trader.go b/pkg/bbgo/trader.go
index 073463a45..4d5ae20b9 100644
--- a/pkg/bbgo/trader.go
+++ b/pkg/bbgo/trader.go
@@ -31,22 +31,9 @@ type CrossExchangeStrategy interface {
 	Run(ctx context.Context, orderExecutionRouter types.OrderExecutionRouter, sessions map[string]*ExchangeSession) error
 }
 
-type Notifiability struct {
-	notifiers []Notifier
-}
-
-func (m *Notifiability) AddNotifier(notifier Notifier) {
-	m.notifiers = append(m.notifiers, notifier)
-}
-
-func (m *Notifiability) Notify(msg string, args ...interface{}) {
-	for _, n := range m.notifiers {
-		n.NotifyTo("", msg, args...)
-	}
-}
-
 type Trader struct {
 	Notifiability
+
 	environment *Environment
 
 	crossExchangeStrategies []CrossExchangeStrategy