mirror of
https://github.com/c9s/bbgo.git
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refactor session sync
This commit is contained in:
c9s
parent
90069a8589
commit
eaa8c647b5
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@ -76,6 +76,21 @@ func (environ *Environment) Sessions() map[string]*ExchangeSession {
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return environ.sessions
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}
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func (environ *Environment) SelectSessions(names ...string) map[string]*ExchangeSession {
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if len(names) == 0 {
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return environ.sessions
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}
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sessions := make(map[string]*ExchangeSession)
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for _, name := range names {
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if s, ok := environ.Session(name) ; ok {
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sessions[name] = s
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}
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}
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return sessions
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}
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func (environ *Environment) ConfigureDatabase(ctx context.Context, driver string, dsn string) error {
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environ.DatabaseService = service.NewDatabaseService(driver, dsn)
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err := environ.DatabaseService.Connect()
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91
pkg/bbgo/sync.go
Normal file
91
pkg/bbgo/sync.go
Normal file
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@ -0,0 +1,91 @@
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package bbgo
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import (
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"context"
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"time"
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"github.com/sirupsen/logrus"
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)
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func stringSliceContains(slice []string, needle string) bool {
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for _, s := range slice {
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if s == needle {
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return true
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}
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}
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return false
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}
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func FindPossibleSymbols(session *ExchangeSession) (symbols []string, err error) {
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var balances = session.Account.Balances()
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var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
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var fiatAssets []string
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for _, currency := range fiatCurrencies {
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if balance, ok := balances[currency]; ok && balance.Total() > 0 {
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fiatAssets = append(fiatAssets, currency)
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}
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}
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var symbolMap = map[string]struct{}{}
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for _, market := range session.Markets() {
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// ignore the markets that are not fiat currency markets
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if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
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continue
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}
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// ignore the asset that we don't have in the balance sheet
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balance, hasAsset := balances[market.BaseCurrency]
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if !hasAsset || balance.Total() == 0 {
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continue
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}
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symbolMap[market.Symbol] = struct{}{}
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}
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for s := range symbolMap {
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symbols = append(symbols, s)
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}
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return symbols, nil
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}
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// SyncSessionSymbols syncs the trades from the given exchange session
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func SyncSessionSymbols(ctx context.Context, environ *Environment, session *ExchangeSession, startTime time.Time, symbols ...string) error {
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for _, symbol := range symbols {
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logrus.Debugf("syncing trades from exchange session %s...", session.Name)
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if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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logrus.Debugf("syncing orders from exchange session %s...", session.Name)
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if err := environ.TradeSync.SyncOrders(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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}
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return nil
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}
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func getSessionSymbols(session *ExchangeSession, defaultSymbols ...string) ([]string, error) {
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if session.IsolatedMargin {
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return []string{session.IsolatedMarginSymbol}, nil
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}
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if len(defaultSymbols) > 0 {
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return defaultSymbols, nil
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}
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return FindPossibleSymbols(session)
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}
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func SyncSession(ctx context.Context, environ *Environment, session *ExchangeSession, startTime time.Time, defaultSymbols ...string) error {
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symbols, err := getSessionSymbols(session, defaultSymbols...)
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if err != nil {
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return err
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}
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return SyncSessionSymbols(ctx, environ, session, startTime, symbols...)
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}
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127
pkg/cmd/sync.go
127
pkg/cmd/sync.go
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@ -2,7 +2,6 @@ package cmd
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import (
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"context"
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"fmt"
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"os"
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"time"
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@ -86,129 +85,31 @@ var SyncCmd = &cobra.Command{
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return err
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}
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var symbols []string
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var defaultSymbols []string
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if len(symbol) > 0 {
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symbols = []string{symbol}
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defaultSymbols = []string{symbol}
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}
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var selectedSessions []string
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if len(sessionName) > 0 {
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session, ok := environ.Session(sessionName)
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if !ok {
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return fmt.Errorf("session %s not found", sessionName)
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}
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if len(symbols) == 0 {
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symbols, err = findPossibleSymbols(ctx, environ, session)
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if err != nil {
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return err
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}
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log.Infof("found possible symbols: %v", symbols)
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}
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for _, s := range symbols {
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if err := syncSessionSymbol(ctx, environ, session, s, startTime); err != nil {
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return err
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}
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}
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return nil
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selectedSessions = []string{sessionName}
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}
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for _, session := range environ.Sessions() {
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if len(symbols) == 0 {
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symbols, err = findPossibleSymbols(ctx, environ, session)
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if err != nil {
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return err
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}
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log.Infof("found possible symbols: %v", symbols)
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}
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for _, s := range symbols {
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if err := syncSessionSymbol(ctx, environ, session, s, startTime); err != nil {
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return err
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}
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}
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if err := syncSessionSymbol(ctx, environ, session, symbol, startTime); err != nil {
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sessions := environ.SelectSessions(selectedSessions...)
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for _, session := range sessions {
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if err := session.Init(ctx, environ) ; err != nil {
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return err
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}
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if err := bbgo.SyncSession(ctx, environ, session, startTime, defaultSymbols...) ; err != nil {
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return err
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}
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log.Infof("exchange session %s synchronization done", session.Name)
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}
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return nil
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},
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}
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func stringSliceContains(slice []string, needle string) bool {
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for _, s := range slice {
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if s == needle {
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return true
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}
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}
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return false
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}
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func findPossibleSymbols(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession) (symbols []string, err error) {
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err = session.Init(ctx, environ)
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if err != nil {
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return
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}
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var balances = session.Account.Balances()
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var fiatCurrencies = []string{"USDC", "USDT", "USD", "TWD", "EUR", "GBP"}
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var fiatAssets []string
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for _, currency := range fiatCurrencies {
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if balance, ok := balances[currency] ; ok && balance.Total() > 0 {
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fiatAssets = append(fiatAssets, currency)
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}
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}
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var symbolMap = map[string]struct{}{}
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for _, market := range session.Markets() {
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// ignore the markets that are not fiat currency markets
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if !stringSliceContains(fiatAssets, market.QuoteCurrency) {
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continue
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}
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// ignore the asset that we don't have in the balance sheet
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balance, hasAsset := balances[market.BaseCurrency]
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if !hasAsset || balance.Total() == 0 {
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continue
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}
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symbolMap[market.Symbol] = struct{}{}
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}
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for s := range symbolMap {
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symbols = append(symbols, s)
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}
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return symbols, nil
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}
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func syncSessionSymbol(ctx context.Context, environ *bbgo.Environment, session *bbgo.ExchangeSession, symbol string, startTime time.Time) error {
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log.Infof("starting syncing exchange session %s", session.Name)
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if session.IsolatedMargin {
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log.Infof("session is configured as isolated margin session, using isolated margin symbol %s instead of %s", session.IsolatedMarginSymbol, symbol)
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symbol = session.IsolatedMarginSymbol
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}
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log.Infof("syncing trades from exchange session %s...", session.Name)
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if err := environ.TradeSync.SyncTrades(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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log.Infof("syncing orders from exchange session %s...", session.Name)
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if err := environ.TradeSync.SyncOrders(ctx, session.Exchange, symbol, startTime); err != nil {
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return err
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}
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log.Infof("exchange session %s synchronization done", session.Name)
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return nil
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}
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