bbgo: truncate trade buffer if it gets too large

pkg/bbgo/config.go

@@ -329,6 +329,8 @@ type ServiceConfig struct {
 type EnvironmentConfig struct {
 	DisableDefaultKLineSubscription bool `json:"disableDefaultKLineSubscription"`
 	DisableHistoryKLinePreload      bool `json:"disableHistoryKLinePreload"`
+	DisableSessionTradeBuffer       bool `json:"disableSessionTradeBuffer"`
+	MaxSessionTradeBufferSize       int  `json:"maxSessionTradeBufferSize"`
 }
 
 type Config struct {

pkg/bbgo/session.go

@@ -396,14 +396,27 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 		return fmt.Errorf("market %s is not defined", symbol)
 	}
 
+	disableSessionTradeBuffer := environ.environmentConfig != nil && environ.environmentConfig.DisableSessionTradeBuffer
+	maxSessionTradeBufferSize := 0
+	if environ.environmentConfig != nil && environ.environmentConfig.MaxSessionTradeBufferSize > 0 {
+		maxSessionTradeBufferSize = environ.environmentConfig.MaxSessionTradeBufferSize
+	}
+
 	session.Trades[symbol] = &types.TradeSlice{Trades: nil}
+
+	if !disableSessionTradeBuffer {
 		session.UserDataStream.OnTradeUpdate(func(trade types.Trade) {
 			if trade.Symbol != symbol {
 				return
 			}
 
 			session.Trades[symbol].Append(trade)
+
+			if maxSessionTradeBufferSize > 0 {
+				session.Trades[symbol].Truncate(maxSessionTradeBufferSize)
+			}
 		})
+	}
 
 	// session wide position
 	position := &types.Position{
@@ -416,7 +429,6 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
 
 	orderStore := core.NewOrderStore(symbol)
 	orderStore.AddOrderUpdate = true
-
 	orderStore.BindStream(session.UserDataStream)
 	session.orderStores[symbol] = orderStore
 

pkg/types/trade.go

@@ -47,6 +47,16 @@ func (s *TradeSlice) Append(t Trade) {
 	s.mu.Unlock()
 }
 
+func (s *TradeSlice) Truncate(size int) {
+	s.mu.Lock()
+
+	if len(s.Trades) > size {
+		s.Trades = s.Trades[len(s.Trades)-1-size:]
+	}
+
+	s.mu.Unlock()
+}
+
 type Trade struct {
 	// GID is the global ID
 	GID int64 `json:"gid" db:"gid"`