bbgo: improve trade collector callbacks

pkg/bbgo/trade_store.go

@@ -8,7 +8,8 @@ import (
 
 type TradeStore struct {
 	// any created trades for tracking trades
-	mu     sync.Mutex
+	sync.Mutex
+
 	trades map[int64]types.Trade
 
 	Symbol          string
@@ -25,15 +26,15 @@ func NewTradeStore(symbol string) *TradeStore {
 }
 
 func (s *TradeStore) Num() (num int) {
-	s.mu.Lock()
+	s.Lock()
 	num = len(s.trades)
-	s.mu.Unlock()
+	s.Unlock()
 	return num
 }
 
 func (s *TradeStore) Trades() (trades []types.Trade) {
-	s.mu.Lock()
+	s.Lock()
-	defer s.mu.Unlock()
+	defer s.Unlock()
 
 	for _, o := range s.trades {
 		trades = append(trades, o)
@@ -43,33 +44,47 @@ func (s *TradeStore) Trades() (trades []types.Trade) {
 }
 
 func (s *TradeStore) Exists(oID int64) (ok bool) {
-	s.mu.Lock()
+	s.Lock()
-	defer s.mu.Unlock()
+	defer s.Unlock()
 
 	_, ok = s.trades[oID]
 	return ok
 }
 
 func (s *TradeStore) Clear() {
-	s.mu.Lock()
+	s.Lock()
 	s.trades = make(map[int64]types.Trade)
-	s.mu.Unlock()
+	s.Unlock()
+}
+
+type TradeFilter func(trade types.Trade) bool
+
+func (s *TradeStore) Filter(filter TradeFilter) {
+	s.Lock()
+	var trades = make(map[int64]types.Trade)
+	for _, trade := range s.trades {
+		if filter(trade) {
+			trades[trade.ID] = trade
+		}
+	}
+	s.trades = trades
+	s.Unlock()
 }
 
 func (s *TradeStore) GetAndClear() (trades []types.Trade) {
-	s.mu.Lock()
+	s.Lock()
 	for _, o := range s.trades {
 		trades = append(trades, o)
 	}
 	s.trades = make(map[int64]types.Trade)
-	s.mu.Unlock()
+	s.Unlock()
 
 	return trades
 }
 
 func (s *TradeStore) Add(trades ...types.Trade) {
-	s.mu.Lock()
+	s.Lock()
-	defer s.mu.Unlock()
+	defer s.Unlock()
 
 	for _, trade := range trades {
 		s.trades[trade.ID] = trade

pkg/bbgo/tradecollector.go

@@ -3,6 +3,7 @@ package bbgo
 import (
 	"context"
 
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/sigchan"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -19,6 +20,7 @@ type TradeCollector struct {
 
 	tradeCallbacks          []func(trade types.Trade)
 	positionUpdateCallbacks []func(position *Position)
+	profitCallbacks []func(trade types.Trade, profit, netProfit fixedpoint.Value)
 }
 
 func NewTradeCollector(symbol string, position *Position, orderStore *OrderStore) *TradeCollector {
@@ -55,15 +57,23 @@ func (c *TradeCollector) Run(ctx context.Context) {
 			trades := c.tradeStore.GetAndClear()
 			for _, trade := range trades {
 				if c.orderStore.Exists(trade.OrderID) {
-					c.position.AddTrade(trade)
 					c.EmitTrade(trade)
+					if profit, netProfit, madeProfit := c.position.AddTrade(trade) ; madeProfit {
+						c.EmitProfit(trade, profit, netProfit)
+					}
 				}
 			}
 			c.EmitPositionUpdate(c.position)
 
 		case trade := <-c.tradeC:
-			c.tradeStore.Add(trade)
+			if c.orderStore.Exists(trade.OrderID) {
-
+				c.EmitTrade(trade)
+				if profit, netProfit, madeProfit := c.position.AddTrade(trade) ; madeProfit {
+					c.EmitProfit(trade, profit, netProfit)
+				}
+			} else {
+				c.tradeStore.Add(trade)
+			}
 		}
 	}
 }

pkg/bbgo/tradecollector_callbacks.go

@@ -3,6 +3,7 @@
 package bbgo
 
 import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
@@ -25,3 +26,13 @@ func (c *TradeCollector) EmitPositionUpdate(position *Position) {
 		cb(position)
 	}
 }
+
+func (c *TradeCollector) OnProfit(cb func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value)) {
+	c.profitCallbacks = append(c.profitCallbacks, cb)
+}
+
+func (c *TradeCollector) EmitProfit(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
+	for _, cb := range c.profitCallbacks {
+		cb(trade, profit, netProfit)
+	}
+}