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xfunding: pull out handleAccountUpdate handler

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c9s 2023-03-26 16:29:06 +08:00
parent 1e7afbc0c8
commit eeda500a90
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 43 additions and 39 deletions
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82
pkg/strategy/xfunding/strategy.go
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@ -418,45 +418,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
if binanceStream, ok := s.futuresSession.UserDataStream.(*binance.Stream); ok { if binanceStream, ok := s.futuresSession.UserDataStream.(*binance.Stream); ok {
binanceStream.OnAccountUpdateEvent(func(e *binance.AccountUpdateEvent) { binanceStream.OnAccountUpdateEvent(func(e *binance.AccountUpdateEvent) {
switch e.AccountUpdate.EventReasonType { s.handleAccountUpdate(ctx, e)
case binance.AccountUpdateEventReasonDeposit:
case binance.AccountUpdateEventReasonWithdraw:
case binance.AccountUpdateEventReasonFundingFee:
// EventBase:{
// Event:ACCOUNT_UPDATE
// Time:1679760000932
// }
// Transaction:1679760000927
// AccountUpdate:{
// EventReasonType:FUNDING_FEE
// Balances:[{
// Asset:USDT
// WalletBalance:56.64251742
// CrossWalletBalance:56.64251742
// BalanceChange:-0.00037648
// }]
// }
// }
for _, b := range e.AccountUpdate.Balances {
if b.Asset != s.ProfitStats.FundingFeeCurrency {
continue
}
txnTime := time.UnixMilli(e.Time)
err := s.ProfitStats.AddFundingFee(FundingFee{
Asset: b.Asset,
Amount: b.BalanceChange,
Txn: e.Transaction,
Time: txnTime,
})
if err != nil {
log.WithError(err).Error("unable to add funding fee to profitStats")
}
}
log.Infof("total collected funding fee: %f %s", s.ProfitStats.TotalFundingFee.Float64(), s.ProfitStats.FundingFeeCurrency)
bbgo.Sync(ctx, s)
}
}) })
} }
@ -493,6 +455,48 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
return nil return nil
} }
func (s *Strategy) handleAccountUpdate(ctx context.Context, e *binance.AccountUpdateEvent) {
switch e.AccountUpdate.EventReasonType {
case binance.AccountUpdateEventReasonDeposit:
case binance.AccountUpdateEventReasonWithdraw:
case binance.AccountUpdateEventReasonFundingFee:
// EventBase:{
// Event:ACCOUNT_UPDATE
// Time:1679760000932
// }
// Transaction:1679760000927
// AccountUpdate:{
// EventReasonType:FUNDING_FEE
// Balances:[{
// Asset:USDT
// WalletBalance:56.64251742
// CrossWalletBalance:56.64251742
// BalanceChange:-0.00037648
// }]
// }
// }
for _, b := range e.AccountUpdate.Balances {
if b.Asset != s.ProfitStats.FundingFeeCurrency {
continue
}
txnTime := time.UnixMilli(e.Time)
err := s.ProfitStats.AddFundingFee(FundingFee{
Asset: b.Asset,
Amount: b.BalanceChange,
Txn: e.Transaction,
Time: txnTime,
})
if err != nil {
log.WithError(err).Error("unable to add funding fee to profitStats")
}
}
log.Infof("total collected funding fee: %f %s", s.ProfitStats.TotalFundingFee.Float64(), s.ProfitStats.FundingFeeCurrency)
bbgo.Sync(ctx, s)
}
}
func (s *Strategy) syncFundingFeeRecords(ctx context.Context, since time.Time) { func (s *Strategy) syncFundingFeeRecords(ctx context.Context, since time.Time) {
now := time.Now() now := time.Now()