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bbgo: make position object optional for trade collector

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c9s 2022-08-04 21:13:13 +08:00
parent cae8bc2882
commit f191d3c091
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 25 additions and 15 deletions
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12
pkg/bbgo/tradecollector.go
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@ -115,6 +115,7 @@ func (c *TradeCollector) Process() bool {
if c.orderStore.Exists(trade.OrderID) { if c.orderStore.Exists(trade.OrderID) {
c.doneTrades[key] = struct{}{} c.doneTrades[key] = struct{}{}
if c.position != nil {
profit, netProfit, madeProfit := c.position.AddTrade(trade) profit, netProfit, madeProfit := c.position.AddTrade(trade)
if madeProfit { if madeProfit {
p := c.position.NewProfit(trade, profit, netProfit) p := c.position.NewProfit(trade, profit, netProfit)
@ -125,11 +126,15 @@ func (c *TradeCollector) Process() bool {
c.EmitProfit(trade, nil) c.EmitProfit(trade, nil)
} }
positionChanged = true positionChanged = true
} else {
c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
}
return true return true
} }
return false return false
}) })
if positionChanged {
if positionChanged && c.position != nil {
c.EmitPositionUpdate(c.position) c.EmitPositionUpdate(c.position)
} }
@ -149,6 +154,7 @@ func (c *TradeCollector) processTrade(trade types.Trade) bool {
return false return false
} }
if c.position != nil {
profit, netProfit, madeProfit := c.position.AddTrade(trade) profit, netProfit, madeProfit := c.position.AddTrade(trade)
if madeProfit { if madeProfit {
p := c.position.NewProfit(trade, profit, netProfit) p := c.position.NewProfit(trade, profit, netProfit)
@ -159,6 +165,10 @@ func (c *TradeCollector) processTrade(trade types.Trade) bool {
c.EmitProfit(trade, nil) c.EmitProfit(trade, nil)
} }
c.EmitPositionUpdate(c.position) c.EmitPositionUpdate(c.position)
} else {
c.EmitTrade(trade, fixedpoint.Zero, fixedpoint.Zero)
}
c.doneTrades[key] = struct{}{} c.doneTrades[key] = struct{}{}
return true return true
} }