more trader refactoring

bbgo/context.go

@@ -1,10 +1,12 @@
 package bbgo
 
+import "github.com/c9s/bbgo/pkg/bbgo/types"
+
 type TradingContext struct {
 	Symbol          string
 
 	// Market is the market configuration of a symbol
-	Market 			Market
+	Market types.Market
 
 	AverageBidPrice float64
 	CurrentPrice    float64

bbgo/market.go

@@ -1,61 +1,2 @@
 package bbgo
 
-import (
-	"math"
-	"strconv"
-)
-
-type Market struct {
-	Symbol          string
-	PricePrecision  int
-	VolumePrecision int
-	QuoteCurrency   string
-	BaseCurrency    string
-	MinQuantity     float64
-	MinAmount       float64
-}
-
-func (m Market) FormatPrice(val float64) string {
-	return strconv.FormatFloat(val, 'f', m.PricePrecision, 64)
-}
-
-func (m Market) FormatVolume(val float64) string {
-	return strconv.FormatFloat(val, 'f', m.VolumePrecision, 64)
-}
-
-func (m Market) CanonicalizeVolume(val float64) float64 {
-	p := math.Pow10(m.VolumePrecision)
-	return math.Trunc(p * val) / p
-}
-
-//  Binance Markets, this should be defined per exchange
-
-var MarketBTCUSDT = Market{
-	Symbol:          "BTCUSDT",
-	BaseCurrency:    "BTC",
-	QuoteCurrency:   "USDT",
-	PricePrecision:  2,
-	VolumePrecision: 6,
-	MinQuantity:     0.00000100,
-	MinAmount:       10.0,
-}
-
-var MarketBNBUSDT = Market{
-	Symbol:          "BNBUSDT",
-	BaseCurrency:    "BNB",
-	QuoteCurrency:   "USDT",
-	PricePrecision:  4,
-	VolumePrecision: 2,
-	MinQuantity:     0.01,
-	MinAmount:       10.0,
-}
-
-var Markets = map[string]Market{
-	"BNBUSDT": MarketBNBUSDT,
-	"BTCUSDT": MarketBTCUSDT,
-}
-
-func FindMarket(symbol string) (m Market, ok bool) {
-	m, ok = Markets[symbol]
-	return m, ok
-}

bbgo/pnl.go

@@ -1,8 +1,11 @@
 package bbgo
 
 import (
-	types2 "github.com/c9s/bbgo/pkg/bbgo/types"
+	"github.com/c9s/bbgo/pkg/bbgo/types"
+	"github.com/c9s/bbgo/pkg/slack/slackstyle"
 	log "github.com/sirupsen/logrus"
+	"github.com/slack-go/slack"
+	"strconv"
 	"strings"
 	"time"
 )
@@ -11,12 +14,12 @@ type ProfitAndLossCalculator struct {
 	Symbol       string
 	StartTime    time.Time
 	CurrentPrice float64
-	Trades       []types2.Trade
+	Trades       []types.Trade
 
 	CurrencyPrice map[string]float64
 }
 
-func (c *ProfitAndLossCalculator) AddTrade(trade types2.Trade) {
+func (c *ProfitAndLossCalculator) AddTrade(trade types.Trade) {
 	c.Trades = append(c.Trades, trade)
 }
 
@@ -129,3 +132,33 @@ func (report ProfitAndLossReport) Print() {
 	log.Infof("overall profit: %s", USD.FormatMoneyFloat64(report.Profit))
 }
 
+func (report ProfitAndLossReport) SlackAttachment() slack.Attachment {
+	var color = ""
+	if report.Profit > 0 {
+		color = slackstyle.Green
+	} else {
+		color = slackstyle.Red
+	}
+
+	market, ok := types.FindMarket(report.Symbol)
+	if !ok {
+		return slack.Attachment{}
+	}
+
+	return slack.Attachment{
+		Title: "Profit and Loss report of " + report.Symbol,
+		Color: color,
+		// Pretext:       "",
+		// Text:          "",
+		Fields: []slack.AttachmentField{
+			{Title: "Symbol", Value: report.Symbol, Short: true,},
+			{Title: "Profit", Value: USD.FormatMoney(report.Profit), Short: true,},
+			{Title: "Current Price", Value: USD.FormatMoney(report.CurrentPrice), Short: true,},
+			{Title: "Average Bid Price", Value: USD.FormatMoney(report.AverageBidPrice), Short: true,},
+			{Title: "Current Stock", Value: market.FormatVolume(report.Stock), Short: true,},
+			{Title: "Number of Trades", Value: strconv.Itoa(report.NumTrades), Short: true,},
+		},
+		Footer:     report.StartTime.Format(time.RFC822),
+		FooterIcon: "",
+	}
+}

bbgo/trader.go

@@ -3,7 +3,6 @@ package bbgo
 import (
 	"context"
 	"fmt"
-	"strconv"
 	"time"
 
 	"github.com/leekchan/accounting"
@@ -19,6 +18,88 @@ import (
 var USD = accounting.Accounting{Symbol: "$ ", Precision: 2}
 var BTC = accounting.Accounting{Symbol: "BTC ", Precision: 8}
 
+type SlackReporter struct {
+	Slack *slack.Client
+
+	TradingChannel string
+	ErrorChannel   string
+	InfoChannel    string
+}
+
+func (t *SlackReporter) Infof(format string, args ...interface{}) {
+	var slackAttachments []slack.Attachment = nil
+	var slackArgsStartIdx = -1
+	for idx, arg := range args {
+		switch a := arg.(type) {
+
+		// concrete type assert first
+		case slack.Attachment:
+			if slackArgsStartIdx == -1 {
+				slackArgsStartIdx = idx
+			}
+			slackAttachments = append(slackAttachments, a)
+
+		case slackstyle.SlackAttachmentCreator:
+			if slackArgsStartIdx == -1 {
+				slackArgsStartIdx = idx
+			}
+			slackAttachments = append(slackAttachments, a.SlackAttachment())
+
+		}
+	}
+
+	var nonSlackArgs = []interface{}{}
+	if slackArgsStartIdx > 0 {
+		nonSlackArgs = args[:slackArgsStartIdx]
+	}
+
+	log.Infof(format, nonSlackArgs...)
+
+	_, _, err := t.Slack.PostMessageContext(context.Background(), t.InfoChannel,
+		slack.MsgOptionText(fmt.Sprintf(format, nonSlackArgs...), true),
+		slack.MsgOptionAttachments(slackAttachments...))
+	if err != nil {
+		log.WithError(err).Errorf("slack error: %s", err.Error())
+	}
+}
+
+func (t *SlackReporter) Errorf(err error, format string, args ...interface{}) {
+	log.WithError(err).Errorf(format, args...)
+	_, _, err2 := t.Slack.PostMessageContext(context.Background(), t.ErrorChannel,
+		slack.MsgOptionText("ERROR: "+err.Error()+" "+fmt.Sprintf(format, args...), true))
+	if err2 != nil {
+		log.WithError(err2).Error("slack error:", err2)
+	}
+}
+
+func (t *SlackReporter) ReportTrade(trade *types.Trade) {
+	_, _, err := t.Slack.PostMessageContext(context.Background(), t.TradingChannel,
+		slack.MsgOptionText(util.Render(`:handshake: trade execution @ {{ .Price  }}`, trade), true),
+		slack.MsgOptionAttachments(trade.SlackAttachment()))
+
+	if err != nil {
+		t.Errorf(err, "slack send error")
+	}
+}
+
+func (t *SlackReporter) ReportPnL(report *ProfitAndLossReport) {
+	attachment := report.SlackAttachment()
+
+	_, _, err := t.Slack.PostMessageContext(context.Background(), t.TradingChannel,
+		slack.MsgOptionText(util.Render(
+			`:heavy_dollar_sign: Here is your *{{ .symbol }}* PnL report collected since *{{ .startTime }}*`,
+			map[string]interface{}{
+				"symbol":    report.Symbol,
+				"startTime": report.StartTime.Format(time.RFC822),
+			}), true),
+		slack.MsgOptionAttachments(attachment))
+
+	if err != nil {
+		t.Errorf(err, "slack send error")
+	}
+}
+
+
 type Trader struct {
 	// Context is trading Context
 	Context *TradingContext
@@ -87,7 +168,7 @@ func (t *Trader) ReportTrade(trade *types.Trade) {
 	}
 
 	_, _, err := t.Slack.PostMessageContext(context.Background(), t.TradingChannel,
-		slack.MsgOptionText(util.Render(`:handshake: trade execution`, trade), true),
+		slack.MsgOptionText(util.Render(`:handshake: Trade execution @ {{ .Price  }}`, trade), true),
 		slack.MsgOptionAttachments(slack.Attachment{
 			Title: "New Trade",
 			Color: color,
@@ -104,72 +185,27 @@ func (t *Trader) ReportTrade(trade *types.Trade) {
 		}))
 
 	if err != nil {
-		t.Errorf(err, "Slack send error")
+		t.Errorf(err, "slack send error")
 	}
 }
 
 func (t *Trader) ReportPnL() {
-	tradingCtx := t.Context
-	report := tradingCtx.ProfitAndLossCalculator.Calculate()
+	report := t.Context.ProfitAndLossCalculator.Calculate()
 	report.Print()
 
-	var color = ""
-	if report.Profit > 0 {
-		color = slackstyle.Green
-	} else {
-		color = slackstyle.Red
-	}
+	attachment := report.SlackAttachment()
 
 	_, _, err := t.Slack.PostMessageContext(context.Background(), t.TradingChannel,
 		slack.MsgOptionText(util.Render(
 			`:heavy_dollar_sign: Here is your *{{ .symbol }}* PnL report collected since *{{ .startTime }}*`,
 			map[string]interface{}{
-				"symbol":    tradingCtx.Symbol,
+				"symbol":    report.Symbol,
 				"startTime": report.StartTime.Format(time.RFC822),
 			}), true),
-		slack.MsgOptionAttachments(slack.Attachment{
-			Title: "Profit and Loss report",
-			Color: color,
-			// Pretext:       "",
-			// Text:          "",
-			Fields: []slack.AttachmentField{
-				{
-					Title: "Symbol",
-					Value: tradingCtx.Symbol,
-					Short: true,
-				},
-				{
-					Title: "Profit",
-					Value: USD.FormatMoney(report.Profit),
-					Short: true,
-				},
-				{
-					Title: "Current Price",
-					Value: USD.FormatMoney(report.CurrentPrice),
-					Short: true,
-				},
-				{
-					Title: "Average Bid Price",
-					Value: USD.FormatMoney(report.AverageBidPrice),
-					Short: true,
-				},
-				{
-					Title: "Current Stock",
-					Value: tradingCtx.Market.FormatVolume(report.Stock),
-					Short: true,
-				},
-				{
-					Title: "Number of Trades",
-					Value: strconv.Itoa(report.NumTrades),
-					Short: true,
-				},
-			},
-			Footer:     report.StartTime.Format(time.RFC822),
-			FooterIcon: "",
-		}))
+		slack.MsgOptionAttachments(attachment))
 
 	if err != nil {
-		t.Errorf(err, "Slack send error")
+		t.Errorf(err, "slack send error")
 	}
 }
 

bbgo/types/market.go

@@ -0,0 +1,59 @@
+package types
+
+import (
+	"math"
+	"strconv"
+)
+
+type Market struct {
+	Symbol          string
+	PricePrecision  int
+	VolumePrecision int
+	QuoteCurrency   string
+	BaseCurrency    string
+	MinQuantity     float64
+	MinAmount       float64
+}
+
+func (m Market) FormatPrice(val float64) string {
+	return strconv.FormatFloat(val, 'f', m.PricePrecision, 64)
+}
+
+func (m Market) FormatVolume(val float64) string {
+	return strconv.FormatFloat(val, 'f', m.VolumePrecision, 64)
+}
+
+func (m Market) CanonicalizeVolume(val float64) float64 {
+	p := math.Pow10(m.VolumePrecision)
+	return math.Trunc(p*val) / p
+}
+
+var MarketBTCUSDT = Market{
+	Symbol:          "BTCUSDT",
+	BaseCurrency:    "BTC",
+	QuoteCurrency:   "USDT",
+	PricePrecision:  2,
+	VolumePrecision: 6,
+	MinQuantity:     0.00000100,
+	MinAmount:       10.0,
+}
+
+var MarketBNBUSDT = Market{
+	Symbol:          "BNBUSDT",
+	BaseCurrency:    "BNB",
+	QuoteCurrency:   "USDT",
+	PricePrecision:  4,
+	VolumePrecision: 2,
+	MinQuantity:     0.01,
+	MinAmount:       10.0,
+}
+
+var Markets = map[string]Market{
+	"BNBUSDT": MarketBNBUSDT,
+	"BTCUSDT": MarketBTCUSDT,
+}
+
+func FindMarket(symbol string) (m Market, ok bool) {
+	m, ok = Markets[symbol]
+	return m, ok
+}

bbgo/types/trade.go

@@ -1,6 +1,9 @@
 package types
 
-import "time"
+import (
+	"github.com/slack-go/slack"
+	"time"
+)
 
 type Trade struct {
 	ID          int64
@@ -14,3 +17,35 @@ type Trade struct {
 	Fee         float64
 	FeeCurrency string
 }
+
+func (trade Trade) SlackAttachment() slack.Attachment {
+	var color = ""
+	if trade.IsBuyer {
+		color = "#228B22"
+	} else {
+		color = "#DC143C"
+	}
+
+	market, ok := FindMarket(trade.Symbol)
+	if !ok {
+		return slack.Attachment{
+			Title: "New Trade",
+			Color: color,
+		}
+	}
+
+	return slack.Attachment{
+		Title: "New Trade",
+		Color: color,
+		// Pretext:       "",
+		// Text:          "",
+		Fields: []slack.AttachmentField{
+			{Title: "Symbol", Value: trade.Symbol, Short: true,},
+			{Title: "Side", Value: trade.Side, Short: true,},
+			{Title: "Price", Value: market.FormatPrice(trade.Price), Short: true,},
+			{Title: "Volume", Value: market.FormatVolume(trade.Volume), Short: true,},
+		},
+		// Footer:     tradingCtx.TradeStartTime.Format(time.RFC822),
+		// FooterIcon: "",
+	}
+}