package etf import ( "context" "time" "github.com/pkg/errors" log "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/types" ) const ID = "etf" func init() { bbgo.RegisterStrategy(ID, &Strategy{}) } type Strategy struct { Market types.Market TotalAmount fixedpoint.Value `json:"totalAmount,omitempty"` // Interval is the period that you want to submit order Duration types.Duration `json:"duration"` Index map[string]fixedpoint.Value `json:"index"` } func (s *Strategy) ID() string { return ID } func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { } func (s *Strategy) Validate() error { if s.TotalAmount.IsZero() { return errors.New("amount can not be empty") } return nil } func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { go func() { ticker := time.NewTicker(s.Duration.Duration()) defer ticker.Stop() bbgo.Notify("ETF orders will be executed every %s", s.Duration.Duration().String()) for { select { case <-ctx.Done(): return case <-ticker.C: totalAmount := s.TotalAmount for symbol, ratio := range s.Index { amount := totalAmount.Mul(ratio) ticker, err := session.Exchange.QueryTicker(ctx, symbol) if err != nil { bbgo.Notify("query ticker error: %s", err.Error()) log.WithError(err).Error("query ticker error") break } askPrice := ticker.Sell quantity := askPrice.Div(amount) // execute orders quoteBalance, ok := session.GetAccount().Balance(s.Market.QuoteCurrency) if !ok { break } if quoteBalance.Available.Compare(amount) < 0 { bbgo.Notify("Quote balance %s is not enough: %s < %s", s.Market.QuoteCurrency, quoteBalance.Available.String(), amount.String()) break } bbgo.Notify("Submitting etf order %s quantity %s at price %s (index ratio %s)", symbol, quantity.String(), askPrice.String(), ratio.Percentage()) _, err = orderExecutor.SubmitOrders(ctx, types.SubmitOrder{ Symbol: symbol, Side: types.SideTypeBuy, Type: types.OrderTypeMarket, Quantity: quantity, }) if err != nil { log.WithError(err).Error("submit order error") } } } } }() return nil }