package xfunding import ( "context" "fmt" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) type FuturesTransfer interface { TransferFuturesAccountAsset(ctx context.Context, asset string, amount fixedpoint.Value, io types.TransferDirection) error QueryAccountBalances(ctx context.Context) (types.BalanceMap, error) } func (s *Strategy) resetTransfer(ctx context.Context, ex FuturesTransfer, asset string) error { balances, err := s.futuresSession.Exchange.QueryAccountBalances(ctx) if err != nil { return err } b, ok := balances[asset] if !ok { return nil } amount := b.MaxWithdrawAmount if amount.IsZero() { return nil } log.Infof("transfering out futures account asset %s %s", amount, asset) err = ex.TransferFuturesAccountAsset(ctx, asset, amount, types.TransferOut) if err != nil { return err } s.State.PendingBaseTransfer = fixedpoint.Zero s.State.TotalBaseTransfer = fixedpoint.Zero return nil } func (s *Strategy) transferOut(ctx context.Context, ex FuturesTransfer, asset string, tradeQuantity fixedpoint.Value) error { // if transfer done if s.State.TotalBaseTransfer.IsZero() { return nil } // de-leverage and get the collateral base quantity for transfer quantity := tradeQuantity.Div(s.Leverage) balances, err := s.futuresSession.Exchange.QueryAccountBalances(ctx) if err != nil { log.Infof("adding to pending base transfer: %s %s + %s", quantity.String(), asset, s.State.PendingBaseTransfer.String()) s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity) return err } b, ok := balances[asset] if !ok { log.Infof("adding to pending base transfer: %s %s + %s", quantity.String(), asset, s.State.PendingBaseTransfer.String()) s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity) return fmt.Errorf("%s balance not found", asset) } // add the previous pending base transfer and the current trade quantity amount := s.State.PendingBaseTransfer.Add(quantity) // try to transfer more if we enough balance amount = fixedpoint.Min(amount, b.MaxWithdrawAmount) // we can only transfer the rest quota (total base transfer) amount = fixedpoint.Min(s.State.TotalBaseTransfer, amount) // TODO: according to the fee, we might not be able to get enough balance greater than the trade quantity, we can adjust the quantity here if amount.IsZero() { log.Infof("adding to pending base transfer: %s %s + %s ", quantity.String(), asset, s.State.PendingBaseTransfer.String()) s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity) return nil } // de-leverage and get the collateral base quantity collateralBase := s.FuturesPosition.GetBase().Abs().Div(s.Leverage) _ = collateralBase // if s.State.TotalBaseTransfer.Compare(collateralBase) log.Infof("transfering out futures account asset %s %s", amount, asset) if err := ex.TransferFuturesAccountAsset(ctx, asset, amount, types.TransferOut); err != nil { return err } // reset pending transfer s.State.PendingBaseTransfer = fixedpoint.Zero // reduce the transfer in the total base transfer s.State.TotalBaseTransfer = s.State.TotalBaseTransfer.Sub(amount) return nil } func (s *Strategy) transferIn(ctx context.Context, ex FuturesTransfer, asset string, quantity fixedpoint.Value) error { balances, err := s.spotSession.Exchange.QueryAccountBalances(ctx) if err != nil { return err } b, ok := balances[asset] if !ok { return fmt.Errorf("%s balance not found", asset) } // TODO: according to the fee, we might not be able to get enough balance greater than the trade quantity, we can adjust the quantity here if b.Available.Compare(quantity) < 0 { log.Infof("adding to pending base transfer: %s %s", quantity, asset) s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity) return nil } amount := s.State.PendingBaseTransfer.Add(quantity) pos := s.SpotPosition.GetBase().Abs() rest := pos.Sub(s.State.TotalBaseTransfer) if rest.Sign() < 0 { return nil } amount = fixedpoint.Min(rest, amount) log.Infof("transfering in futures account asset %s %s", amount, asset) if err := ex.TransferFuturesAccountAsset(ctx, asset, amount, types.TransferIn); err != nil { return err } // reset pending transfer s.State.PendingBaseTransfer = fixedpoint.Zero // record the transfer in the total base transfer s.State.TotalBaseTransfer = s.State.TotalBaseTransfer.Add(amount) return nil }