package bbgo import "github.com/c9s/bbgo/pkg/types" // ExchangeSession presents the exchange connection session // It also maintains and collects the data returned from the stream. type ExchangeSession struct { // Exchange session name Name string // The exchange account states Account *types.Account // Stream is the connection stream of the exchange Stream types.Stream Subscriptions map[types.Subscription]types.Subscription Exchange types.Exchange // Markets defines market configuration of a symbol Markets map[string]types.Market LastPrices map[string]float64 // Trades collects the executed trades from the exchange // map: symbol -> []trade Trades map[string][]types.Trade MarketDataStores map[string]*MarketDataStore } func NewExchangeSession(name string, exchange types.Exchange) *ExchangeSession { return &ExchangeSession{ Name: name, Exchange: exchange, Subscriptions: make(map[types.Subscription]types.Subscription), Markets: make(map[string]types.Market), Trades: make(map[string][]types.Trade), LastPrices: make(map[string]float64), MarketDataStores: make(map[string]*MarketDataStore), } } // Subscribe save the subscription info, later it will be assigned to the stream func (session *ExchangeSession) Subscribe(channel types.Channel, symbol string, options types.SubscribeOptions) *ExchangeSession { sub := types.Subscription{ Channel: channel, Symbol: symbol, Options: options, } session.Subscriptions[sub] = sub return session }