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) transferOut(ctx context.Context, ex FuturesTransfer, currency string, trade types.Trade) error { // base asset needs BUY trades if trade.Side != types.SideTypeBuy { return nil } // if transfer done if s.State.TotalBaseTransfer.IsZero() { return nil } // de-leverage and get the collateral base quantity for transfer quantity := trade.Quantity quantity = quantity.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(), currency, s.State.PendingBaseTransfer.String()) s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity) return err } b, ok := balances[currency] if !ok { log.Infof("adding to pending base transfer: %s %s + %s", quantity.String(), currency, s.State.PendingBaseTransfer.String()) s.State.PendingBaseTransfer = s.State.PendingBaseTransfer.Add(quantity) return fmt.Errorf("%s balance not found", currency) } // 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.Available) // 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(), currency, 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, currency) if err := ex.TransferFuturesAccountAsset(ctx, currency, 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, currency string, trade types.Trade) error { // base asset needs BUY trades if trade.Side == types.SideTypeSell { return nil } balances, err := s.spotSession.Exchange.QueryAccountBalances(ctx) if err != nil { return err } b, ok := balances[currency] if !ok { return fmt.Errorf("%s balance not found", currency) } // 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 quantity := trade.Quantity if b.Available.Compare(quantity) < 0 { log.Infof("adding to pending base transfer: %s %s", quantity, currency) 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, currency) if err := ex.TransferFuturesAccountAsset(ctx, currency, 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 }