package bbgo import ( "regexp" "github.com/robfig/cron/v3" "github.com/c9s/bbgo/pkg/accounting/pnl" ) type PnLReporter interface { Run() } type baseReporter struct { notifier Notifier cron *cron.Cron environment *Environment } type PnLReporterManager struct { baseReporter reporters []PnLReporter } func NewPnLReporter(notifier Notifier) *PnLReporterManager { return &PnLReporterManager{ baseReporter: baseReporter{ notifier: notifier, cron: cron.New(), }, } } func (manager *PnLReporterManager) AverageCostBySymbols(symbols ...string) *AverageCostPnLReporter { reporter := &AverageCostPnLReporter{ baseReporter: manager.baseReporter, Symbols: symbols, } manager.reporters = append(manager.reporters, reporter) return reporter } type AverageCostPnLReporter struct { baseReporter Sessions []string Symbols []string } func (reporter *AverageCostPnLReporter) Of(sessions ...string) *AverageCostPnLReporter { reporter.Sessions = sessions return reporter } func (reporter *AverageCostPnLReporter) When(specs ...string) *AverageCostPnLReporter { for _, spec := range specs { _, err := reporter.cron.AddJob(spec, reporter) if err != nil { panic(err) } } return reporter } func (reporter *AverageCostPnLReporter) Run() { for _, sessionName := range reporter.Sessions { session := reporter.environment.sessions[sessionName] calculator := &pnl.AverageCostCalculator{ TradingFeeCurrency: session.Exchange.PlatformFeeCurrency(), } for _, symbol := range reporter.Symbols { report := calculator.Calculate(symbol, session.Trades[symbol], session.lastPrices[symbol]) report.Print() } } } type PatternChannelRouter struct { routes map[*regexp.Regexp]string } func NewPatternChannelRouter(routes map[string]string) *PatternChannelRouter { router := &PatternChannelRouter{ routes: make(map[*regexp.Regexp]string), } if routes != nil { router.AddRoute(routes) } return router } func (router *PatternChannelRouter) AddRoute(routes map[string]string) { if routes == nil { return } if router.routes == nil { router.routes = make(map[*regexp.Regexp]string) } for pattern, channel := range routes { router.routes[regexp.MustCompile(pattern)] = channel } } func (router *PatternChannelRouter) Route(text string) (channel string, ok bool) { for pattern, channel := range router.routes { if pattern.MatchString(text) { ok = true return channel, ok } } return channel, ok } type ObjectChannelHandler func(obj interface{}) (channel string, ok bool) type ObjectChannelRouter struct { routes []ObjectChannelHandler } func NewObjectChannelRouter() *ObjectChannelRouter { return &ObjectChannelRouter{} } func (router *ObjectChannelRouter) AddRoute(f ObjectChannelHandler) { router.routes = append(router.routes, f) } func (router *ObjectChannelRouter) Route(obj interface{}) (channel string, ok bool) { for _, f := range router.routes { channel, ok = f(obj) if ok { return } } return } type TradeReporter struct { *Notifiability } const TemplateTradeReport = `:handshake: {{ .Symbol }} {{ .Side }} Trade Execution @ {{ .Price }}` const TemplateOrderReport = `:handshake: {{ .Symbol }} {{ .Side }} Order Update @ {{ .Price }}`