package random import ( "context" "fmt" "math/rand" "sync" "github.com/robfig/cron/v3" "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/strategy/common" "github.com/c9s/bbgo/pkg/types" ) const ID = "random" var log = logrus.WithField("strategy", ID) func init() { bbgo.RegisterStrategy(ID, &Strategy{}) } type Strategy struct { *common.Strategy Environment *bbgo.Environment Market types.Market Symbol string `json:"symbol"` CronExpression string `json:"cronExpression"` Quantity fixedpoint.Value `json:"quantity"` AdjustQuantity bool `json:"adjustQuantity"` OnStart bool `json:"onStart"` DryRun bool `json:"dryRun"` cron *cron.Cron } func (s *Strategy) Defaults() error { return nil } func (s *Strategy) Initialize() error { return nil } func (s *Strategy) ID() string { return ID } func (s *Strategy) InstanceID() string { return fmt.Sprintf("%s:%s", ID, s.Symbol) } func (s *Strategy) Validate() error { if s.CronExpression == "" { return fmt.Errorf("cronExpression is required") } return nil } func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {} func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { s.Strategy = &common.Strategy{} s.Strategy.Initialize(ctx, s.Environment, session, s.Market, s.ID(), s.InstanceID()) session.UserDataStream.OnStart(func() { if s.OnStart { s.placeOrder() } }) // the shutdown handler, you can cancel all orders bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) { defer wg.Done() _ = s.OrderExecutor.GracefulCancel(ctx) }) s.cron = cron.New() s.cron.AddFunc(s.CronExpression, s.placeOrder) s.cron.Start() return nil } func (s *Strategy) placeOrder() { ctx := context.Background() baseBalance, ok := s.Session.GetAccount().Balance(s.Market.BaseCurrency) if !ok { log.Errorf("base balance not found") return } quoteBalance, ok := s.Session.GetAccount().Balance(s.Market.QuoteCurrency) if !ok { log.Errorf("quote balance not found") return } ticker, err := s.Session.Exchange.QueryTicker(ctx, s.Symbol) if err != nil { log.WithError(err).Error("query ticker error") return } sellQuantity := s.Quantity buyQuantity := s.Quantity if s.AdjustQuantity { sellQuantity = s.Market.AdjustQuantityByMinNotional(s.Quantity, ticker.Sell) buyQuantity = fixedpoint.Max(s.Quantity, s.Market.MinQuantity) } orderForm := []types.SubmitOrder{} if baseBalance.Available.Compare(sellQuantity) > 0 { orderForm = append(orderForm, types.SubmitOrder{ Symbol: s.Symbol, Side: types.SideTypeSell, Type: types.OrderTypeMarket, Quantity: sellQuantity, }) } else { log.Infof("base balance: %s is not enough", baseBalance.Available.String()) } if quoteBalance.Available.Div(ticker.Buy).Compare(buyQuantity) > 0 { orderForm = append(orderForm, types.SubmitOrder{ Symbol: s.Symbol, Side: types.SideTypeBuy, Type: types.OrderTypeMarket, Quantity: buyQuantity, }) } else { log.Infof("quote balance: %s is not enough", quoteBalance.Available.String()) } var order types.SubmitOrder if len(orderForm) == 0 { log.Infof("both base and quote balance are not enough, skip submit order") return } else { order = orderForm[rand.Intn(len(orderForm))] } log.Infof("submit order: %s", order.String()) if s.DryRun { log.Infof("dry run, skip submit order") return } _, err = s.OrderExecutor.SubmitOrders(ctx, order) if err != nil { log.WithError(err).Error("submit order error") return } }