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73 lines
1.6 KiB
Go
73 lines
1.6 KiB
Go
package bbgo
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import (
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"context"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/sigchan"
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"github.com/c9s/bbgo/pkg/types"
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)
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//go:generate callbackgen -type TradeCollector
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type TradeCollector struct {
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Symbol string
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orderSig sigchan.Chan
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tradeStore *TradeStore
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tradeC chan types.Trade
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position *Position
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orderStore *OrderStore
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tradeCallbacks []func(trade types.Trade)
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positionUpdateCallbacks []func(position *Position)
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profitCallbacks []func(trade types.Trade, profit, netProfit fixedpoint.Value)
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}
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func NewTradeCollector(symbol string, position *Position, orderStore *OrderStore) *TradeCollector {
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return &TradeCollector{
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Symbol: symbol,
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orderSig: sigchan.New(1),
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tradeC: make(chan types.Trade, 100),
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tradeStore: NewTradeStore(symbol),
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position: position,
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orderStore: orderStore,
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}
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}
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func (c *TradeCollector) handleTradeUpdate(trade types.Trade) {
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c.tradeC <- trade
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}
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func (c *TradeCollector) BindStream(stream types.Stream) {
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stream.OnTradeUpdate(c.handleTradeUpdate)
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}
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func (c *TradeCollector) Emit() {
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c.orderSig.Emit()
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}
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func (c *TradeCollector) Run(ctx context.Context) {
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for {
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select {
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case <-ctx.Done():
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return
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case <-c.orderSig:
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trades := c.tradeStore.GetAndClear()
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for _, trade := range trades {
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if c.orderStore.Exists(trade.OrderID) {
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c.EmitTrade(trade)
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if profit, netProfit, madeProfit := c.position.AddTrade(trade) ; madeProfit {
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c.EmitProfit(trade, profit, netProfit)
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}
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}
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}
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c.EmitPositionUpdate(c.position)
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case trade := <-c.tradeC:
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c.tradeStore.Add(trade)
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}
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}
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}
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