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61 lines
2.0 KiB
Go
61 lines
2.0 KiB
Go
package grid2
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import (
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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type GridProfitStats struct {
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Symbol string `json:"symbol"`
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TotalBaseProfit fixedpoint.Value `json:"totalBaseProfit,omitempty"`
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TotalQuoteProfit fixedpoint.Value `json:"totalQuoteProfit,omitempty"`
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FloatProfit fixedpoint.Value `json:"floatProfit,omitempty"`
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GridProfit fixedpoint.Value `json:"gridProfit,omitempty"`
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ArbitrageCount int `json:"arbitrageCount,omitempty"`
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TotalFee map[string]fixedpoint.Value `json:"totalFee,omitempty"`
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Volume fixedpoint.Value `json:"volume,omitempty"`
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Market types.Market `json:"market,omitempty"`
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ProfitEntries []*GridProfit `json:"profitEntries,omitempty"`
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}
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func newGridProfitStats(market types.Market) *GridProfitStats {
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return &GridProfitStats{
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Symbol: market.Symbol,
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TotalBaseProfit: fixedpoint.Zero,
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TotalQuoteProfit: fixedpoint.Zero,
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FloatProfit: fixedpoint.Zero,
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GridProfit: fixedpoint.Zero,
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ArbitrageCount: 0,
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TotalFee: make(map[string]fixedpoint.Value),
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Volume: fixedpoint.Zero,
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Market: market,
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ProfitEntries: nil,
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}
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}
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func (s *GridProfitStats) AddTrade(trade types.Trade) {
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if s.TotalFee == nil {
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s.TotalFee = make(map[string]fixedpoint.Value)
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}
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if fee, ok := s.TotalFee[trade.FeeCurrency]; ok {
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s.TotalFee[trade.FeeCurrency] = fee.Add(trade.Fee)
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} else {
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s.TotalFee[trade.FeeCurrency] = trade.Fee
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}
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}
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func (s *GridProfitStats) AddProfit(profit *GridProfit) {
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// increase arbitrage count per profit round
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s.ArbitrageCount++
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switch profit.Currency {
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case s.Market.QuoteCurrency:
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s.TotalQuoteProfit = s.TotalQuoteProfit.Add(profit.Profit)
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case s.Market.BaseCurrency:
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s.TotalBaseProfit = s.TotalBaseProfit.Add(profit.Profit)
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}
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s.ProfitEntries = append(s.ProfitEntries, profit)
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}
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