mirror of
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94 lines
2.8 KiB
Go
94 lines
2.8 KiB
Go
package dca2
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import (
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"fmt"
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"strings"
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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 ProfitStats struct {
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Symbol string `json:"symbol"`
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Market types.Market `json:"market,omitempty"`
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FromOrderID uint64 `json:"fromOrderID,omitempty"`
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Round int64 `json:"round,omitempty"`
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QuoteInvestment fixedpoint.Value `json:"quoteInvestment,omitempty"`
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CurrentRoundProfit fixedpoint.Value `json:"currentRoundProfit,omitempty"`
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CurrentRoundFee map[string]fixedpoint.Value `json:"currentRoundFee,omitempty"`
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TotalProfit fixedpoint.Value `json:"totalProfit,omitempty"`
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TotalFee map[string]fixedpoint.Value `json:"totalFee,omitempty"`
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types.PersistenceTTL
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}
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func newProfitStats(market types.Market, quoteInvestment fixedpoint.Value) *ProfitStats {
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return &ProfitStats{
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Symbol: market.Symbol,
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Market: market,
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Round: 0,
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QuoteInvestment: quoteInvestment,
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CurrentRoundFee: make(map[string]fixedpoint.Value),
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TotalFee: make(map[string]fixedpoint.Value),
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}
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}
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func (s *ProfitStats) AddTrade(trade types.Trade) {
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if s.CurrentRoundFee == nil {
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s.CurrentRoundFee = make(map[string]fixedpoint.Value)
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}
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if fee, ok := s.CurrentRoundFee[trade.FeeCurrency]; ok {
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s.CurrentRoundFee[trade.FeeCurrency] = fee.Add(trade.Fee)
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} else {
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s.CurrentRoundFee[trade.FeeCurrency] = trade.Fee
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}
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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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quoteQuantity := trade.QuoteQuantity
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if trade.Side == types.SideTypeBuy {
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quoteQuantity = quoteQuantity.Neg()
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}
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s.CurrentRoundProfit = s.CurrentRoundProfit.Add(quoteQuantity)
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s.TotalProfit = s.TotalProfit.Add(quoteQuantity)
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if s.Market.QuoteCurrency == trade.FeeCurrency {
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s.CurrentRoundProfit.Sub(trade.Fee)
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s.TotalProfit.Sub(trade.Fee)
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}
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}
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func (s *ProfitStats) NewRound() {
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s.Round++
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s.CurrentRoundProfit = fixedpoint.Zero
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s.CurrentRoundFee = make(map[string]fixedpoint.Value)
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}
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func (s *ProfitStats) String() string {
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var sb strings.Builder
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sb.WriteString("[------------------ Profit Stats ------------------]\n")
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sb.WriteString(fmt.Sprintf("Round: %d\n", s.Round))
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sb.WriteString(fmt.Sprintf("From Order ID: %d\n", s.FromOrderID))
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sb.WriteString(fmt.Sprintf("Quote Investment: %s\n", s.QuoteInvestment))
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sb.WriteString(fmt.Sprintf("Current Round Profit: %s\n", s.CurrentRoundProfit))
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sb.WriteString(fmt.Sprintf("Total Profit: %s\n", s.TotalProfit))
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for currency, fee := range s.CurrentRoundFee {
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sb.WriteString(fmt.Sprintf("FEE (%s): %s\n", currency, fee))
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}
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sb.WriteString("[------------------ Profit Stats ------------------]\n")
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return sb.String()
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}
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