mirror of
https://github.com/c9s/bbgo.git
synced 2024-09-20 08:11:08 +00:00
93 lines
2.2 KiB
Go
93 lines
2.2 KiB
Go
package common
|
|
|
|
import (
|
|
"sync"
|
|
"time"
|
|
|
|
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
"github.com/c9s/bbgo/pkg/types"
|
|
log "github.com/sirupsen/logrus"
|
|
)
|
|
|
|
type FeeBudget struct {
|
|
DailyFeeBudgets map[string]fixedpoint.Value `json:"dailyFeeBudgets,omitempty"`
|
|
State *State `persistence:"state"`
|
|
|
|
mu sync.Mutex
|
|
}
|
|
|
|
func (f *FeeBudget) Initialize() {
|
|
if f.State == nil {
|
|
f.State = &State{}
|
|
f.State.Reset()
|
|
}
|
|
|
|
if f.State.IsOver24Hours() {
|
|
log.Warn("[FeeBudget] state is over 24 hours, resetting to zero")
|
|
f.State.Reset()
|
|
}
|
|
}
|
|
|
|
func (f *FeeBudget) IsBudgetAllowed() bool {
|
|
if f.DailyFeeBudgets == nil {
|
|
return true
|
|
}
|
|
|
|
if f.State.AccumulatedFees == nil {
|
|
return true
|
|
}
|
|
|
|
if f.State.IsOver24Hours() {
|
|
f.State.Reset()
|
|
return true
|
|
}
|
|
|
|
for asset, budget := range f.DailyFeeBudgets {
|
|
if fee, ok := f.State.AccumulatedFees[asset]; ok {
|
|
if fee.Compare(budget) >= 0 {
|
|
log.Warnf("[FeeBudget] accumulative fee %s exceeded the fee budget %s, skipping...", fee.String(), budget.String())
|
|
return false
|
|
}
|
|
}
|
|
}
|
|
|
|
return true
|
|
}
|
|
|
|
func (f *FeeBudget) HandleTradeUpdate(trade types.Trade) {
|
|
log.Infof("[FeeBudget] received trade %s", trade.String())
|
|
|
|
if f.State.IsOver24Hours() {
|
|
f.State.Reset()
|
|
}
|
|
|
|
// safe check
|
|
if f.State.AccumulatedFees == nil {
|
|
f.mu.Lock()
|
|
f.State.AccumulatedFees = make(map[string]fixedpoint.Value)
|
|
f.mu.Unlock()
|
|
}
|
|
|
|
f.State.AccumulatedFees[trade.FeeCurrency] = f.State.AccumulatedFees[trade.FeeCurrency].Add(trade.Fee)
|
|
log.Infof("[FeeBudget] accumulated fee: %s %s", f.State.AccumulatedFees[trade.FeeCurrency].String(), trade.FeeCurrency)
|
|
}
|
|
|
|
type State struct {
|
|
AccumulatedFeeStartedAt time.Time `json:"accumulatedFeeStartedAt,omitempty"`
|
|
AccumulatedFees map[string]fixedpoint.Value `json:"accumulatedFees,omitempty"`
|
|
}
|
|
|
|
func (s *State) IsOver24Hours() bool {
|
|
return time.Since(s.AccumulatedFeeStartedAt) >= 24*time.Hour
|
|
}
|
|
|
|
func (s *State) Reset() {
|
|
t := time.Now()
|
|
dateTime := time.Date(t.Year(), t.Month(), t.Day(), 0, 0, 0, 0, t.Location())
|
|
|
|
log.Infof("[State] resetting accumulated started time to: %s", dateTime)
|
|
|
|
s.AccumulatedFeeStartedAt = dateTime
|
|
s.AccumulatedFees = make(map[string]fixedpoint.Value)
|
|
}
|