-
-
Notifications
You must be signed in to change notification settings - Fork 380
Expand file tree
/
Copy pathprofitstats.go
More file actions
64 lines (49 loc) · 1.65 KB
/
Copy pathprofitstats.go
File metadata and controls
64 lines (49 loc) · 1.65 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
package xfunding
import (
"fmt"
"time"
"github.com/slack-go/slack"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/style"
"github.com/c9s/bbgo/pkg/types"
)
type ProfitStats struct {
*types.ProfitStats
FundingFeeCurrency string `json:"fundingFeeCurrency"`
TotalFundingFee fixedpoint.Value `json:"totalFundingFee"`
FundingFeeRecords []FundingFee `json:"fundingFeeRecords"`
// Fees map[string]
Last *FundingFee `json:"last"`
LastFundingFeeTime time.Time `json:"lastFundingFeeTime"`
txns map[int64]struct{}
}
func (s *ProfitStats) SlackAttachment() slack.Attachment {
var fields []slack.AttachmentField
var totalProfit = fmt.Sprintf("Total Funding Fee Profit: %s %s", style.PnLSignString(s.TotalFundingFee), s.FundingFeeCurrency)
return slack.Attachment{
Title: totalProfit,
Color: style.PnLColor(s.TotalFundingFee),
// Pretext: "",
// Text: text,
Fields: fields,
Footer: fmt.Sprintf("Last Funding Fee Transation ID: %d Last Funding Fee Time %s", s.Last.Txn, s.Last.Time.Format(time.RFC822)),
}
}
func (s *ProfitStats) AddFundingFee(fee FundingFee) error {
if s.txns == nil {
s.txns = make(map[int64]struct{})
}
if s.FundingFeeCurrency == "" {
s.FundingFeeCurrency = fee.Asset
} else if s.FundingFeeCurrency != fee.Asset {
return fmt.Errorf("unexpected error, funding fee currency is not matched, given: %s, wanted: %s", fee.Asset, s.FundingFeeCurrency)
}
if _, ok := s.txns[fee.Txn]; ok {
return errDuplicatedFundingFeeTxnId
}
s.FundingFeeRecords = append(s.FundingFeeRecords, fee)
s.TotalFundingFee = s.TotalFundingFee.Add(fee.Amount)
s.Last = &fee
s.txns[fee.Txn] = struct{}{}
return nil
}