autoborrow: add price solver

c9s · Dec 3, 2024 · 1b6b730 · 1b6b730
1 parent ee22f9a
commit 1b6b730
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Showing 2 changed files with 15 additions and 3 deletions.
diff --git a/pkg/pricesolver/simple.go b/pkg/pricesolver/simple.go
@@ -71,9 +71,13 @@ func (m *SimplePriceSolver) UpdateFromTrade(trade types.Trade) {
 }
 
 func (m *SimplePriceSolver) BindStream(stream types.Stream) {
-	stream.OnKLineClosed(func(k types.KLine) {
-		m.Update(k.Symbol, k.Close)
-	})
+	if stream.GetPublicOnly() {
+		stream.OnKLineClosed(func(k types.KLine) {
+			m.Update(k.Symbol, k.Close)
+		})
+	} else {
+		stream.OnTradeUpdate(m.UpdateFromTrade)
+	}
 }
 
 func (m *SimplePriceSolver) UpdateFromTickers(ctx context.Context, ex types.Exchange, symbols ...string) error {

diff --git a/pkg/strategy/autoborrow/strategy.go b/pkg/strategy/autoborrow/strategy.go
@@ -11,6 +11,7 @@ import (
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/exchange/binance"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/pricesolver"
 	"github.com/c9s/bbgo/pkg/slack/slackalert"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -71,6 +72,8 @@ type Strategy struct {
 	ExchangeSession *bbgo.ExchangeSession
 
 	marginBorrowRepay types.MarginBorrowRepayService
+
+	priceSolver *pricesolver.SimplePriceSolver
 }
 
 func (s *Strategy) ID() string {
@@ -580,6 +583,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		go s.marginAlertWorker(ctx, alertInterval)
 	}
 
+	markets := session.Markets()
+	s.priceSolver = pricesolver.NewSimplePriceResolver(markets)
+	s.priceSolver.BindStream(session.MarketDataStream)
+	s.priceSolver.BindStream(session.UserDataStream)
+
 	go s.run(ctx, s.Interval.Duration())
 	return nil
 }