types: fix asset package and calculate debt, interest in usd

pkg/bbgo/environment.go

@@ -19,7 +19,6 @@ import (
 	"github.com/spf13/viper"
 	"gopkg.in/tucnak/telebot.v2"
 
-	"github.com/c9s/bbgo/pkg/asset"
 	"github.com/c9s/bbgo/pkg/envvar"
 	"github.com/c9s/bbgo/pkg/exchange"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -30,6 +29,7 @@ import (
 	googleservice "github.com/c9s/bbgo/pkg/service/google"
 	"github.com/c9s/bbgo/pkg/slack/slacklog"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/types/asset"
 	"github.com/c9s/bbgo/pkg/util"
 )
 

pkg/server/routes.go

@@ -16,11 +16,11 @@ import (
 	"github.com/joho/godotenv"
 	"github.com/sirupsen/logrus"
 
-	"github.com/c9s/bbgo/pkg/asset"
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/types/asset"
 )
 
 const DefaultBindAddress = "localhost:8080"

pkg/service/account.go

@@ -6,8 +6,8 @@ import (
 	"github.com/jmoiron/sqlx"
 	"go.uber.org/multierr"
 
-	"github.com/c9s/bbgo/pkg/asset"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/types/asset"
 )
 
 type AccountService struct {
@@ -52,8 +52,8 @@ func (s *AccountService) InsertAsset(
 			account,
 			time,
 			v.Currency,
-			v.InUSD,
-			v.InBTC,
+			v.NetAssetInUSD,
+			v.NetAssetInBTC,
 			v.Total,
 			v.Available,
 			v.Locked,

pkg/service/account_test.go

@@ -7,9 +7,9 @@ import (
 	"github.com/jmoiron/sqlx"
 	"github.com/stretchr/testify/assert"
 
-	"github.com/c9s/bbgo/pkg/asset"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/types/asset"
 )
 
 func TestAccountService(t *testing.T) {
@@ -26,16 +26,16 @@ func TestAccountService(t *testing.T) {
 	t1 := time.Now()
 	err = service.InsertAsset(t1, "binance", types.ExchangeBinance, "main", false, false, "", asset.Map{
 		"BTC": asset.Asset{
-			Currency:   "BTC",
-			Total:      fixedpoint.MustNewFromString("1.0"),
-			InUSD:      fixedpoint.MustNewFromString("10.0"),
-			InBTC:      fixedpoint.MustNewFromString("0.0001"),
-			Time:       t1,
-			Locked:     fixedpoint.MustNewFromString("0"),
-			Available:  fixedpoint.MustNewFromString("1.0"),
-			Borrowed:   fixedpoint.MustNewFromString("0"),
-			NetAsset:   fixedpoint.MustNewFromString("1"),
-			PriceInUSD: fixedpoint.MustNewFromString("44870"),
+			Currency:      "BTC",
+			Total:         fixedpoint.MustNewFromString("1.0"),
+			NetAssetInUSD: fixedpoint.MustNewFromString("10.0"),
+			NetAssetInBTC: fixedpoint.MustNewFromString("0.0001"),
+			Time:          t1,
+			Locked:        fixedpoint.MustNewFromString("0"),
+			Available:     fixedpoint.MustNewFromString("1.0"),
+			Borrowed:      fixedpoint.MustNewFromString("0"),
+			NetAsset:      fixedpoint.MustNewFromString("1"),
+			PriceInUSD:    fixedpoint.MustNewFromString("44870"),
 		},
 	})
 	assert.NoError(t, err)

pkg/strategy/tri/_doc.go

@@ -0,0 +1,4 @@
+/*
+tri is an example strategy that demonstrates how to implement an arbitrage strategy.
+*/
+package tri

pkg/strategy/tri/position.go

@@ -69,29 +69,29 @@ func (p *MultiCurrencyPosition) handleTrade(trade types.Trade) {
 
 func (p *MultiCurrencyPosition) CollectProfits() []Profit {
 	var profits []Profit
-	for currency, base := range p.Currencies {
+	for cu, base := range p.Currencies {
 		if base.IsZero() {
 			continue
 		}
 
 		profit := Profit{
-			Asset:       currency,
+			Asset:       cu,
 			Profit:      base,
 			ProfitInUSD: fixedpoint.Zero,
 		}
 
-		if price, ok := p.TradePrices[currency]; ok && !price.IsZero() {
+		if price, ok := p.TradePrices[cu]; ok && !price.IsZero() {
 			profit.ProfitInUSD = base.Mul(price)
-		} else if currency.IsUSDFiatCurrency(currency) {
+		} else if currency.IsUSDFiatCurrency(cu) {
 			profit.ProfitInUSD = base
 		}
 
 		profits = append(profits, profit)
 
-		if total, ok := p.TotalProfits[currency]; ok {
-			p.TotalProfits[currency] = total.Add(base)
+		if total, ok := p.TotalProfits[cu]; ok {
+			p.TotalProfits[cu] = total.Add(base)
 		} else {
-			p.TotalProfits[currency] = base
+			p.TotalProfits[cu] = base
 		}
 	}
 
@@ -100,40 +100,40 @@ func (p *MultiCurrencyPosition) CollectProfits() []Profit {
 }
 
 func (p *MultiCurrencyPosition) Reset() {
-	for currency := range p.Currencies {
-		p.Currencies[currency] = fixedpoint.Zero
+	for cu := range p.Currencies {
+		p.Currencies[cu] = fixedpoint.Zero
 	}
 }
 
 func (p *MultiCurrencyPosition) String() (o string) {
 	o += "position: \n"
 
-	for currency, base := range p.Currencies {
+	for cu, base := range p.Currencies {
 		if base.IsZero() {
 			continue
 		}
 
-		o += fmt.Sprintf("- %s: %f\n", currency, base.Float64())
+		o += fmt.Sprintf("- %s: %f\n", cu, base.Float64())
 	}
 
 	o += "totalProfits: \n"
 
-	for currency, total := range p.TotalProfits {
+	for cu, total := range p.TotalProfits {
 		if total.IsZero() {
 			continue
 		}
 
-		o += fmt.Sprintf("- %s: %f\n", currency, total.Float64())
+		o += fmt.Sprintf("- %s: %f\n", cu, total.Float64())
 	}
 
 	o += "fees: \n"
 
-	for currency, fee := range p.Fees {
+	for cu, fee := range p.Fees {
 		if fee.IsZero() {
 			continue
 		}
 
-		o += fmt.Sprintf("- %s: %f\n", currency, fee.Float64())
+		o += fmt.Sprintf("- %s: %f\n", cu, fee.Float64())
 	}
 
 	return o