Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

FEATURE: [max] subscription filters not empty #1839

Merged
merged 2 commits into from
Nov 27, 2024
Merged

FEATURE: [max] subscription filters not empty #1839

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
feb8f11
FIX: debug large amount alert
kbearXD Nov 26, 2024
aa21d89
FEATURE: [max] add default filters for subscription
kbearXD Nov 27, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 1 addition & 1 deletion pkg/exchange/max/maxapi/userdata.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -227,7 +227,7 @@ func ParseUserEvent(v *fastjson.Value) (interface{}, error) {
case "trade_snapshot", "mwallet_trade_snapshot":
return parseTradeSnapshotEvent(v)

case "trade_update", "mwallet_trade_update":
case "trade_update", "trade_fast_update", "mwallet_trade_update":
return parseTradeUpdateEvent(v)

case "ad_ratio_snapshot", "ad_ratio_update":
Expand Down
22 changes: 15 additions & 7 deletions pkg/exchange/max/stream.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -132,13 +132,21 @@ func (s *Stream) handleConnect() {
if len(s.privateChannels) > 0 {
// TODO: maybe check the valid private channels
filters = s.privateChannels
} else if s.MarginSettings.IsMargin {
filters = []string{
"mwallet_order",
"mwallet_trade",
"mwallet_account",
"ad_ratio",
"borrowing",
} else {
if s.MarginSettings.IsMargin {
filters = []string{
"mwallet_order",
"mwallet_trade",
"mwallet_account",
"ad_ratio",
"borrowing",
}
} else {
filters = []string{
"order",
"trade",
"account",
}
}
}

Expand Down
4 changes: 4 additions & 0 deletions pkg/strategy/xalign/strategy.go
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -470,6 +470,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
// bind on trade to update price
session.UserDataStream.OnTradeUpdate(s.priceResolver.UpdateFromTrade)
}
log.Infof("large amount alert: %+v", s.LargeAmountAlert)

bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
defer wg.Done()
Expand Down Expand Up @@ -597,6 +598,7 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange
if price, ok := s.priceResolver.ResolvePrice(currency, s.LargeAmountAlert.QuoteCurrency); ok {
quantity := q.Abs()
amount := price.Mul(quantity)
log.Infof("resolved price for currency: %s, price: %f, quantity: %f, amount: %f", currency, price.Float64(), quantity.Float64(), amount.Float64())
if amount.Compare(s.LargeAmountAlert.Amount) > 0 {
alert := &LargeAmountAlert{
QuoteCurrency: s.LargeAmountAlert.QuoteCurrency,
Expand All @@ -616,6 +618,8 @@ func (s *Strategy) align(ctx context.Context, sessions map[string]*bbgo.Exchange

bbgo.Notify(alert)
}
} else {
log.Info("price resolver can not resolve price, skip alert checking")
}
}

Expand Down
Loading