-
Notifications
You must be signed in to change notification settings - Fork 2
/
historytestmocks.go
88 lines (69 loc) · 1.85 KB
/
historytestmocks.go
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
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
package main
import (
"github.com/shopspring/decimal"
"github.com/vadiminshakov/marti/entity"
"github.com/vadiminshakov/marti/services/detector"
)
type pricerCsv struct {
pricesCh chan decimal.Decimal
}
func (p *pricerCsv) GetPrice(pair entity.Pair) (decimal.Decimal, error) {
return <-p.pricesCh, nil
}
type detectorCsv struct {
lastaction entity.Action
buypoint decimal.Decimal
window decimal.Decimal
}
func (d *detectorCsv) NeedAction(price decimal.Decimal) (entity.Action, error) {
lastact, err := detector.Detect(d.lastaction, d.buypoint, d.window, price)
if err != nil {
return entity.ActionNull, err
}
if d.lastaction != entity.ActionNull {
d.lastaction = lastact
}
return lastact, nil
}
func (d *detectorCsv) LastAction() entity.Action {
return d.lastaction
}
type traderCsv struct {
pair *entity.Pair
balance1 decimal.Decimal
balance2 decimal.Decimal
oldbalance2 decimal.Decimal
firstbalance2 decimal.Decimal
pricesCh chan decimal.Decimal
fee decimal.Decimal
dealsCount uint
}
// Buy buys amount of asset in trade pair.
func (t *traderCsv) Buy(amount decimal.Decimal) error {
price := <-t.pricesCh
result := t.balance2.Sub(price.Mul(amount))
if result.LessThan(decimal.Zero) {
return nil
}
t.balance1 = t.balance1.Add(amount)
t.balance2 = t.balance2.Sub(price.Mul(amount))
t.fee = t.fee.Add(decimal.NewFromInt(33))
t.dealsCount++
return nil
}
// Sell sells amount of asset in trade pair.
func (t *traderCsv) Sell(amount decimal.Decimal) error {
if t.balance1.LessThanOrEqual(decimal.Zero) {
return nil
}
t.balance1 = t.balance1.Sub(amount)
price := <-t.pricesCh
t.balance2 = t.balance2.Add(price.Mul(amount))
t.fee = t.fee.Add(decimal.NewFromInt(4))
t.oldbalance2 = t.balance2
if t.firstbalance2.IsZero() {
t.firstbalance2 = t.balance2
}
t.dealsCount++
return nil
}