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model.go
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model.go
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package model
import (
"fmt"
"math"
"strconv"
"time"
)
type TelegramSettings struct {
Enabled bool
Token string
Users []int
}
type Settings struct {
Pairs []string
Telegram TelegramSettings
}
type Balance struct {
Asset string
Free float64
Lock float64
Leverage float64
}
type AssetInfo struct {
BaseAsset string
QuoteAsset string
MinPrice float64
MaxPrice float64
MinQuantity float64
MaxQuantity float64
StepSize float64
TickSize float64
QuotePrecision int
BaseAssetPrecision int
}
type Dataframe struct {
Pair string
Close Series[float64]
Open Series[float64]
High Series[float64]
Low Series[float64]
Volume Series[float64]
Time []time.Time
LastUpdate time.Time
// Custom user metadata
Metadata map[string]Series[float64]
}
func (df Dataframe) Sample(positions int) Dataframe {
size := len(df.Time)
start := size - positions
if start <= 0 {
return df
}
sample := Dataframe{
Pair: df.Pair,
Close: df.Close.LastValues(positions),
Open: df.Open.LastValues(positions),
High: df.High.LastValues(positions),
Low: df.Low.LastValues(positions),
Volume: df.Volume.LastValues(positions),
Time: df.Time[start:],
LastUpdate: df.LastUpdate,
Metadata: make(map[string]Series[float64]),
}
for key := range df.Metadata {
sample.Metadata[key] = df.Metadata[key].LastValues(positions)
}
return sample
}
type Candle struct {
Pair string
Time time.Time
UpdatedAt time.Time
Open float64
Close float64
Low float64
High float64
Volume float64
Complete bool
// Aditional collums from CSV inputs
Metadata map[string]float64
}
func (c Candle) Empty() bool {
return c.Pair == "" && c.Close == 0 && c.Open == 0 && c.Volume == 0
}
type HeikinAshi struct {
PreviousHACandle Candle
}
func NewHeikinAshi() *HeikinAshi {
return &HeikinAshi{}
}
func (c Candle) ToSlice(precision int) []string {
return []string{
fmt.Sprintf("%d", c.Time.Unix()),
strconv.FormatFloat(c.Open, 'f', precision, 64),
strconv.FormatFloat(c.Close, 'f', precision, 64),
strconv.FormatFloat(c.Low, 'f', precision, 64),
strconv.FormatFloat(c.High, 'f', precision, 64),
strconv.FormatFloat(c.Volume, 'f', precision, 64),
}
}
func (c Candle) ToHeikinAshi(ha *HeikinAshi) Candle {
haCandle := ha.CalculateHeikinAshi(c)
return Candle{
Pair: c.Pair,
Open: haCandle.Open,
High: haCandle.High,
Low: haCandle.Low,
Close: haCandle.Close,
Volume: c.Volume,
Complete: c.Complete,
Time: c.Time,
UpdatedAt: c.UpdatedAt,
}
}
func (c Candle) Less(j Item) bool {
diff := j.(Candle).Time.Sub(c.Time)
if diff < 0 {
return false
}
if diff > 0 {
return true
}
diff = j.(Candle).UpdatedAt.Sub(c.UpdatedAt)
if diff < 0 {
return false
}
if diff > 0 {
return true
}
return c.Pair < j.(Candle).Pair
}
type Account struct {
Balances []Balance
}
func (a Account) Balance(assetTick, quoteTick string) (Balance, Balance) {
var assetBalance, quoteBalance Balance
var isSetAsset, isSetQuote bool
for _, balance := range a.Balances {
switch balance.Asset {
case assetTick:
assetBalance = balance
isSetAsset = true
case quoteTick:
quoteBalance = balance
isSetQuote = true
}
if isSetAsset && isSetQuote {
break
}
}
return assetBalance, quoteBalance
}
func (a Account) Equity() float64 {
var total float64
for _, balance := range a.Balances {
total += balance.Free
total += balance.Lock
}
return total
}
func (ha *HeikinAshi) CalculateHeikinAshi(c Candle) Candle {
var hkCandle Candle
openValue := ha.PreviousHACandle.Open
closeValue := ha.PreviousHACandle.Close
// First HA candle is calculated using current candle
if ha.PreviousHACandle.Empty() {
openValue = c.Open
closeValue = c.Close
}
hkCandle.Open = (openValue + closeValue) / 2
hkCandle.Close = (c.Open + c.High + c.Low + c.Close) / 4
hkCandle.High = math.Max(c.High, math.Max(hkCandle.Open, hkCandle.Close))
hkCandle.Low = math.Min(c.Low, math.Min(hkCandle.Open, hkCandle.Close))
ha.PreviousHACandle = hkCandle
return hkCandle
}