forked from slawo/golang-crypto-trading-bot
/
common.go
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/
common.go
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// Copyright © 2017 Alessandro Sanino <saninoale@gmail.com>
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program. If not, see <http://www.gnu.org/licenses/>.
package strategies
import (
"fmt"
"sync"
"github.com/saniales/golang-crypto-trading-bot/environment"
"github.com/saniales/golang-crypto-trading-bot/exchanges"
)
var available map[string]Strategy //mapped name -> strategy
var appliedTactics []Tactic
// Strategy represents a generic strategy.
type Strategy interface {
Name() string // Name returns the name of the strategy.
Apply([]exchanges.ExchangeWrapper, []*environment.Market) // Apply applies the strategy when called, using the specified wrapper.
}
// StrategyFunc represents a standard function binded to a strategy model execution.
//
// Can define a Setup, TearDown and Update behaviour.
type StrategyFunc func([]exchanges.ExchangeWrapper, []*environment.Market) error
//StrategyModel represents a strategy model used by strategies.
type StrategyModel struct {
Name string
Setup StrategyFunc
TearDown StrategyFunc
OnUpdate StrategyFunc
OnError func(error)
}
// Tactic represents the effective appliance of a strategy.
type Tactic struct {
Markets []*environment.Market
Strategy Strategy
}
// Execute executes effectively a tactic.
func (t *Tactic) Execute(wrappers []exchanges.ExchangeWrapper) {
t.Strategy.Apply(wrappers, t.Markets)
}
func init() {
available = make(map[string]Strategy)
}
// AddCustomStrategy adds a strategy to the available set.
func AddCustomStrategy(s Strategy) {
available[s.Name()] = s
}
// MatchWithMarkets matches a strategy with the markets.
func MatchWithMarkets(strategyName string, markets []*environment.Market) error {
s, exists := available[strategyName]
if !exists {
return fmt.Errorf("Strategy %s does not exist, cannot bind to markets %v", strategyName, markets)
}
appliedTactics = append(appliedTactics, Tactic{
Markets: markets,
Strategy: s,
})
return nil
}
// ApplyAllStrategies applies all matched strategies concurrently.
func ApplyAllStrategies(wrappers []exchanges.ExchangeWrapper) {
var wg sync.WaitGroup
wg.Add(len(appliedTactics))
for _, t := range appliedTactics {
go func(wrappers []exchanges.ExchangeWrapper, t Tactic, wg *sync.WaitGroup) {
defer wg.Done()
t.Execute(wrappers)
}(wrappers, t, &wg)
}
wg.Wait()
}