change variable names

config/marketcap.yaml

@@ -13,9 +13,9 @@ exchangeStrategies:
   - on: max
     marketcap:
       interval: 1m
-      baseCurrency: TWD
-      baseWeight: 0%
-      targetCurrencies:
+      quoteCurrency: TWD
+      quoteCurrencyWeight: 0%
+      baseCurrencies:
         - BTC
         - ETH
         - MATIC

config/rebalance.yaml

@@ -12,7 +12,7 @@ exchangeStrategies:
   - on: max
     rebalance:
       interval: 1d
-      baseCurrency: TWD
+      quoteCurrency: TWD
       targetWeights:
         BTC: 40%
         ETH: 20%

doc/strategy/marketcap.md

@@ -10,18 +10,18 @@ Setup your `COINMARKETCAP_API_KEY` in your environment variables.
 
 - `interval`
     - The interval to rebalance your portfolio, e.g., `5m`, `1h`
-- `baseCurrency`
-    - The base currency of your portfolio, e.g., `USDT`, `TWD`.
-- `baseWeight`
-    - The weight of the base currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
-- `targetCurrencies`
+- `quoteCurrency`
+    - The quote currency of your portfolio, e.g., `USDT`, `TWD`.
+- `quoteCurrencyWeight`
+    - The weight of the quote currency in your portfolio. The rest of the weight will be distributed to other currencies by market capitalization.
+- `baseCurrencies`
     - A list of currencies you want to hold in your portfolio.
 - `threshold`
     - The threshold of the difference between the current weight and the target weight to trigger rebalancing. For example, if the threshold is `1%` and the current weight of `BTC` is `52%` and the target weight is `50%` then the strategy will sell `BTC` until it reaches `50%`.
 - `dryRun`
     - If `true`, then the strategy will not place orders.
 - `maxAmount` 
-    - The maximum amount of each order in base currency.
+    - The maximum amount of each order in quote currency.
 
 #### Examples
 

pkg/strategy/marketcap/strategy.go

@@ -26,12 +26,12 @@ type Strategy struct {
 	datasource *coinmarketcap.DataSource
 
 	// interval to rebalance the portfolio
-	Interval         types.Interval   `json:"interval"`
-	BaseCurrency     string           `json:"baseCurrency"`
-	BaseWeight       fixedpoint.Value `json:"baseWeight"`
-	TargetCurrencies []string         `json:"targetCurrencies"`
-	Threshold        fixedpoint.Value `json:"threshold"`
-	DryRun           bool             `json:"dryRun"`
+	Interval            types.Interval   `json:"interval"`
+	QuoteCurrency       string           `json:"quoteCurrency"`
+	QuoteCurrencyWeight fixedpoint.Value `json:"quoteCurrencyWeight"`
+	BaseCurrencies      []string         `json:"baseCurrencies"`
+	Threshold           fixedpoint.Value `json:"threshold"`
+	DryRun              bool             `json:"dryRun"`
 	// max amount to buy or sell per order
 	MaxAmount fixedpoint.Value `json:"maxAmount"`
 	// interval to query marketcap data from coinmarketcap
@@ -47,7 +47,7 @@ func (s *Strategy) Initialize() error {
 	s.datasource = coinmarketcap.New(apiKey)
 
 	// select one symbol to subscribe
-	s.subscribeSymbol = s.TargetCurrencies[0] + s.BaseCurrency
+	s.subscribeSymbol = s.BaseCurrencies[0] + s.QuoteCurrency
 
 	s.activeOrderBook = bbgo.NewActiveOrderBook("")
 	s.targetWeights = types.ValueMap{}
@@ -59,12 +59,12 @@ func (s *Strategy) ID() string {
 }
 
 func (s *Strategy) Validate() error {
-	if len(s.TargetCurrencies) == 0 {
+	if len(s.BaseCurrencies) == 0 {
 		return fmt.Errorf("taretCurrencies should not be empty")
 	}
 
-	for _, c := range s.TargetCurrencies {
-		if c == s.BaseCurrency {
+	for _, c := range s.BaseCurrencies {
+		if c == s.QuoteCurrency {
 			return fmt.Errorf("targetCurrencies contain baseCurrency")
 		}
 	}
@@ -81,7 +81,7 @@ func (s *Strategy) Validate() error {
 }
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
-	symbol := s.TargetCurrencies[0] + s.BaseCurrency
+	symbol := s.BaseCurrencies[0] + s.QuoteCurrency
 	session.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: s.Interval})
 	session.Subscribe(types.KLineChannel, symbol, types.SubscribeOptions{Interval: s.QueryInterval})
 }
@@ -131,10 +131,10 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context, session *bbgo.Excha
 	currentWeights := marketValues.Normalize()
 
 	for currency, targetWeight := range s.targetWeights {
-		if currency == s.BaseCurrency {
+		if currency == s.QuoteCurrency {
 			continue
 		}
-		symbol := currency + s.BaseCurrency
+		symbol := currency + s.QuoteCurrency
 		currentWeight := currentWeights[currency]
 		currentPrice := prices[currency]
 
@@ -198,18 +198,18 @@ func (s *Strategy) updateTargetWeights(ctx context.Context) {
 		log.WithError(err).Error("failed to query market cap")
 	}
 
-	for _, currency := range s.TargetCurrencies {
+	for _, currency := range s.BaseCurrencies {
 		m[currency] = marketcaps[currency]
 	}
 
 	// normalize
 	m = m.Normalize()
 
 	// rescale by 1 - baseWeight
-	m = m.MulScalar(1.0 - s.BaseWeight.Float64())
+	m = m.MulScalar(1.0 - s.QuoteCurrencyWeight.Float64())
 
 	// append base weight
-	m[s.BaseCurrency] = s.BaseWeight.Float64()
+	m[s.QuoteCurrency] = s.QuoteCurrencyWeight.Float64()
 
 	// convert to types.ValueMap
 	for currency, weight := range m {
@@ -227,12 +227,12 @@ func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) ty
 	}
 
 	prices := types.ValueMap{}
-	for _, currency := range s.TargetCurrencies {
-		prices[currency] = tickers[currency+s.BaseCurrency].Last
+	for _, currency := range s.BaseCurrencies {
+		prices[currency] = tickers[currency+s.QuoteCurrency].Last
 	}
 
 	// append base currency price
-	prices[s.BaseCurrency] = fixedpoint.One
+	prices[s.QuoteCurrency] = fixedpoint.One
 
 	return prices
 }
@@ -249,14 +249,14 @@ func (s *Strategy) quantities(session *bbgo.ExchangeSession) types.ValueMap {
 }
 
 func (s *Strategy) symbols() (symbols []string) {
-	for _, currency := range s.TargetCurrencies {
-		symbols = append(symbols, currency+s.BaseCurrency)
+	for _, currency := range s.BaseCurrencies {
+		symbols = append(symbols, currency+s.QuoteCurrency)
 	}
 	return symbols
 }
 
 func (s *Strategy) currencies() (currencies []string) {
-	currencies = append(currencies, s.TargetCurrencies...)
-	currencies = append(currencies, s.BaseCurrency)
+	currencies = append(currencies, s.BaseCurrencies...)
+	currencies = append(currencies, s.QuoteCurrency)
 	return currencies
 }

pkg/strategy/rebalance/strategy.go

@@ -21,7 +21,7 @@ func init() {
 
 type Strategy struct {
 	Interval      types.Interval   `json:"interval"`
-	BaseCurrency  string           `json:"baseCurrency"`
+	QuoteCurrency string           `json:"quoteCurrency"`
 	TargetWeights types.ValueMap   `json:"targetWeights"`
 	Threshold     fixedpoint.Value `json:"threshold"`
 	DryRun        bool             `json:"dryRun"`
@@ -121,11 +121,11 @@ func (s *Strategy) prices(ctx context.Context, session *bbgo.ExchangeSession) ty
 	}
 
 	for currency := range s.TargetWeights {
-		if currency == s.BaseCurrency {
-			m[s.BaseCurrency] = fixedpoint.One
+		if currency == s.QuoteCurrency {
+			m[s.QuoteCurrency] = fixedpoint.One
 			continue
 		}
-		m[currency] = tickers[currency+s.BaseCurrency].Last
+		m[currency] = tickers[currency+s.QuoteCurrency].Last
 	}
 
 	return m
@@ -148,11 +148,11 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context, session *bbgo.Excha
 	currentWeights := marketValues.Normalize()
 
 	for currency, targetWeight := range s.TargetWeights {
-		if currency == s.BaseCurrency {
+		if currency == s.QuoteCurrency {
 			continue
 		}
 
-		symbol := currency + s.BaseCurrency
+		symbol := currency + s.QuoteCurrency
 		currentWeight := currentWeights[currency]
 		currentPrice := prices[currency]
 
@@ -211,10 +211,10 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context, session *bbgo.Excha
 
 func (s *Strategy) symbols() (symbols []string) {
 	for currency := range s.TargetWeights {
-		if currency == s.BaseCurrency {
+		if currency == s.QuoteCurrency {
 			continue
 		}
-		symbols = append(symbols, currency+s.BaseCurrency)
+		symbols = append(symbols, currency+s.QuoteCurrency)
 	}
 	return symbols
 }