bbgo: add session Futures & types: add FuturesExchange

crossgate10 · Dec 13, 2021 · e66a569 · e66a569
1 parent a53b1d4
commit e66a569
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Showing 2 changed files with 19 additions and 3 deletions.
diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go
@@ -161,6 +161,10 @@ type ExchangeSession struct {
 	IsolatedMargin       bool   `json:"isolatedMargin,omitempty" yaml:"isolatedMargin,omitempty"`
 	IsolatedMarginSymbol string `json:"isolatedMarginSymbol,omitempty" yaml:"isolatedMarginSymbol,omitempty"`
 
+	Futures               bool   `json:"futures,omitempty" yaml:"futures"`
+	IsolatedFutures       bool   `json:"isolatedFutures,omitempty" yaml:"isolatedFutures,omitempty"`
+	IsolatedFuturesSymbol string `json:"isolatedFuturesSymbol,omitempty" yaml:"isolatedFuturesSymbol,omitempty"`
+
 	// ---------------------------
 	// Runtime fields
 	// ---------------------------
@@ -691,6 +695,19 @@ func InitExchangeSession(name string, session *ExchangeSession) error {
 		}
 	}
 
+	if session.Futures {
+		futuresExchange, ok := exchange.(types.FuturesExchange)
+		if !ok {
+			return fmt.Errorf("exchange %s does not support futures", exchangeName)
+		}
+
+		if session.IsolatedFutures {
+			futuresExchange.UseIsolatedFutures(session.IsolatedFuturesSymbol)
+		} else {
+			futuresExchange.UseFutures()
+		}
+	}
+
 	session.Name = name
 	session.Notifiability = Notifiability{
 		SymbolChannelRouter:  NewPatternChannelRouter(nil),

diff --git a/pkg/types/margin.go b/pkg/types/margin.go
@@ -4,11 +4,12 @@ import "github.com/c9s/bbgo/pkg/fixedpoint"
 
 type FuturesExchange interface {
 	UseFutures()
+	UseIsolatedFutures(symbol string)
 	GetFuturesSettings() FuturesSettings
 }
 
 type FuturesSettings struct {
-	IsFutures bool
+	IsFutures             bool
 	IsIsolatedFutures     bool
 	IsolatedFuturesSymbol string
 }
@@ -25,10 +26,8 @@ func (s *FuturesSettings) UseIsolatedFutures(symbol string) {
 	s.IsFutures = true
 	s.IsIsolatedFutures = true
 	s.IsolatedFuturesSymbol = symbol
-
 }
 
-
 type MarginExchange interface {
 	UseMargin()
 	UseIsolatedMargin(symbol string)