xfunding: fix transfer and refactoring more methods

config/xfunding.yaml

@@ -12,20 +12,22 @@ notifications:
 sessions:
   binance:
     exchange: binance
-    envVarPrefix: binance
+    envVarPrefix: BINANCE
+
+  binance_futures:
+    exchange: binance
+    envVarPrefix: BINANCE
     futures: true
 
-exchangeStrategies:
-- on: binance
-  funding:
+crossExchangeStrategies:
+
+- xfunding:
+    spotSession: binance
+    futuresSession: binance_futures
     symbol: ETHUSDT
-    quantity: 0.0001
-    fundingRate:
-      high: 0.01%
-    supportDetection:
-      - interval: 1m
-        movingAverageType: EMA
-        movingAverageIntervalWindow:
-          interval: 15m
-          window: 60
-        minVolume: 8_000
+    leverage: 1.0
+    incrementalQuoteQuantity: 11
+    quoteInvestment: 110
+    shortFundingRate:
+      high: 0.000%
+      low: -0.01%

go.mod

@@ -13,6 +13,7 @@ require (
 	github.com/c9s/rockhopper v1.2.2-0.20220617053729-ffdc87df194b
 	github.com/cenkalti/backoff/v4 v4.2.0
 	github.com/cheggaaa/pb/v3 v3.0.8
+	github.com/cloudflare/cfssl v0.0.0-20190808011637-b1ec8c586c2a
 	github.com/codingconcepts/env v0.0.0-20200821220118-a8fbf8d84482
 	github.com/ethereum/go-ethereum v1.10.23
 	github.com/evanphx/json-patch/v5 v5.6.0

go.sum

@@ -103,6 +103,7 @@ github.com/chzyer/logex v1.1.10/go.mod h1:+Ywpsq7O8HXn0nuIou7OrIPyXbp3wmkHB+jjWR
 github.com/chzyer/readline v0.0.0-20180603132655-2972be24d48e/go.mod h1:nSuG5e5PlCu98SY8svDHJxuZscDgtXS6KTTbou5AhLI=
 github.com/chzyer/test v0.0.0-20180213035817-a1ea475d72b1/go.mod h1:Q3SI9o4m/ZMnBNeIyt5eFwwo7qiLfzFZmjNmxjkiQlU=
 github.com/client9/misspell v0.3.4/go.mod h1:qj6jICC3Q7zFZvVWo7KLAzC3yx5G7kyvSDkc90ppPyw=
+github.com/cloudflare/cfssl v0.0.0-20190808011637-b1ec8c586c2a h1:ym8P2+ZvUvVtpLzy8wFLLvdggUIU31mvldvxixQQI2o=
 github.com/cloudflare/cfssl v0.0.0-20190808011637-b1ec8c586c2a/go.mod h1:yMWuSON2oQp+43nFtAV/uvKQIFpSPerB57DCt9t8sSA=
 github.com/cncf/udpa/go v0.0.0-20191209042840-269d4d468f6f/go.mod h1:M8M6+tZqaGXZJjfX53e64911xZQV5JYwmTeXPW+k8Sc=
 github.com/cncf/udpa/go v0.0.0-20201120205902-5459f2c99403/go.mod h1:WmhPx2Nbnhtbo57+VJT5O0JRkEi1Wbu0z5j0R8u5Hbk=

pkg/strategy/drift/strategy.go

@@ -177,7 +177,7 @@ func (s *Strategy) SubmitOrder(ctx context.Context, submitOrder types.SubmitOrde
 	if err != nil {
 		return nil, err
 	}
-	createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, s.Session.Exchange, formattedOrder)
+	createdOrders, errIdx, err := bbgo.BatchPlaceOrder(ctx, s.Session.Exchange, nil, formattedOrder)
 	if len(errIdx) > 0 {
 		return nil, err
 	}
@@ -539,7 +539,7 @@ func (s *Strategy) klineHandler(ctx context.Context, kline types.KLine, counter
 	s.atr.PushK(kline)
 	atr := s.atr.Last()
 
-	price := kline.Close //s.getLastPrice()
+	price := kline.Close // s.getLastPrice()
 	pricef := price.Float64()
 	lowf := math.Min(kline.Low.Float64(), pricef)
 	highf := math.Max(kline.High.Float64(), pricef)