From bf5222e1516be0d0a0a1f2511a7222b88759754a Mon Sep 17 00:00:00 2001
From: Hemant Tekwani <tekwani.hemant@gmail.com>
Date: Thu, 19 Oct 2023 19:10:00 +0530
Subject: [PATCH] pass wallets data to strategy exeuctors
---
.../api/handlers/strategy/strategy_manager.js | 43 +++++++++++++++++++
.../lib/ws_servers/api/strategy/manager.js | 3 +-
2 files changed, 45 insertions(+), 1 deletion(-)
diff --git a/lib/ws_servers/api/handlers/strategy/strategy_manager.js b/lib/ws_servers/api/handlers/strategy/strategy_manager.js
index 9828e9f0..00d9397e 100644
--- a/lib/ws_servers/api/handlers/strategy/strategy_manager.js
+++ b/lib/ws_servers/api/handlers/strategy/strategy_manager.js
@@ -23,6 +23,8 @@ const debug = require('debug')('bfx:hf:server:strategy-manager')
const CLOSE_CONNECTIONS_DELAY = 60 * 1000 // one minute
const EXECUTION_RESULTS_OMIT_FIELDS = ['candles', 'trades']
+const WALLET_SNAPSHOT_EVENT = 'auth:ws'
+const WALLET_UPDATE_EVENT = 'auth:wu'
class StrategyManager {
constructor (settings, bcast, strategyExecutionDB, sendDataToMetricsServer) {
@@ -106,11 +108,51 @@ class StrategyManager {
this.ws2Manager.onceWS('event:auth:success', {}, this._onAuthSuccess.bind(this, resolve))
this.ws2Manager.onceWS('event:auth:error', {}, this._onAuthError.bind(this, reject))
this.ws2Manager.onWS('close', {}, this._onWSClose.bind(this))
+
+ // user wallets data for startegy execution
+ this.ws2Manager.onWS(WALLET_SNAPSHOT_EVENT, {}, async (data) => {
+ this._onWalletsData(data, WALLET_SNAPSHOT_EVENT)
+ })
+
+ this.ws2Manager.onWS(WALLET_UPDATE_EVENT, {}, async (data) => {
+ this._onWalletsData(data, WALLET_UPDATE_EVENT)
+ })
+
this.ws2Manager.openWS()
await onConnected
}
+ _onWalletsData (data, type) {
+ if (type === WALLET_SNAPSHOT_EVENT) {
+ this.userWallets = data._collection
+ ? data._collection.map(wallet => {
+ return {
+ currency: wallet.currency,
+ type: wallet.type,
+ balance: wallet.balance,
+ balanceAvailable: wallet.balanceAvailable
+ }
+ })
+ : []
+ } else if (type === WALLET_UPDATE_EVENT && this.userWallets) {
+ this.userWallets.forEach(wallet => {
+ if (wallet.currency === data.currency && wallet.type === data.type) {
+ wallet.balance = data.balance || wallet.balance
+ wallet.balanceAvailable = data.balanceAvailable || wallet.balanceAvailable
+ }
+ })
+ }
+
+ // pass wallets data to strategy exeuctors
+ for (const [, strategy] of this.strategy.entries()) {
+ const { liveStrategyExecutor } = strategy
+ if (liveStrategyExecutor) {
+ liveStrategyExecutor.setWallets(this.userWallets)
+ }
+ }
+ }
+
/**
* @private
*/
@@ -315,6 +357,7 @@ class StrategyManager {
})
this._registerStrategyExecutionListeners(liveStrategyExecutor, strategyMapKey, strategyOptions)
+ liveStrategyExecutor.setWallets(this.userWallets)
await liveStrategyExecutor.execute()
diff --git a/test/unit/lib/ws_servers/api/strategy/manager.js b/test/unit/lib/ws_servers/api/strategy/manager.js
index 5c191ebf..90e1878f 100644
--- a/test/unit/lib/ws_servers/api/strategy/manager.js
+++ b/test/unit/lib/ws_servers/api/strategy/manager.js
@@ -39,7 +39,8 @@ const StrategyExecutionStub = {
execute: sandbox.stub(),
stopExecution: sandbox.stub(),
generateResults: sandbox.stub(),
- removeAllListeners: sandbox.stub()
+ removeAllListeners: sandbox.stub(),
+ setWallets: sandbox.stub()
}
const PriceFeedStub = {