core: drop ExchangeAmountFeeProtect interface (ftx)

c9s · Dec 14, 2024 · e3972e0 · e3972e0
1 parent f86fc8c
commit e3972e0
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Showing 5 changed files with 15 additions and 74 deletions.
diff --git a/pkg/bbgo/config_test.go b/pkg/bbgo/config_test.go
@@ -75,25 +75,16 @@ func TestLoadConfig(t *testing.T) {
 				assert.Equal(t, map[string]interface{}{
 					"sessions": map[string]interface{}{
 						"max": map[string]interface{}{
-							"exchange":                "max",
-							"envVarPrefix":            "MAX",
-							"takerFeeRate":            0.,
-							"makerFeeRate":            0.,
-							"modifyOrderAmountForFee": false,
+							"exchange":     "max",
+							"envVarPrefix": "MAX",
+							"takerFeeRate": 0.,
+							"makerFeeRate": 0.,
 						},
 						"binance": map[string]interface{}{
-							"exchange":                "binance",
-							"envVarPrefix":            "BINANCE",
-							"takerFeeRate":            0.,
-							"makerFeeRate":            0.,
-							"modifyOrderAmountForFee": false,
-						},
-						"ftx": map[string]interface{}{
-							"exchange":                "ftx",
-							"envVarPrefix":            "FTX",
-							"takerFeeRate":            0.,
-							"makerFeeRate":            0.,
-							"modifyOrderAmountForFee": true,
+							"exchange":     "binance",
+							"envVarPrefix": "BINANCE",
+							"takerFeeRate": 0.,
+							"makerFeeRate": 0.,
 						},
 					},
 					"build": map[string]interface{}{
@@ -155,43 +146,16 @@ func TestLoadConfig(t *testing.T) {
 				assert.NotNil(t, config.Persistence.Json)
 			},
 		},
-
-		{
-			name:    "order_executor",
-			args:    args{configFile: "testdata/order_executor.yaml"},
-			wantErr: false,
-			f: func(t *testing.T, config *Config) {
-				assert.Len(t, config.Sessions, 2)
-
-				session, ok := config.Sessions["max"]
-				assert.True(t, ok)
-				assert.NotNil(t, session)
-
-				riskControls := config.RiskControls
-				assert.NotNil(t, riskControls)
-				assert.NotNil(t, riskControls.SessionBasedRiskControl)
-
-				conf, ok := riskControls.SessionBasedRiskControl["max"]
-				assert.True(t, ok)
-				assert.NotNil(t, conf)
-				assert.NotNil(t, conf.OrderExecutor)
-				assert.NotNil(t, conf.OrderExecutor.BySymbol)
-
-				executorConf, ok := conf.OrderExecutor.BySymbol["BTCUSDT"]
-				assert.True(t, ok)
-				assert.NotNil(t, executorConf)
-			},
-		},
 		{
 			name:    "backtest",
 			args:    args{configFile: "testdata/backtest.yaml"},
 			wantErr: false,
 			f: func(t *testing.T, config *Config) {
 				assert.Len(t, config.ExchangeStrategies, 1)
 				assert.NotNil(t, config.Backtest)
-				assert.NotNil(t, config.Backtest.Account)
-				assert.NotNil(t, config.Backtest.Account["binance"].Balances)
-				assert.Len(t, config.Backtest.Account["binance"].Balances, 2)
+				assert.NotNil(t, config.Backtest.Accounts)
+				assert.NotNil(t, config.Backtest.Accounts["binance"].Balances)
+				assert.Len(t, config.Backtest.Accounts["binance"].Balances, 2)
 			},
 		},
 	}

diff --git a/pkg/bbgo/session.go b/pkg/bbgo/session.go
@@ -48,10 +48,9 @@ type ExchangeSession struct {
 	SubAccount   string             `json:"subAccount,omitempty" yaml:"subAccount,omitempty"`
 
 	// Withdrawal is used for enabling withdrawal functions
-	Withdrawal              bool             `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
-	MakerFeeRate            fixedpoint.Value `json:"makerFeeRate" yaml:"makerFeeRate"`
-	TakerFeeRate            fixedpoint.Value `json:"takerFeeRate" yaml:"takerFeeRate"`
-	ModifyOrderAmountForFee bool             `json:"modifyOrderAmountForFee" yaml:"modifyOrderAmountForFee"`
+	Withdrawal   bool             `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
+	MakerFeeRate fixedpoint.Value `json:"makerFeeRate" yaml:"makerFeeRate"`
+	TakerFeeRate fixedpoint.Value `json:"takerFeeRate" yaml:"takerFeeRate"`
 
 	// PublicOnly is used for setting the session to public only (without authentication, no private user data)
 	PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`
@@ -319,16 +318,6 @@ func (session *ExchangeSession) Init(ctx context.Context, environ *Environment)
 		}
 	}
 
-	if session.ModifyOrderAmountForFee {
-		amountProtectExchange, ok := session.Exchange.(types.ExchangeAmountFeeProtect)
-		if !ok {
-			return fmt.Errorf("exchange %s does not support order amount protection", session.ExchangeName.String())
-		}
-
-		fees := types.ExchangeFee{MakerFeeRate: session.MakerFeeRate, TakerFeeRate: session.TakerFeeRate}
-		amountProtectExchange.SetModifyOrderAmountForFee(fees)
-	}
-
 	if session.UseHeikinAshi {
 		// replace the existing market data stream
 		session.MarketDataStream = &types.HeikinAshiStream{

diff --git a/pkg/bbgo/testdata/backtest.yaml b/pkg/bbgo/testdata/backtest.yaml
@@ -13,7 +13,7 @@ backtest:
   # see here for more details
   # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
   startTime: "2020-01-01"
-  account:
+  accounts:
     binance:
       makerFeeRate: 15
       takerFeeRate: 15

diff --git a/pkg/bbgo/testdata/strategy.yaml b/pkg/bbgo/testdata/strategy.yaml
@@ -5,19 +5,11 @@ sessions:
     envVarPrefix: MAX
     takerFeeRate: 0
     makerFeeRate: 0
-    modifyOrderAmountForFee: false
   binance:
     exchange: binance
     envVarPrefix: BINANCE
     takerFeeRate: 0
     makerFeeRate: 0
-    modifyOrderAmountForFee: false
-  ftx:
-    exchange: ftx
-    envVarPrefix: FTX
-    takerFeeRate: 0
-    makerFeeRate: 0
-    modifyOrderAmountForFee: true
 
 exchangeStrategies:
 - on: ["binance"]

diff --git a/pkg/types/exchange.go b/pkg/types/exchange.go
@@ -122,10 +122,6 @@ type ExchangeDefaultFeeRates interface {
 	DefaultFeeRates() ExchangeFee
 }
 
-type ExchangeAmountFeeProtect interface {
-	SetModifyOrderAmountForFee(ExchangeFee)
-}
-
 //go:generate mockgen -destination=mocks/mock_exchange_trade_history.go -package=mocks . ExchangeTradeHistoryService
 type ExchangeTradeHistoryService interface {
 	QueryTrades(ctx context.Context, symbol string, options *TradeQueryOptions) ([]Trade, error)