1+ #include " auto-trade-processor.hpp"
2+
3+ #include < thread>
4+
5+ #include " auto-trade-options.hpp"
6+ #include " cct_exception.hpp"
7+ #include " coincenterinfo.hpp"
8+ #include " timestring.hpp"
9+
10+ namespace cct {
11+
12+ AutoTradeProcessor::AutoTradeProcessor (const AutoTradeOptions &autoTradeOptions)
13+ : _exchangeStatusVector(autoTradeOptions.publicExchanges().size()) {
14+ int publicExchangePos = 0 ;
15+ for (const auto &[exchangeNameEnum, publicExchangeAutoTradeOptions] : autoTradeOptions) {
16+ ExchangeStatus &selectedExchangesStatus = _exchangeStatusVector[publicExchangePos];
17+ selectedExchangesStatus.pPublicExchangeAutoTradeOptions = &publicExchangeAutoTradeOptions;
18+ selectedExchangesStatus.exchangeNameEnum = exchangeNameEnum;
19+ for (const auto &[market, marketAutoTradeOptions] : publicExchangeAutoTradeOptions) {
20+ MarketStatus &marketStatus = selectedExchangesStatus.marketStatusVector .emplace_back ();
21+
22+ marketStatus.market = market;
23+ marketStatus.pMarketAutoTradeOptions = &marketAutoTradeOptions;
24+
25+ for (std::string_view account : marketAutoTradeOptions.accounts ) {
26+ marketStatus.privateExchangeNames .emplace_back (exchangeNameEnum, account);
27+ }
28+ }
29+ ++publicExchangePos;
30+ }
31+ }
32+
33+ namespace {
34+ const auto &GetAutoTradeMarketConfig (Market market, const auto &publicExchangeAutoTradeOptions) {
35+ const auto it = publicExchangeAutoTradeOptions.find (market);
36+ if (it == publicExchangeAutoTradeOptions.end ()) {
37+ throw exception (" Should not happen - market not found in account auto trade options"
38+ }
39+ return it->second ;
40+ }
41+
42+ bool IsQueryTooEarly (TimePoint nowTs, const auto &marketStatus, const auto &publicExchangeAutoTradeOptions) {
43+ const auto &marketAutoTradeOptions = GetAutoTradeMarketConfig (marketStatus.market , publicExchangeAutoTradeOptions);
44+ return marketStatus.lastQueryTime + marketAutoTradeOptions.repeatTime .duration > nowTs;
45+ }
46+ } // namespace
47+
48+ AutoTradeProcessor::SelectedMarketVector AutoTradeProcessor::computeSelectedMarkets () {
49+ SelectedMarketVector selectedMarketVector;
50+
51+ const auto ts = Clock::now ();
52+
53+ TimePoint earliestQueryTime = TimePoint::max ();
54+
55+ for (ExchangeStatus &exchangeStatus : _exchangeStatusVector) {
56+ const auto &publicExchangeAutoTradeOptions = *exchangeStatus.pPublicExchangeAutoTradeOptions ;
57+
58+ auto &marketStatusVector = exchangeStatus.marketStatusVector ;
59+
60+ if (marketStatusVector.empty ()) {
61+ continue ;
62+ }
63+
64+ // Sort markets by ascending last query time, discarding those (placed at the end of the vector) which cannot be
65+ // queried right now
66+ std::ranges::sort (marketStatusVector,
67+ [ts, &publicExchangeAutoTradeOptions](const MarketStatus &lhs, const MarketStatus &rhs) {
68+ const bool lhsIsTooEarly = IsQueryTooEarly (ts, lhs, publicExchangeAutoTradeOptions);
69+ const bool rhsIsTooEarly = IsQueryTooEarly (ts, rhs, publicExchangeAutoTradeOptions);
70+
71+ if (lhsIsTooEarly != rhsIsTooEarly) {
72+ return !lhsIsTooEarly;
73+ }
74+
75+ return lhs.lastQueryTime < rhs.lastQueryTime ;
76+ });
77+
78+ MarketStatus &selectedMarketStatus = marketStatusVector.front ();
79+ if (IsQueryTooEarly (ts, selectedMarketStatus, publicExchangeAutoTradeOptions)) {
80+ const auto repeatTime =
81+ GetAutoTradeMarketConfig (selectedMarketStatus.market , publicExchangeAutoTradeOptions).repeatTime .duration ;
82+ earliestQueryTime = std::min (earliestQueryTime, selectedMarketStatus.lastQueryTime + repeatTime);
83+ continue ;
84+ }
85+
86+ selectedMarketStatus.lastQueryTime = ts;
87+ selectedMarketVector.emplace_back (selectedMarketStatus.privateExchangeNames , selectedMarketStatus.market );
88+ }
89+
90+ if (selectedMarketVector.empty () && earliestQueryTime != TimePoint::max ()) {
91+ log ::debug (" Sleeping until {}" TimeToString (earliestQueryTime));
92+ std::this_thread::sleep_until (earliestQueryTime + std::chrono::milliseconds (1 ));
93+ selectedMarketVector = computeSelectedMarkets ();
94+ if (selectedMarketVector.empty ()) {
95+ log ::error (" Waiting sufficient time should return at least one market for the next turn"
96+ }
97+ }
98+
99+ return selectedMarketVector;
100+ }
101+
102+ AutoTradeProcessor::MarketTraderEngines AutoTradeProcessor::createMarketTraderEngines (
103+ const CoincenterInfo &coincenterInfo) const {
104+ MarketTraderEngines marketTraderEngines;
105+
106+ for (const ExchangeStatus &exchangeStatus : _exchangeStatusVector) {
107+ const schema::AutoTradeExchangeConfig &publicExchangeAutoTradeOptions =
108+ *exchangeStatus.pPublicExchangeAutoTradeOptions ;
109+
110+ const ExchangeNameEnum exchangeNameEnum = exchangeStatus.exchangeNameEnum ;
111+ const schema::ExchangeConfig &exchangeConfig = coincenterInfo.exchangeConfig (exchangeNameEnum);
112+
113+ auto &marketTraderEngineMap = marketTraderEngines[static_cast <int >(exchangeNameEnum)];
114+
115+ for (const MarketStatus &marketStatus : exchangeStatus.marketStatusVector ) {
116+ const auto marketIt = publicExchangeAutoTradeOptions.find (marketStatus.market );
117+ if (marketIt == publicExchangeAutoTradeOptions.end ()) {
118+ throw exception (" Should not happen - market not found in account auto trade options"
119+ }
120+ const schema::AutoTradeMarketConfig &autoTradeMarketConfig = marketIt->second ;
121+
122+ const auto [it, isInserted] = marketTraderEngineMap.emplace (
123+ marketStatus.market ,
124+ MarketTraderEngine (exchangeConfig, marketStatus.market , autoTradeMarketConfig.baseStartAmount ,
125+ autoTradeMarketConfig.quoteStartAmount ));
126+ if (!isInserted) {
127+ throw exception (" Should not happen - market already exists in market trader engines"
128+ }
129+ }
130+ }
131+
132+ return marketTraderEngines;
133+ }
134+
135+ } // namespace cct
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