FEATURE: [xfundingv2] strategy state persistence support#2485
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dboyliao
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…JSON marshaling/unmarshaling
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…haling for TWAPWorker
… for ArbitrageRound and PendingRound
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| r.spotWorker.Stop() | ||
| r.futuresWorker.Stop() | ||
| r.syncState.SpotWorker.Stop() | ||
| r.syncState.FuturesWorker.Stop() |
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is there a reason to add SpotWorker and FuturesWorker under the syncState?
You should place them under the ArbitrageRound?
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| func (r *ArbitrageRound) retryTransferWorker(ctx context.Context) { | ||
| func (r *ArbitrageRound) retryTransferWorker(ctx context.Context, tickC <-chan time.Time) { |
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maybe not another worker for the transfer, you can do it everytime when the tick is happened??
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Because the transfer API call is blocking and I don't want it to block the main event loop of xfundingv2.
That's why I put the transfer work into dedicated goroutine.
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Especially we are planning to support multiple arbitrage rounds in the future.
I don't want the elapsed time to build up when there are multiple pending rounds.
| "github.com/c9s/bbgo/pkg/types" | ||
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| func (r *ArbitrageRound) LoadStrategy(ctx context.Context, s *Strategy) error { |
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Perhaps call it Initialize(ctx, strategy)
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| Symbol string `json:"symbol"` | ||
| SpotWorker *TWAPWorker `json:"spotWorker,omitempty"` | ||
| FuturesWorker *TWAPWorker `json:"futuresWorker,omitempty"` |
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It's state will be serialized.
The underlying general executor will be set by Initialize(ctx, *Strategy).
…c state struct for arbitrage round
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strategy state persistence support