pass wallets data to strategy exeuctors (#251)

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()
 

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 = {