biz Package

The biz package provides business logic layer functionality implementation.

Main Structures

LiveOrderMgr

Live order manager for managing orders in live trading. Inherits from OrderMgr.

OrderMgr

Base order manager class that provides basic order management functionality.

Main fields:

• Account: Account name
• BarMS: Current candlestick timestamp (milliseconds)

IOrderMgr

Order manager interface that defines basic order management methods.

Main methods:

• ProcessOrders: Process order requests
• EnterOrder: Process entry orders
• ExitOpenOrders: Process exit orders
• ExitOrder: Process single order exit
• UpdateByBar: Update order status based on candlestick
• OnEnvEnd: Handle environment end
• CleanUp: Clean up resources

IOrderMgrLive

Live order manager interface, inherits from IOrderMgr.

Additional methods:

• SyncExgOrders: Synchronize exchange orders
• WatchMyTrades: Monitor account trades
• TrialUnMatchesForever: Continuously monitor unmatched trades
• ConsumeOrderQueue: Consume order queue

ItemWallet

Single currency wallet.

Main fields:

• Coin: Currency code, not trading pair
• Available: Available balance
• Pendings: Locked amounts during buy/sell, key can be order ID
• Frozens: Long-term frozen amounts for short positions, key can be order ID
• UnrealizedPOL: Public unrealized profit/loss for this currency, used in contracts, can offset margin for other orders
• UsedUPol: Used unrealized profit/loss (used as margin for other orders)
• Withdraw: Withdrawn from balance, not available for trading

BanWallets

Account wallet manager.

Main fields:

• Items: Mapping from currency to wallet
• Account: Account name
• IsWatch: Whether balance changes are being monitored

Trader

交易管理器,负责处理交易策略和订单执行。

主要方法:

• OnEnvJobs: 处理环境任务
• FeedKline: 处理K线数据
• ExecOrders: 执行订单

Public Methods

SetupComs

Initialize basic components.

Parameters:

• args: *config.CmdArgs - Command line arguments

Returns:

• *errs.Error - Error information

Implementation Details:

• Set error printing function
• Create context and cancellation function
• Initialize data directory
• Load configuration file
• Set up logging system
• Initialize core components, exchanges, ORM, and goods modules
• Mainly used for basic infrastructure initialization during system startup

SetupComsExg

Initialize exchange-related basic components.

Parameters:

• args: *config.CmdArgs - Command line arguments

Returns:

• *errs.Error - Error information

Implementation Details:

• Call SetupComs to complete basic initialization
• Initialize exchange ORM module
• Mainly used for initialization when exchange functionality is needed

LoadRefreshPairs

Load and refresh trading pair information.

Parameters:

• dp: data.IProvider - Data provider interface
• showLog: bool - Whether to display logs
• pBar: *utils.StagedPrg - Progress bar object

Returns:

• *errs.Error - Error information

Implementation Details:

• Refresh trading pair list
• Calculate trading pair time period scores
• Load strategy tasks
• Process incomplete orders
• Subscribe to trading pairs that need preheating
• Used during system startup or periodic trading pair information updates

AutoRefreshPairs

Automatically refresh trading pair information.

Parameters:

• dp: data.IProvider - Data provider interface
• showLog: bool - Whether to display logs

Implementation Details:

• Automatically call LoadRefreshPairs
• Handle refresh failure error logs
• Used for scheduled automatic trading pair information updates

InitOdSubs

Initialize order subscriptions.

Implementation Details:

• Collect strategies that need to monitor order changes
• Add order subscription callbacks for each account
• Notify relevant strategies when order status changes
• Used for real-time order status monitoring

AddBatchJob

Add batch job.

Parameters:

• account: string - Account name
• tf: string - Time frame
• job: *strat.StratJob - Strategy job
• isInfo: bool - Whether it's an information type

TryFireBatches

Try to trigger batch jobs.

Parameters:

• currMS: int64 - Current timestamp in milliseconds

Returns:

• int - Number of triggered jobs

ResetVars

Reset variables.

Implementation Details:

• Reset various global mappings and variables
• Including order managers, wallets, candlestick environments, etc.
• Used for cleaning up state during system restart or reset

InitDataDir

Initialize data directory.

Returns:

• *errs.Error - Error information

GetOdMgr

Get order manager.

Parameters:

• account: string - Account name

Returns:

• IOrderMgr - Order manager interface

GetAllOdMgr

Get all order managers.

Returns:

• map[string]IOrderMgr - Mapping of account names to order managers

GetLiveOdMgr

Get live order manager.

Parameters:

• account: string - Account name

Returns:

• *LiveOrderMgr - Live order manager

CleanUpOdMgr

Clean up order manager.

Returns:

• *errs.Error - Error information

RunDataServer

Run data server.

Parameters:

• args: *config.CmdArgs - Command line arguments

Returns:

• *errs.Error - Error information

InitLiveOrderMgr

Initialize live order manager.

Parameters:

• callBack: func(od *ormo.InOutOrder, isEnter bool) - Order callback function

Implementation Details:

• Create live order managers for each account
• Set order callback function
• Used for managing real-time trading orders

InitLocalOrderMgr

Initialize local order manager.

Parameters:

• callBack: func(od *ormo.InOutOrder, isEnter bool) - Order callback function
• showLog: bool - Whether to display logs

VerifyTriggerOds

Verify trigger orders.

StartLiveOdMgr

Start live order manager.

LoadZipKline

Load candlestick data from ZIP file.

Parameters:

• inPath: string - Input path
• fid: int - File ID
• file: *zip.File - ZIP file object
• arg: interface{} - Additional parameters

Returns:

• *errs.Error - Error information

Implementation Details:

• Parse candlestick data from ZIP file
• Support multiple data formats
• Handle timestamps and price data
• Used for historical data import

LoadCalendars

Load calendar data.

Parameters:

• args: *config.CmdArgs - Command line arguments

Returns:

• *errs.Error - Error information

Implementation Details:

• Initialize basic components
• Read calendar data in CSV format
• Save calendar information grouped by exchange
• Used for managing trading calendars

ExportKlines

Export candlestick data.

Parameters:

• args: *config.CmdArgs - Command line arguments
• prg: utils.PrgCB - Progress callback function

Returns:

• *errs.Error - Error information

Implementation Details:

• Export candlestick data for specified trading pairs
• Support multiple time periods
• Support adjustment factor processing
• Used for data analysis and backup

PurgeKlines

Clean up candlestick data.

Parameters:

• args: *config.CmdArgs - Command line arguments

Returns:

• *errs.Error - Error information

Implementation Details:

• Delete candlestick data based on specified conditions
• Support filtering by trading pair and time period
• Requires user confirmation before execution
• Used for data cleanup and maintenance

ExportAdjFactors

Export adjustment factors.

Parameters:

• args: *config.CmdArgs - Command line arguments

Returns:

• *errs.Error - Error information

Implementation Details:

• Export price adjustment factor data
• Include start time, factor values, etc.
• Support timezone settings