Merge pull request #2382 from c9s/dboy/xalign/interactive-min-amount

FEATURE: [xalign] add interactive order minimum amount

Author: dboyliao

pkg/strategy/xalign/strategy.go

@@ -47,6 +47,14 @@ type LargeAmountAlertConfig struct {
 	Amount        fixedpoint.Value `json:"amount"`
 }
 
+type InterativeOrderConfig struct {
+	Enabled bool `json:"enabled"`
+	// Delay is the delay duration for interactive order confirmation in Slack
+	Delay types.Duration `json:"delay"`
+	// MinAmount is the minimum amount required for interactive order confirmation in Slack
+	MinAmount fixedpoint.Value `json:"minAmount"`
+}
+
 type Strategy struct {
 	*bbgo.Environment
 	ActiveTransferInterval   types.Duration              `json:"interval"` // keep the same tag name for backward compatibility
@@ -60,11 +68,9 @@ type Strategy struct {
 	Duration                 types.Duration              `json:"for"`
 	InstantAlignAmount       fixedpoint.Value            `json:"instantAlignAmount"`
 	Disabled                 bool                        `json:"disabled"`
-	// InteractiveOrderDelay is the delay duration for interactive order confirmation in Slack
-	InteractiveOrderDelay types.Duration `json:"interactiveOrderDelay"`
-	// InteractiveOrderEnabled enables interactive order confirmation in Slack
-	InteractiveOrderEnabled bool `json:"interactiveOrderEnabled"`
-	// isInteractiveOrderEnabled is true iff InteractiveOrderEnabled = true and the interactive order dispatcher is available
+
+	InterativeOrderConfig *InterativeOrderConfig `json:"interactiveOrder,omitempty"`
+	// isInteractiveOrderEnabled is a internal flag to indicate if interactive order is enabled
 	isInteractiveOrderEnabled bool
 
 	WarningDuration types.Duration `json:"warningFor"`
@@ -149,8 +155,12 @@ func (s *Strategy) Defaults() error {
 		s.InstantAlignAmount = fixedpoint.NewFromFloat(50.0)
 	}
 
-	if s.InteractiveOrderDelay == 0 {
-		s.InteractiveOrderDelay = types.Duration(5 * time.Minute)
+	if s.InterativeOrderConfig == nil {
+		s.InterativeOrderConfig = &InterativeOrderConfig{
+			Enabled:   false,
+			Delay:     types.Duration(5 * time.Minute),
+			MinAmount: s.InstantAlignAmount,
+		}
 	}
 
 	return nil
@@ -455,7 +465,7 @@ func (s *Strategy) CrossRun(
 	dispatcher, err := interact.GetDispatcher()
 	if err != nil {
 		bbgo.Notify("[xalign] interactive order is not enabled: %s", err.Error())
-	} else if s.InteractiveOrderEnabled {
+	} else if s.InterativeOrderConfig.Enabled {
 		s.isInteractiveOrderEnabled = true
 		bbgo.Notify("[xalign] interactive order is enabled: %s", s.InstanceID())
 		setupSlackInteractionCallback(s.slackEvtID, dispatcher)
@@ -758,13 +768,19 @@ func (s *Strategy) align(ctx context.Context, sessions bbgo.ExchangeSessionMap)
 			if s.DryRun {
 				return activeTransferExists
 			}
+
+			// place the order immediately if one of the conditions met:
+			// 1. the amount is small enough (<= InstantAlignAmount)
+			// 2. interactive order is not enabled
 			if isInstantAmount || !s.isInteractiveOrderEnabled {
-				// place the order immediately if one of the conditions met:
-				// 1. the amount is small enough (<= InstantAlignAmount)
-				// 2. interactive order is not enabled
 				createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder)
 				s.onSubmittedOrderCallback(selectedSession, submitOrder, createdOrder, err)
-			} else {
+				// continue to the next currency
+				continue
+			}
+
+			// check if we need to place interactive order
+			if amount.Compare(s.InterativeOrderConfig.MinAmount) >= 0 {
 				// submit the order via interactive order with slack confirmation
 				// first we check if there is already a delayed interactive order for the same symbol and slack event ID
 				foundDelayedOrder := false
@@ -790,11 +806,14 @@ func (s *Strategy) align(ctx context.Context, sessions bbgo.ExchangeSessionMap)
 				}
 				itOrder := NewInteractiveSubmitOrder(
 					*submitOrder,
-					s.InteractiveOrderDelay.Duration(),
+					s.InterativeOrderConfig.Delay.Duration(),
 					mentions,
 					s.slackEvtID,
 				)
 				itOrder.AsyncSubmit(ctx, selectedSession, s.onSubmittedOrderCallback)
+			} else {
+				createdOrder, err := selectedSession.Exchange.SubmitOrder(ctx, *submitOrder)
+				s.onSubmittedOrderCallback(selectedSession, submitOrder, createdOrder, err)
 			}
 		}
 	}

pkg/strategy/xalign/strategy_test.go

@@ -309,8 +309,10 @@ func Test_align(t *testing.T) {
 			UseTakerOrder:            true,
 			SkipTransferCheck:        false,
 			ActiveTransferTimeWindow: types.Duration(48 * time.Hour),
-			InteractiveOrderDelay:    types.Duration(5 * time.Millisecond), // Short delay for test
-			DryRun:                   dryRun,
+			InterativeOrderConfig: &InterativeOrderConfig{
+				Delay: types.Duration(5 * time.Millisecond), // Short delay for test,
+			},
+			DryRun: dryRun,
 		}
 
 		// Initialize the strategy