@@ -10,19 +10,27 @@ import (
1010 "time"
1111
1212 "github.com/rodrigo-brito/ninjabot/model"
13+
14+ "github.com/StudioSol/set"
15+ "github.com/evanw/esbuild/pkg/api"
1316 log "github.com/sirupsen/logrus"
1417)
1518
16- //go:embed assets
17- var staticFiles embed.FS
19+ var (
20+ //go:embed assets
21+ staticFiles embed.FS
22+ )
1823
1924type Chart struct {
2025 sync.Mutex
21- port int
22- candles map [string ][]Candle
23- dataframe map [string ]* model.Dataframe
24- orders map [string ][]* Order
25- indicators []Indicator
26+ port int
27+ debug bool
28+ candles map [string ][]Candle
29+ dataframe map [string ]* model.Dataframe
30+ ordersByPair map [string ]* set.LinkedHashSetINT64
31+ orderByID map [int64 ]* Order
32+ indicators []Indicator
33+ scriptContent string
2634}
2735
2836type Candle struct {
@@ -35,14 +43,29 @@ type Candle struct {
3543 Orders []Order `json:"orders"`
3644}
3745
46+ type Shape struct {
47+ StartX time.Time `json:"x0"`
48+ EndX time.Time `json:"x1"`
49+ StartY float64 `json:"y0"`
50+ EndY float64 `json:"y1"`
51+ Color string `json:"color"`
52+ }
53+
3854type Order struct {
39- ID int64 `json:"id"`
40- Time time.Time `json:"time"`
41- Price float64 `json:"price"`
42- Quantity float64 `json:"quantity"`
43- Type string `json:"type"`
44- Side string `json:"side"`
45- Profit float64 `json:"profit"`
55+ ID int64 `json:"id"`
56+ CreatedAt time.Time `json:"created_at"`
57+ UpdatedAt time.Time `json:"updated_at"`
58+ Status string `json:"status"`
59+ Price float64 `json:"price"`
60+ Quantity float64 `json:"quantity"`
61+ Type string `json:"type"`
62+ Side string `json:"side"`
63+ Profit float64 `json:"profit"`
64+
65+ // Only for OCO Orders
66+ Stop * float64 `json:"stop"`
67+ OCOGroup * int64 `json:"oco_group"`
68+ RefPrice float64 `json:"ref_price"`
4669}
4770
4871type indicatorMetric struct {
@@ -78,23 +101,24 @@ func (c *Chart) OnOrder(order model.Order) {
78101 c .Lock ()
79102 defer c .Unlock ()
80103
81- if order .Status == model .OrderStatusTypeFilled {
82- item := & Order {
83- ID : order .ID ,
84- Time : order .UpdatedAt ,
85- Price : order .Price ,
86- Quantity : order .Quantity ,
87- Type : string (order .Type ),
88- Side : string (order .Side ),
89- Profit : order .Profit ,
90- }
104+ item := & Order {
105+ ID : order .ID ,
106+ CreatedAt : order .CreatedAt ,
107+ UpdatedAt : order .UpdatedAt ,
108+ Status : string (order .Status ),
109+ Price : order .Price ,
110+ Quantity : order .Quantity ,
111+ Type : string (order .Type ),
112+ Side : string (order .Side ),
113+ Profit : order .Profit ,
114+ Stop : order .Stop ,
115+ OCOGroup : order .GroupID ,
116+ RefPrice : order .RefPrice ,
117+ }
91118
92- if order .Type == model .OrderTypeStopLoss || order .Type == model .OrderTypeStopLossLimit {
93- item .Price = * order .Stop
94- }
119+ c .ordersByPair [order .Pair ].Add (order .ID )
120+ c .orderByID [order .ID ] = item
95121
96- c .orders [order .Pair ] = append (c .orders [order .Pair ], item )
97- }
98122}
99123
100124func (c * Chart ) OnCandle (candle model.Candle ) {
@@ -119,6 +143,7 @@ func (c *Chart) OnCandle(candle model.Candle) {
119143 Pair : candle .Pair ,
120144 Metadata : make (map [string ]model.Series ),
121145 }
146+ c .ordersByPair [candle .Pair ] = set .NewLinkedHashSetINT64 ()
122147 }
123148
124149 c .dataframe [candle .Pair ].Close = append (c .dataframe [candle .Pair ].Close , candle .Close )
@@ -157,29 +182,50 @@ func (c *Chart) indicatorsByPair(pair string) []plotIndicator {
157182}
158183
159184func (c * Chart ) candlesByPair (pair string ) []Candle {
185+ candles := make ([]Candle , len (c .candles [pair ]))
160186 for i := range c .candles [pair ] {
161- for j , order := range c .orders [pair ] {
162- if order == nil {
163- continue
164- }
187+ candles [i ] = c.candles [pair ][i ]
188+ for id := range c .ordersByPair [pair ].Iter () {
189+ order := c .orderByID [id ]
165190
166191 if i < len (c .candles [pair ])- 1 &&
167- (order .Time .After (c.candles [pair ][i ].Time ) &&
168- order .Time .Before (c .candles [pair ][i + 1 ].Time )) ||
169- order .Time .Equal (c.candles [pair ][i ].Time ) {
170- c.candles [pair ][i ].Orders = append (c.candles [pair ][i ].Orders , * order )
171- c.orders [pair ][j ] = nil
192+ (order .UpdatedAt .After (c.candles [pair ][i ].Time ) &&
193+ order .UpdatedAt .Before (c .candles [pair ][i + 1 ].Time )) ||
194+ order .UpdatedAt .Equal (c.candles [pair ][i ].Time ) {
195+ candles [i ].Orders = append (candles [i ].Orders , * order )
172196 }
173197 }
174198 }
175199
176- for _ , order := range c .orders [pair ] {
177- if order != nil {
178- log .Warnf ("orders without candle data: %v" , order )
200+ return candles
201+ }
202+
203+ func (c * Chart ) shapesByPair (pair string ) []Shape {
204+ shapes := make ([]Shape , 0 )
205+ for id := range c .ordersByPair [pair ].Iter () {
206+ order := c .orderByID [id ]
207+
208+ if order .Type != string (model .OrderTypeStopLoss ) &&
209+ order .Type != string (model .OrderTypeLimitMaker ) {
210+ continue
211+ }
212+
213+ shape := Shape {
214+ StartX : order .CreatedAt ,
215+ EndX : order .UpdatedAt ,
216+ StartY : order .RefPrice ,
217+ EndY : order .Price ,
218+ Color : "rgba(0, 255, 0, 0.3)" ,
219+ }
220+
221+ if order .Type == string (model .OrderTypeStopLoss ) {
222+ shape .Color = "rgba(255, 0, 0, 0.3)"
179223 }
224+
225+ shapes = append (shapes , shape )
180226 }
181227
182- return c . candles [ pair ]
228+ return shapes
183229}
184230
185231func (c * Chart ) Start () error {
@@ -198,6 +244,11 @@ func (c *Chart) Start() error {
198244 pairs = append (pairs , pair )
199245 }
200246
247+ http .HandleFunc ("/assets/chart.js" , func (w http.ResponseWriter , req * http.Request ) {
248+ w .Header ().Set ("Content-type" , "application/javascript" )
249+ fmt .Fprint (w , c .scriptContent )
250+ })
251+
201252 http .HandleFunc ("/data" , func (w http.ResponseWriter , req * http.Request ) {
202253 pair := req .URL .Query ().Get ("pair" )
203254 if pair == "" {
@@ -209,6 +260,7 @@ func (c *Chart) Start() error {
209260 err := json .NewEncoder (w ).Encode (map [string ]interface {}{
210261 "candles" : c .candlesByPair (pair ),
211262 "indicators" : c .indicatorsByPair (pair ),
263+ "shapes" : c .shapesByPair (pair ),
212264 })
213265 if err != nil {
214266 log .Error (err )
@@ -243,21 +295,49 @@ func WithPort(port int) Option {
243295 }
244296}
245297
298+ // WithDebug starts chart without compress
299+ func WithDebug () Option {
300+ return func (chart * Chart ) {
301+ chart .debug = true
302+ }
303+ }
304+
246305func WithIndicators (indicators ... Indicator ) Option {
247306 return func (chart * Chart ) {
248307 chart .indicators = indicators
249308 }
250309}
251310
252- func NewChart (options ... Option ) * Chart {
311+ func NewChart (options ... Option ) ( * Chart , error ) {
253312 chart := & Chart {
254- port : 8080 ,
255- candles : make (map [string ][]Candle ),
256- dataframe : make (map [string ]* model.Dataframe ),
257- orders : make (map [string ][]* Order ),
313+ port : 8080 ,
314+ candles : make (map [string ][]Candle ),
315+ dataframe : make (map [string ]* model.Dataframe ),
316+ ordersByPair : make (map [string ]* set.LinkedHashSetINT64 ),
317+ orderByID : make (map [int64 ]* Order ),
258318 }
259319 for _ , option := range options {
260320 option (chart )
261321 }
262- return chart
322+
323+ content , err := staticFiles .ReadFile ("assets/chart.js" )
324+ if err != nil {
325+ return nil , err
326+ }
327+
328+ result := api .Transform (string (content ), api.TransformOptions {
329+ Loader : api .LoaderJS ,
330+ Target : api .ES2015 ,
331+ MinifySyntax : ! chart .debug ,
332+ MinifyIdentifiers : ! chart .debug ,
333+ MinifyWhitespace : ! chart .debug ,
334+ })
335+
336+ if len (result .Errors ) > 0 {
337+ return nil , fmt .Errorf ("chart script faild with: %v" , result .Errors )
338+ }
339+
340+ chart .scriptContent = string (result .Code )
341+
342+ return chart , nil
263343}
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