FEATURE: [xfunding] minor fix and funding fee sync

migrations/mysql/20240103175426_add_funding_fees_table.sql

@@ -0,0 +1,31 @@
+-- +up
+-- +begin
+CREATE TABLE `funding_fees`
+(
+    `gid`        BIGINT UNSIGNED NOT NULL AUTO_INCREMENT,
+
+    -- transaction id
+    `txn_id`     BIGINT UNSIGNED NOT NULL,
+
+    -- for exchange
+    `exchange`   VARCHAR(24)    NOT NULL DEFAULT '',
+
+    -- asset name, BTC, MAX, USDT ... etc
+    `asset`      VARCHAR(5)     NOT NULL,
+
+    -- the amount of the funding fee
+    `amount`     DECIMAL(16, 8) NOT NULL,
+
+    `funded_at`  DATETIME       NOT NULL,
+
+    PRIMARY KEY (`gid`),
+
+    UNIQUE KEY `txn_id` (`txn_id`, `exchange`)
+);
+-- +end
+
+-- +down
+
+-- +begin
+DROP TABLE `funding_fees`;
+-- +end

migrations/sqlite3/20240103175426_add_funding_fees_table.sql

@@ -0,0 +1,31 @@
+-- +up
+-- +begin
+CREATE TABLE `funding_fees`
+(
+    `gid`        INTEGER PRIMARY KEY AUTOINCREMENT,
+
+    -- transaction id
+    `txn_id`     INTEGER NOT NULL,
+
+    -- for exchange
+    `exchange`   VARCHAR(24)    NOT NULL DEFAULT '',
+
+    -- asset name, BTC, MAX, USDT ... etc
+    `asset`      VARCHAR(5)     NOT NULL,
+
+    -- the amount of the funding fee
+    `amount`     DECIMAL(16, 8) NOT NULL,
+
+    `funded_at`  DATETIME       NOT NULL,
+
+    PRIMARY KEY (`gid`),
+
+    UNIQUE KEY `txn_id` (`txn_id`, `exchange`)
+);
+-- +end
+
+-- +down
+
+-- +begin
+DROP TABLE `funding_fees`;
+-- +end

pkg/strategy/xfunding/profitstats.go

@@ -17,8 +17,13 @@ type ProfitStats struct {
 	FundingFeeCurrency string           `json:"fundingFeeCurrency"`
 	TotalFundingFee    fixedpoint.Value `json:"totalFundingFee"`
 	FundingFeeRecords  []FundingFee     `json:"fundingFeeRecords"`
-	LastFundingFeeTxn  int64            `json:"lastFundingFeeTxn"`
-	LastFundingFeeTime time.Time        `json:"lastFundingFeeTime"`
+
+	// Fees map[string]
+	Last *FundingFee `json:"last"`
+
+	LastFundingFeeTime time.Time `json:"lastFundingFeeTime"`
+
+	txns map[int64]struct{}
 }
 
 func (s *ProfitStats) SlackAttachment() slack.Attachment {
@@ -31,24 +36,29 @@ func (s *ProfitStats) SlackAttachment() slack.Attachment {
 		// Pretext:       "",
 		// Text:  text,
 		Fields: fields,
-		Footer: fmt.Sprintf("Last Funding Fee Transation ID: %d Last Funding Fee Time %s", s.LastFundingFeeTxn, s.LastFundingFeeTime.Format(time.RFC822)),
+		Footer: fmt.Sprintf("Last Funding Fee Transation ID: %d Last Funding Fee Time %s", s.Last.Txn, s.Last.Time.Format(time.RFC822)),
 	}
 }
 
 func (s *ProfitStats) AddFundingFee(fee FundingFee) error {
+	if s.txns == nil {
+		s.txns = make(map[int64]struct{})
+	}
+
 	if s.FundingFeeCurrency == "" {
 		s.FundingFeeCurrency = fee.Asset
 	} else if s.FundingFeeCurrency != fee.Asset {
 		return fmt.Errorf("unexpected error, funding fee currency is not matched, given: %s, wanted: %s", fee.Asset, s.FundingFeeCurrency)
 	}
 
-	if s.LastFundingFeeTxn == fee.Txn {
+	if _, ok := s.txns[fee.Txn]; ok {
 		return errDuplicatedFundingFeeTxnId
 	}
 
 	s.FundingFeeRecords = append(s.FundingFeeRecords, fee)
 	s.TotalFundingFee = s.TotalFundingFee.Add(fee.Amount)
-	s.LastFundingFeeTxn = fee.Txn
-	s.LastFundingFeeTime = fee.Time
+	s.Last = &fee
+
+	s.txns[fee.Txn] = struct{}{}
 	return nil
 }

pkg/strategy/xfunding/strategy.go

@@ -298,7 +298,6 @@ func (s *Strategy) CrossRun(
 			FundingFeeCurrency: s.futuresMarket.QuoteCurrency,
 			TotalFundingFee:    fixedpoint.Zero,
 			FundingFeeRecords:  nil,
-			LastFundingFeeTime: time.Time{},
 		}
 	}
 
@@ -379,10 +378,9 @@ func (s *Strategy) CrossRun(
 	bbgo.Notify("State: %s", s.State.PositionState.String())
 
 	// sync funding fee txns
-	s.syncFundingFeeRecords(ctx, s.ProfitStats.LastFundingFeeTime)
+	s.syncFundingFeeRecords(ctx, time.Now().Add(-5*24*time.Hour))
 
-	// TEST CODE:
-	// s.syncFundingFeeRecords(ctx, time.Now().Add(-3*24*time.Hour))
+	bbgo.Notify(s.ProfitStats)
 
 	switch s.State.PositionState {
 	case PositionClosed:
@@ -833,9 +831,6 @@ func (s *Strategy) syncFuturesPosition(ctx context.Context) {
 		bbgo.Notify("SpotPosition", s.SpotPosition)
 		bbgo.Notify("FuturesPosition", s.FuturesPosition)
 		bbgo.Notify("NeutralPosition", s.NeutralPosition)
-
-		// DEBUG CODE - triggering closing position automatically
-		// s.startClosingPosition()
 		return
 	}