📝 feat(position): fee conversion from quote to USD, add callback function

Author: dboyliao

pkg/types/position.go

@@ -88,6 +88,14 @@ type Position struct {
 
 	// ttl is the ttl to keep in persistence
 	ttl time.Duration
+
+	// quote to USD price map cache
+	quotePriceInUsd QuotePrice
+}
+
+type QuotePrice struct {
+	Price fixedpoint.Value
+	Time  time.Time
 }
 
 type PositionKey struct {
@@ -574,8 +582,14 @@ func (p *Position) AddTrades(trades []Trade) (fixedpoint.Value, fixedpoint.Value
 }
 
 func (p *Position) calculateFeeInQuote(td Trade) fixedpoint.Value {
+	// assume the fee is not charged either in base currency or quote currency
 	var quoteQuantity = td.QuoteQuantity
 
+	// check if we have the quote price in USD
+	if !p.quotePriceInUsd.Price.IsZero() && td.FeeCurrency == "USD" {
+		return td.Fee.Div(p.quotePriceInUsd.Price)
+	}
+
 	if cost, ok := p.FeeAverageCosts[td.FeeCurrency]; ok {
 		return td.Fee.Mul(cost)
 	}
@@ -758,3 +772,16 @@ func (p *Position) updateMetrics() {
 	positionBaseQuantityMetrics.With(labels).Set(p.Base.Float64())
 	positionQuoteQuantityMetrics.With(labels).Set(p.Quote.Float64())
 }
+
+func (p *Position) UpdateQuteUsdPrice(kline KLine) {
+	p.Lock()
+	defer p.Unlock()
+
+	if p.quotePriceInUsd.Time.After(kline.EndTime.Time()) {
+		return
+	}
+	p.quotePriceInUsd = QuotePrice{
+		Price: kline.Close,
+		Time:  kline.EndTime.Time(),
+	}
+}