xmaker: add MaxHedgeAccountLeverage option
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@ -119,6 +119,8 @@ type Strategy struct {
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// MaxExposurePosition defines the unhedged quantity of stop
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// MaxExposurePosition defines the unhedged quantity of stop
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MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
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MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
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MaxHedgeAccountLeverage fixedpoint.Value `json:"maxHedgeAccountLeverage"`
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DisableHedge bool `json:"disableHedge"`
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DisableHedge bool `json:"disableHedge"`
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NotifyTrade bool `json:"notifyTrade"`
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NotifyTrade bool `json:"notifyTrade"`
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@ -532,10 +534,9 @@ func (s *Strategy) updateQuote(ctx context.Context) {
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// calculate credit buffer
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// calculate credit buffer
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s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
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s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
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maximumHedgeAccountLeverage := fixedpoint.NewFromFloat(1.2)
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maximumValueInUsd := netValueInUsd.Mul(s.MaxHedgeAccountLeverage)
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maximumValueInUsd := netValueInUsd.Mul(maximumHedgeAccountLeverage)
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s.logger.Infof("hedge account maximum leveraged value in usd: %f", maximumValueInUsd.Float64())
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s.logger.Infof("hedge account maximum leveraged value in usd: %f (%f x)", maximumValueInUsd.Float64(), s.MaxHedgeAccountLeverage.Float64())
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if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
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if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
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debt := quote.Debt()
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debt := quote.Debt()
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@ -562,7 +563,6 @@ func (s *Strategy) updateQuote(ctx context.Context) {
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}
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}
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}
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}
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}
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}
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} else {
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} else {
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if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
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if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
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// to make bid orders, we need enough base asset in the foreign exchange,
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// to make bid orders, we need enough base asset in the foreign exchange,
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@ -1037,6 +1037,10 @@ func (s *Strategy) Defaults() error {
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s.MinMarginLevel = fixedpoint.NewFromFloat(3.0)
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s.MinMarginLevel = fixedpoint.NewFromFloat(3.0)
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}
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}
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if s.MaxHedgeAccountLeverage.IsZero() {
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s.MaxHedgeAccountLeverage = fixedpoint.NewFromFloat(1.2)
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}
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if s.BidMargin.IsZero() {
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if s.BidMargin.IsZero() {
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if !s.Margin.IsZero() {
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if !s.Margin.IsZero() {
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s.BidMargin = s.Margin
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s.BidMargin = s.Margin
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