bbgo/pkg/bbgo/quantity_amount.go

41 lines
1.2 KiB
Go

package bbgo
import (
"errors"
"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
)
// QuantityOrAmount is a setting structure used for quantity/amount settings
// You can embed this struct into your strategy to share the setting methods
type QuantityOrAmount struct {
// Quantity is the base order quantity for your buy/sell order.
// when quantity is set, the amount option will be not used.
Quantity fixedpoint.Value `json:"quantity"`
// Amount is the order quote amount for your buy/sell order.
Amount fixedpoint.Value `json:"amount,omitempty"`
}
func (qa *QuantityOrAmount) IsSet() bool {
return qa.Quantity.Sign() > 0 || qa.Amount.Sign() > 0
}
func (qa *QuantityOrAmount) Validate() error {
if qa.Quantity.IsZero() && qa.Amount.IsZero() {
return errors.New("either quantity or amount can not be empty")
}
return nil
}
// CalculateQuantity calculates the equivalent quantity of the given price when amount is set
// it returns the quantity if the quantity is set
func (qa *QuantityOrAmount) CalculateQuantity(currentPrice fixedpoint.Value) fixedpoint.Value {
if qa.Amount.Sign() > 0 {
quantity := qa.Amount.Div(currentPrice)
return quantity
}
return qa.Quantity
}