bbgo_origin/pkg/strategy/buyandhold/strategy.go

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package buyandhold
import (
"context"
"math"
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log "github.com/sirupsen/logrus"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/types"
)
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func init() {
bbgo.RegisterExchangeStrategy("buyandhold", &Strategy{})
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}
type Strategy struct {
Symbol string `json:"symbol"`
Interval string `json:"interval"`
BaseQuantity float64 `json:"baseQuantity"`
MinDropPercentage float64 `json:"minDropPercentage"`
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
session.Stream.OnKLine(func(kline types.KLine) {
changePercentage := kline.GetChange() / kline.Open
log.Infof("change %f <=> %f", changePercentage, s.MinDropPercentage)
})
session.Stream.OnKLineClosed(func(kline types.KLine) {
changePercentage := kline.GetChange() / kline.Open
if changePercentage > s.MinDropPercentage {
return
}
// buy when price drops -8%
market, ok := session.Market(s.Symbol)
if !ok {
log.Warnf("market %s is not defined", s.Symbol)
return
}
_, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: kline.Symbol,
Market: market,
Side: types.SideTypeBuy,
Type: types.OrderTypeMarket,
Quantity: s.BaseQuantity * math.Abs(changePercentage),
})
if err != nil {
log.WithError(err).Error("submit order error")
}
})
return nil
}