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add option to rebalance on start

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This commit is contained in:
narumi 2023-03-13 22:43:42 +08:00
parent 640001ffa1
commit 0690518dc7
2 changed files with 8 additions and 0 deletions
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1
config/rebalance.yaml
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@ -39,3 +39,4 @@ exchangeStrategies:
maxAmount: 1_000 # max amount to buy or sell per order maxAmount: 1_000 # max amount to buy or sell per order
orderType: LIMIT_MAKER # LIMIT, LIMIT_MAKER or MARKET orderType: LIMIT_MAKER # LIMIT, LIMIT_MAKER or MARKET
dryRun: false dryRun: false
onStart: false

7
pkg/strategy/rebalance/strategy.go
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@ -34,6 +34,7 @@ type Strategy struct {
MaxAmount fixedpoint.Value `json:"maxAmount"` // max amount to buy or sell per order MaxAmount fixedpoint.Value `json:"maxAmount"` // max amount to buy or sell per order
OrderType types.OrderType `json:"orderType"` OrderType types.OrderType `json:"orderType"`
DryRun bool `json:"dryRun"` DryRun bool `json:"dryRun"`
OnStart bool `json:"onStart"` // rebalance on start
PositionMap PositionMap `persistence:"positionMap"` PositionMap PositionMap `persistence:"positionMap"`
ProfitStatsMap ProfitStatsMap `persistence:"profitStatsMap"` ProfitStatsMap ProfitStatsMap `persistence:"profitStatsMap"`
@ -114,6 +115,12 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
s.activeOrderBook = bbgo.NewActiveOrderBook("") s.activeOrderBook = bbgo.NewActiveOrderBook("")
s.activeOrderBook.BindStream(s.session.UserDataStream) s.activeOrderBook.BindStream(s.session.UserDataStream)
session.UserDataStream.OnStart(func() {
if s.OnStart {
s.rebalance(ctx)
}
})
s.session.MarketDataStream.OnKLineClosed(func(kline types.KLine) { s.session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
s.rebalance(ctx) s.rebalance(ctx)
}) })