From 07c30f82af46a1e5f4a1db7a4f27aba5d045275f Mon Sep 17 00:00:00 2001 From: Andy Cheng Date: Fri, 15 Apr 2022 15:38:40 +0800 Subject: [PATCH] strategy: add StrategyController to bollmaker --- pkg/strategy/bollmaker/strategy.go | 90 +++++++++++++++++++++++++----- 1 file changed, 76 insertions(+), 14 deletions(-) diff --git a/pkg/strategy/bollmaker/strategy.go b/pkg/strategy/bollmaker/strategy.go index f97ac759c..436543989 100644 --- a/pkg/strategy/bollmaker/strategy.go +++ b/pkg/strategy/bollmaker/strategy.go @@ -160,6 +160,9 @@ type Strategy struct { // neutralBoll is the neutral price section neutralBoll *indicator.BOLL + + // StrategyController + status types.StrategyStatus } func (s *Strategy) ID() string { @@ -239,6 +242,52 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu return err } +// StrategyController + +func (s *Strategy) GetStatus() types.StrategyStatus { + return s.status +} + +func (s *Strategy) Suspend(ctx context.Context) error { + s.status = types.StrategyStatusStopped + + // Cancel all order + if err := s.activeMakerOrders.GracefulCancel(ctx, s.session.Exchange); err != nil { + log.WithError(err).Errorf("graceful cancel order error") + s.Notify("graceful cancel order error") + } else { + s.Notify("All orders cancelled.") + } + + s.tradeCollector.Process() + + // Save state + if err := s.SaveState(); err != nil { + log.WithError(err).Errorf("can not save state: %+v", s.state) + } else { + log.Infof("%s position is saved.", s.Symbol) + } + + return nil +} + +func (s *Strategy) Resume(ctx context.Context) error { + s.status = types.StrategyStatusRunning + + return nil +} + +func (s *Strategy) EmergencyStop(ctx context.Context) error { + // Close 100% position + percentage, _ := fixedpoint.NewFromString("100%") + err := s.ClosePosition(ctx, percentage) + + // Suspend strategy + _ = s.Suspend(ctx) + + return err +} + func (s *Strategy) SaveState() error { if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil { return err @@ -319,22 +368,22 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice) sellOrder := types.SubmitOrder{ - Symbol: s.Symbol, - Side: types.SideTypeSell, - Type: types.OrderTypeLimitMaker, - Quantity: sellQuantity, - Price: askPrice, - Market: s.Market, - GroupID: s.groupID, + Symbol: s.Symbol, + Side: types.SideTypeSell, + Type: types.OrderTypeLimitMaker, + Quantity: sellQuantity, + Price: askPrice, + Market: s.Market, + GroupID: s.groupID, } buyOrder := types.SubmitOrder{ - Symbol: s.Symbol, - Side: types.SideTypeBuy, - Type: types.OrderTypeLimitMaker, - Quantity: buyQuantity, - Price: bidPrice, - Market: s.Market, - GroupID: s.groupID, + Symbol: s.Symbol, + Side: types.SideTypeBuy, + Type: types.OrderTypeLimitMaker, + Quantity: buyQuantity, + Price: bidPrice, + Market: s.Market, + GroupID: s.groupID, } var submitOrders []types.SubmitOrder @@ -519,6 +568,9 @@ func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.Subm } func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { + // StrategyController + s.status = types.StrategyStatusRunning + if s.DisableShort { s.Long = &[]bool{true}[0] } @@ -568,6 +620,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore) s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) { + // StrategyController + if s.status != types.StrategyStatusRunning { + return + } + s.Notifiability.Notify(trade) s.state.ProfitStats.AddTrade(trade) @@ -613,6 +670,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se }) session.MarketDataStream.OnKLineClosed(func(kline types.KLine) { + // StrategyController + if s.status != types.StrategyStatusRunning { + return + } + if kline.Symbol != s.Symbol || kline.Interval != s.Interval { return }