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xfunding: implement syncSpotPosition
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0f21c1fd8f
commit
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@ -42,4 +42,4 @@ crossExchangeStrategies:
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low: -0.01%
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## reset will reset the spot/futures positions, the transfer stats and the position state.
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reset: true
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# reset: true
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@ -524,7 +524,92 @@ func (s *Strategy) syncFuturesPosition(ctx context.Context) {
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}
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func (s *Strategy) syncSpotPosition(ctx context.Context) {
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if s.positionType != types.PositionShort {
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return
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}
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if s.notPositionState(PositionClosing) {
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return
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}
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spotBase := s.SpotPosition.GetBase() // should be positive base quantity here
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futuresBase := s.FuturesPosition.GetBase() // should be negative base quantity here
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if spotBase.IsZero() {
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s.setPositionState(PositionClosed)
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return
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}
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// skip short spot position
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if spotBase.Sign() < 0 {
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return
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}
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log.Infof("spot/futures positions: %s (spot) <=> %s (futures)", spotBase.String(), futuresBase.String())
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if futuresBase.Sign() > 0 {
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// unexpected error
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log.Errorf("unexpected futures position (got positive, expecting negative)")
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return
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}
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_ = s.futuresOrderExecutor.GracefulCancel(ctx)
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ticker, err := s.spotSession.Exchange.QueryTicker(ctx, s.Symbol)
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if err != nil {
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log.WithError(err).Errorf("can not query ticker")
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return
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}
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if s.SpotPosition.IsDust(ticker.Sell) {
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dust := s.SpotPosition.GetBase().Abs()
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cost := s.SpotPosition.AverageCost
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log.Warnf("spot dust loss: %f %s (average cost = %f)", dust.Float64(), s.spotMarket.BaseCurrency, cost.Float64())
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s.SpotPosition.Reset()
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s.setPositionState(PositionClosed)
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return
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}
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// spot pos size > futures pos size ==> reduce spot position
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if spotBase.Compare(futuresBase.Neg()) > 0 {
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diffQuantity := spotBase.Sub(futuresBase.Neg())
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if diffQuantity.Sign() < 0 {
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log.Errorf("unexpected negative position diff: %s", diffQuantity.String())
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return
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}
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orderPrice := ticker.Sell
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orderQuantity := diffQuantity
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if b, ok := s.spotSession.Account.Balance(s.spotMarket.BaseCurrency); ok {
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orderQuantity = fixedpoint.Min(b.Available, orderQuantity)
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}
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// avoid increase the order size
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if s.spotMarket.IsDustQuantity(orderQuantity, orderPrice) {
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log.Infof("skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.spotMarket)
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return
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}
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createdOrders, err := s.spotOrderExecutor.SubmitOrders(ctx, types.SubmitOrder{
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Symbol: s.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimitMaker,
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Quantity: orderQuantity,
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Price: orderPrice,
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Market: s.futuresMarket,
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})
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if err != nil {
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log.WithError(err).Errorf("can not submit spot order")
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return
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}
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log.Infof("created spot orders: %+v", createdOrders)
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}
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}
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func (s *Strategy) increaseSpotPosition(ctx context.Context) {
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