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xmaker: fix covered position field

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c9s 2024-10-16 14:39:09 +08:00
parent a650534a98
commit 165c8d99b8
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1 changed files with 8 additions and 7 deletions
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15
pkg/strategy/xmaker/strategy.go
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@ -202,9 +202,10 @@ type Strategy struct {
CircuitBreaker *circuitbreaker.BasicCircuitBreaker `json:"circuitBreaker"` CircuitBreaker *circuitbreaker.BasicCircuitBreaker `json:"circuitBreaker"`
// persistence fields // persistence fields
Position *types.Position `json:"position,omitempty" persistence:"position"` Position *types.Position `json:"position,omitempty" persistence:"position"`
ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"` ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
CoveredPosition fixedpoint.MutexValue `json:"coveredPosition,omitempty" persistence:"covered_position"`
coveredPosition fixedpoint.MutexValue
sourceBook, makerBook *types.StreamOrderBook sourceBook, makerBook *types.StreamOrderBook
activeMakerOrders *bbgo.ActiveOrderBook activeMakerOrders *bbgo.ActiveOrderBook
@ -1284,9 +1285,9 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
// if it's selling, then we should add a positive position // if it's selling, then we should add a positive position
if side == types.SideTypeSell { if side == types.SideTypeSell {
s.CoveredPosition.Add(quantity) s.coveredPosition.Add(quantity)
} else { } else {
s.CoveredPosition.Add(quantity.Neg()) s.coveredPosition.Add(quantity.Neg())
} }
} }
@ -1499,7 +1500,7 @@ func (s *Strategy) hedgeWorker(ctx context.Context) {
s.setPositionStartTime(tt) s.setPositionStartTime(tt)
} }
coveredPosition := s.CoveredPosition.Get() coveredPosition := s.coveredPosition.Get()
uncoverPosition := position.Sub(coveredPosition) uncoverPosition := position.Sub(coveredPosition)
absPos := uncoverPosition.Abs() absPos := uncoverPosition.Abs()
@ -1744,7 +1745,7 @@ func (s *Strategy) CrossRun(
s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) { s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
c := trade.PositionChange() c := trade.PositionChange()
if trade.Exchange == s.sourceSession.ExchangeName { if trade.Exchange == s.sourceSession.ExchangeName {
s.CoveredPosition.Add(c) s.coveredPosition.Add(c)
} }
s.ProfitStats.AddTrade(trade) s.ProfitStats.AddTrade(trade)