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add StopPriceRatio support

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This commit is contained in:
c9s 2020-12-03 09:50:36 +08:00
parent 19d76928fd
commit 17fd6a405b
1 changed files with 8 additions and 1 deletions
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9
pkg/strategy/movingstop/strategy.go
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@ -49,6 +49,8 @@ type Strategy struct {
PriceRatio fixedpoint.Value `json:"priceRatio"`
StopPriceRatio fixedpoint.Value `json:"stopPriceRatio"`
// MovingAverageType is the moving average indicator type that we want to use,
// it could be SMA or EWMA
MovingAverageType string `json:"movingAverageType"`
@ -134,12 +136,17 @@ func (s *Strategy) place(ctx context.Context, orderExecutor *bbgo.ExchangeOrderE
return
}
var stopPrice = movingAveragePrice
if s.StopPriceRatio > 0 {
stopPrice = stopPrice * s.StopPriceRatio.Float64()
}
retOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeSell,
Type: orderType,
Price: price,
StopPrice: movingAveragePrice,
StopPrice: stopPrice,
Quantity: quantity.Float64(),
})
if err != nil {