bbgo: add partial close option to stop loss and take profit

pkg/bbgo/exit_roi_stop_loss.go

@@ -3,14 +3,23 @@ package bbgo
 import (
 	"context"
 
+	log "github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
 
 type RoiStopLoss struct {
-	Symbol     string
+	Symbol string
+
+	// Percentage is the ROI loss percentage
+	// 1% means when you loss 1% and it will close the position
 	Percentage fixedpoint.Value `json:"percentage"`
 
+	// Partial is a percentage of the position to be closed
+	// 50% means you will close halt the position
+	Partial fixedpoint.Value `json:"partial,omitempty"`
+
 	session       *ExchangeSession
 	orderExecutor *GeneralOrderExecutor
 }
@@ -47,10 +56,25 @@ func (s *RoiStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *type
 
 	roi := position.ROI(closePrice)
 	// logrus.Debugf("ROIStopLoss: price=%f roi=%s stop=%s", closePrice.Float64(), roi.Percentage(), s.Percentage.Neg().Percentage())
-	if roi.Compare(s.Percentage.Neg()) < 0 {
+
-		// stop loss
+	if roi.Compare(s.Percentage.Neg()) > 0 {
-		Notify("[RoiStopLoss] %s stop loss triggered by ROI %s/%s, price: %f", position.Symbol, roi.Percentage(), s.Percentage.Neg().Percentage(), closePrice.Float64())
-		_ = s.orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "roiStopLoss")
 		return
 	}
+
+	// default to close the whole position
+	percent := one
+	if !s.Partial.IsZero() {
+		percent = s.Partial
+	}
+
+	Notify("[RoiStopLoss] %s stop loss triggered by ROI %s/%s, price: %f, closing: %s",
+		position.Symbol,
+		roi.Percentage(),
+		s.Percentage.Neg().Percentage(),
+		closePrice.Float64(),
+		percent.Percentage())
+
+	if err := s.orderExecutor.ClosePosition(context.Background(), percent, "roiStopLoss"); err != nil {
+		log.WithError(err).Error("failed to close position")
+	}
 }

pkg/bbgo/exit_roi_take_profit.go

@@ -3,6 +3,8 @@ package bbgo
 import (
 	"context"
 
+	log "github.com/sirupsen/logrus"
+
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/types"
 )
@@ -12,6 +14,10 @@ type RoiTakeProfit struct {
 	Symbol     string           `json:"symbol"`
 	Percentage fixedpoint.Value `json:"percentage"`
 
+	// Partial is a percentage of the position to be closed
+	// 50% means you will close halt the position
+	Partial fixedpoint.Value `json:"partial,omitempty"`
+
 	session       *ExchangeSession
 	orderExecutor *GeneralOrderExecutor
 }
@@ -33,11 +39,26 @@ func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
 		}
 
 		roi := position.ROI(closePrice)
-		if roi.Compare(s.Percentage) >= 0 {
+		if roi.Compare(s.Percentage) < 0 {
-			// stop loss
-			Notify("[RoiTakeProfit] %s take profit is triggered by ROI %s/%s, price: %f", position.Symbol, roi.Percentage(), s.Percentage.Percentage(), kline.Close.Float64())
-			_ = orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "roiTakeProfit")
 			return
 		}
+
+		// default to close the whole position
+		percent := one
+		if !s.Partial.IsZero() {
+			percent = s.Partial
+		}
+
+		// stop loss
+		Notify("[RoiTakeProfit] %s take profit is triggered by ROI %s/%s, price: %f, closing: %s",
+			position.Symbol,
+			roi.Percentage(),
+			s.Percentage.Percentage(),
+			kline.Close.Float64(),
+			percent.Percentage())
+
+		if err := orderExecutor.ClosePosition(context.Background(), percent, "roiTakeProfit"); err != nil {
+			log.WithError(err).Error("failed to close position")
+		}
 	}))
 }