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grid2: allocate grid object
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@ -45,6 +45,8 @@ type Strategy struct {
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LowerPrice fixedpoint.Value `json:"lowerPrice" yaml:"lowerPrice"`
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grid *Grid
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bbgo.QuantityOrAmount
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ProfitStats *types.ProfitStats `persistence:"profit_stats"`
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@ -123,6 +125,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.Position = types.NewPositionFromMarket(s.Market)
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}
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s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
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s.orderStore = bbgo.NewOrderStore(s.Symbol)
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s.orderStore.BindStream(session.UserDataStream)
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