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strategy: check update balance response in calculateQuantity

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This commit is contained in:
Andy Cheng 2022-06-01 10:26:04 +08:00
parent adbea7d4d0
commit 237d1205e8
1 changed files with 17 additions and 12 deletions
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29
pkg/strategy/supertrend/strategy.go
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@ -208,7 +208,7 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity) return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
} }
orderForm := s.GenerateOrderForm(side, quantity, types.SideEffectTypeAutoRepay) orderForm := s.generateOrderForm(side, quantity, types.SideEffectTypeAutoRepay)
s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, orderForm) s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, orderForm)
@ -224,8 +224,8 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
return err return err
} }
// SetupIndicators initializes indicators // setupIndicators initializes indicators
func (s *Strategy) SetupIndicators() { func (s *Strategy) setupIndicators() {
if s.FastDEMAWindow == 0 { if s.FastDEMAWindow == 0 {
s.FastDEMAWindow = 144 s.FastDEMAWindow = 144
} }
@ -246,8 +246,8 @@ func (s *Strategy) SetupIndicators() {
} }
} }
// UpdateIndicators updates indicators // updateIndicators updates indicators
func (s *Strategy) UpdateIndicators(kline types.KLine) { func (s *Strategy) updateIndicators(kline types.KLine) {
closePrice := kline.GetClose().Float64() closePrice := kline.GetClose().Float64()
// Update indicators // Update indicators
@ -262,7 +262,7 @@ func (s *Strategy) UpdateIndicators(kline types.KLine) {
} }
} }
func (s *Strategy) GenerateOrderForm(side types.SideType, quantity fixedpoint.Value, marginOrderSideEffect types.MarginOrderSideEffectType) types.SubmitOrder { func (s *Strategy) generateOrderForm(side types.SideType, quantity fixedpoint.Value, marginOrderSideEffect types.MarginOrderSideEffectType) types.SubmitOrder {
orderForm := types.SubmitOrder{ orderForm := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Market: s.Market, Market: s.Market,
@ -275,9 +275,14 @@ func (s *Strategy) GenerateOrderForm(side types.SideType, quantity fixedpoint.Va
return orderForm return orderForm
} }
// CalculateQuantity returns leveraged quantity // calculateQuantity returns leveraged quantity
func (s *Strategy) CalculateQuantity(currentPrice fixedpoint.Value) fixedpoint.Value { func (s *Strategy) calculateQuantity(currentPrice fixedpoint.Value) fixedpoint.Value {
balance, _ := s.session.GetAccount().Balance(s.Market.QuoteCurrency) balance, ok := s.session.GetAccount().Balance(s.Market.QuoteCurrency)
if !ok {
log.Error("can not update balance from exchange")
return fixedpoint.Zero
}
amountAvailable := balance.Available.Mul(fixedpoint.NewFromFloat(s.Leverage)) amountAvailable := balance.Available.Mul(fixedpoint.NewFromFloat(s.Leverage))
quantity := amountAvailable.Div(currentPrice) quantity := amountAvailable.Div(currentPrice)
@ -332,7 +337,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}) })
// Setup indicators // Setup indicators
s.SetupIndicators() s.setupIndicators()
s.currentStopLossPrice = fixedpoint.Zero s.currentStopLossPrice = fixedpoint.Zero
s.currentTakeProfitPrice = fixedpoint.Zero s.currentTakeProfitPrice = fixedpoint.Zero
@ -349,7 +354,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
// Update indicators // Update indicators
s.UpdateIndicators(kline) s.updateIndicators(kline)
// Get signals // Get signals
closePrice := kline.GetClose().Float64() closePrice := kline.GetClose().Float64()
@ -431,7 +436,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.session.GetAccount().UpdateBalances(balances) s.session.GetAccount().UpdateBalances(balances)
} }
orderForm := s.GenerateOrderForm(side, s.CalculateQuantity(kline.GetClose()), types.SideEffectTypeMarginBuy) orderForm := s.generateOrderForm(side, s.calculateQuantity(kline.GetClose()), types.SideEffectTypeMarginBuy)
log.Infof("submit open position order %v", orderForm) log.Infof("submit open position order %v", orderForm)
order, err := orderExecutor.SubmitOrders(ctx, orderForm) order, err := orderExecutor.SubmitOrders(ctx, orderForm)
if err != nil { if err != nil {