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xmaker: add SubscribeFeeTokenMarkets option

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c9s 2024-10-07 17:07:09 +08:00
parent 969e813c7f
commit 2599a4bcd3
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1 changed files with 9 additions and 0 deletions
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9
pkg/strategy/xmaker/strategy.go
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@ -88,6 +88,8 @@ type Strategy struct {
HedgeInterval types.Duration `json:"hedgeInterval"` HedgeInterval types.Duration `json:"hedgeInterval"`
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"` OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
SubscribeFeeTokenMarkets bool `json:"subscribeFeeTokenMarkets"`
EnableSignalMargin bool `json:"enableSignalMargin"` EnableSignalMargin bool `json:"enableSignalMargin"`
SignalConfigList []SignalConfig `json:"signals"` SignalConfigList []SignalConfig `json:"signals"`
SignalMarginScale *bbgo.SlideRule `json:"signalMarginScale,omitempty"` SignalMarginScale *bbgo.SlideRule `json:"signalMarginScale,omitempty"`
@ -232,6 +234,13 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: sig.BollingerBandTrendSignal.Interval}) sourceSession.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: sig.BollingerBandTrendSignal.Interval})
} }
} }
if s.SubscribeFeeTokenMarkets {
feeTokenQuote := "USDT"
subscribeOpts := types.SubscribeOptions{Interval: "1m"}
sourceSession.Subscribe(types.KLineChannel, sourceSession.Exchange.PlatformFeeCurrency()+feeTokenQuote, subscribeOpts)
makerSession.Subscribe(types.KLineChannel, makerSession.Exchange.PlatformFeeCurrency()+feeTokenQuote, subscribeOpts)
}
} }
func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) { func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) {