lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

scmaker: fix scmaker stream book binding

Browse Source
This commit is contained in:
c9s 2023-11-01 17:01:04 +08:00
parent 610de4c10c
commit 2c842e54e8
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 8 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
pkg/strategy/scmaker/strategy.go
View File

@ -19,8 +19,6 @@ import (
const ID = "scmaker"
var ten = fixedpoint.NewFromInt(10)
type advancedOrderCancelApi interface {
CancelAllOrders(ctx context.Context) ([]types.Order, error)
CancelOrdersBySymbol(ctx context.Context, symbol string) ([]types.Order, error)
@ -100,12 +98,12 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
}
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
s.Strategy = &common.Strategy{}
s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
s.book = types.NewStreamBook(s.Symbol)
s.book.BindStream(session.UserDataStream)
s.book.BindStream(session.MarketDataStream)
s.liquidityOrderBook = bbgo.NewActiveOrderBook(s.Symbol)
s.liquidityOrderBook.BindStream(session.UserDataStream)
@ -174,7 +172,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return nil
}
func (s *Strategy) preloadKLines(inc *KLineStream, session *bbgo.ExchangeSession, symbol string, interval types.Interval) {
func (s *Strategy) preloadKLines(
inc *KLineStream, session *bbgo.ExchangeSession, symbol string, interval types.Interval,
) {
if store, ok := session.MarketDataStore(symbol); ok {
if kLinesData, ok := store.KLinesOfInterval(interval); ok {
for _, k := range *kLinesData {
@ -476,7 +476,9 @@ func (s *Strategy) placeLiquidityOrders(ctx context.Context) {
log.Infof("%d liq orders are placed successfully", len(liqOrders))
}
func profitProtectedPrice(side types.SideType, averageCost, price, feeRate, minProfit fixedpoint.Value) fixedpoint.Value {
func profitProtectedPrice(
side types.SideType, averageCost, price, feeRate, minProfit fixedpoint.Value,
) fixedpoint.Value {
switch side {
case types.SideTypeSell:
minProfitPrice := averageCost.Add(