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fix ProtectiveStopLoss subscribe

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c9s 2022-07-16 14:44:44 +08:00
parent a11630782e
commit 2d0fbe4b99
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1 changed files with 7 additions and 0 deletions
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7
pkg/bbgo/exit_protective_stop_loss.go
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@ -10,6 +10,8 @@ import (
)
type ProtectiveStopLoss struct {
Symbol string `json:"symbol"`
// ActivationRatio is the trigger condition of this ROI protection stop loss
// When the price goes lower (for short position) with the ratio, the protection stop will be activated.
// This number should be positive to protect the profit
@ -30,6 +32,11 @@ type ProtectiveStopLoss struct {
var one = fixedpoint.One
func (s *ProtectiveStopLoss) Subscribe(session *ExchangeSession) {
// use 1m kline to handle roi stop
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
}
func (s *ProtectiveStopLoss) shouldActivate(position *types.Position, closePrice fixedpoint.Value) bool {
if position.IsLong() {
r := one.Add(s.ActivationRatio)