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add BidSpread and AskSpread

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c9s 2022-01-31 01:08:33 +08:00
parent 701e80d0d8
commit 2e7621ca55
1 changed files with 6 additions and 0 deletions
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6
pkg/strategy/bollmaker/strategy.go
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@ -68,6 +68,12 @@ type Strategy struct {
// Spread can be set by percentage or floating number. e.g., 0.1% or 0.001 // Spread can be set by percentage or floating number. e.g., 0.1% or 0.001
Spread fixedpoint.Value `json:"spread"` Spread fixedpoint.Value `json:"spread"`
// BidSpread overrides the spread setting, this spread will be used for the buy order
BidSpread fixedpoint.Value `json:"bidSpread,omitempty"`
// AskSpread overrides the spread setting, this spread will be used for the sell order
AskSpread fixedpoint.Value `json:"askSpread,omitempty"`
// MinProfitSpread is the minimal order price spread from the current average cost. // MinProfitSpread is the minimal order price spread from the current average cost.
// For long position, you will only place sell order above the price (= average cost * (1 + minProfitSpread)) // For long position, you will only place sell order above the price (= average cost * (1 + minProfitSpread))
// For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread)) // For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))