lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 00:01:09 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #1648 from c9s/narumi/atrpin-expected-baes-balance

Browse Source 
FEATURE: [atrpin] take profit by expected base balance
This commit is contained in:
なるみ 2024-06-20 09:17:42 +01:00 committed by GitHub
commit 3007fa7ed7
No known key found for this signature in database
GPG Key ID: B5690EEEBB952194
1 changed files with 24 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

31
pkg/strategy/atrpin/strategy.go
View File

@ -33,6 +33,10 @@ type Strategy struct {
Multiplier float64 `json:"multiplier"`
MinPriceRange fixedpoint.Value `json:"minPriceRange"`
// handle missing trades, will be removed in the future
TakeProfitByExpectedBaseBalance bool `json:"takeProfitByExpectedBaseBalance"`
ExpectedBaseBalance fixedpoint.Value `json:"expectedBaseBalance"`
bbgo.QuantityOrAmount
// bbgo.OpenPositionOptions
@ -50,6 +54,14 @@ func (s *Strategy) Initialize() error {
})
return nil
}
func (s *Strategy) Validate() error {
if s.ExpectedBaseBalance.Sign() < 0 {
return fmt.Errorf("expectedBaseBalance should be non-negative")
}
return nil
}
func (s *Strategy) ID() string {
return ID
}
@ -136,14 +148,19 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
position := s.Strategy.OrderExecutor.Position()
s.logger.Infof("position: %+v", position)
side := types.SideTypeBuy
takerPrice := ticker.Sell
if position.IsLong() {
side = types.SideTypeSell
takerPrice = ticker.Buy
base := position.GetBase()
if s.TakeProfitByExpectedBaseBalance {
base = baseBalance.Available.Sub(s.ExpectedBaseBalance)
}
if !position.IsDust(takerPrice) {
side := types.SideTypeSell
takerPrice := ticker.Buy
if base.Sign() < 0 {
side = types.SideTypeBuy
takerPrice = ticker.Sell
}
if !s.Market.IsDustQuantity(base, takerPrice) {
s.logger.Infof("%s position is not dust", s.Symbol)
orderForms = append(orderForms, types.SubmitOrder{
@ -151,7 +168,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
Type: types.OrderTypeLimit,
Side: side,
Price: takerPrice,
Quantity: position.GetQuantity(),
Quantity: base.Abs(),
Market: s.Market,
TimeInForce: types.TimeInForceGTC,
Tag: "takeProfit",