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xdepthmaker: adjust covered position when order is canceled

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c9s 2024-09-25 13:36:31 +08:00
parent 60d5126b61
commit 329b8a40d9
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1 changed files with 10 additions and 0 deletions
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10
pkg/strategy/xdepthmaker/strategy.go
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@ -148,6 +148,16 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
// bbgo.Sync(ctx, s)
})
s.HedgeOrderExecutor.ActiveMakerOrders().OnCanceled(func(o types.Order) {
remaining := o.Quantity.Sub(o.ExecutedQuantity)
switch o.Side {
case types.SideTypeSell:
remaining = remaining.Neg()
}
s.CoveredPosition.Sub(remaining)
})
s.HedgeOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
c := trade.PositionChange()