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feature: adapt new strategy controller in support strategy

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This commit is contained in:
Andy Cheng 2022-04-20 19:20:15 +08:00
parent 64766c48f3
commit 389752161d
1 changed files with 48 additions and 60 deletions
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108
pkg/strategy/support/strategy.go
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@ -181,7 +181,7 @@ type Strategy struct {
trailingStopControl *TrailingStopControl
// StrategyController
strategyController bbgo.StrategyController
bbgo.StrategyController
}
func (s *Strategy) ID() string {
@ -212,6 +212,46 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
}
}
func (s *Strategy) CurrentPosition() *types.Position {
return s.state.Position
}
func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
base := s.state.Position.GetBase()
if base.IsZero() {
return fmt.Errorf("no opened %s position", s.state.Position.Symbol)
}
// make it negative
quantity := base.Mul(percentage).Abs()
side := types.SideTypeBuy
if base.Sign() > 0 {
side = types.SideTypeSell
}
if quantity.Compare(s.Market.MinQuantity) < 0 {
return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
}
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: side,
Type: types.OrderTypeMarket,
Quantity: quantity,
Market: s.Market,
}
s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, submitOrder)
createdOrders, err := s.submitOrders(ctx, s.orderExecutor, submitOrder)
if err != nil {
log.WithError(err).Errorf("can not place position close order")
}
s.orderStore.Add(createdOrders...)
return err
}
func (s *Strategy) SaveState() error {
if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil {
return err
@ -350,55 +390,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.orderExecutor = orderExecutor
// StrategyController
s.strategyController.Status = types.StrategyStatusRunning
s.strategyController.OnGetStatus(func() types.StrategyStatus {
return s.strategyController.Status
})
s.strategyController.OnGetPosition(func() *types.Position {
return s.state.Position
})
s.strategyController.OnClosePosition(func(percentage fixedpoint.Value) error {
base := s.state.Position.GetBase()
if base.IsZero() {
return fmt.Errorf("no opened %s position", s.state.Position.Symbol)
}
// make it negative
quantity := base.Mul(percentage).Abs()
side := types.SideTypeBuy
if base.Sign() > 0 {
side = types.SideTypeSell
}
if quantity.Compare(s.Market.MinQuantity) < 0 {
return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
}
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: side,
Type: types.OrderTypeMarket,
Quantity: quantity,
Market: s.Market,
}
s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, submitOrder)
createdOrders, err := s.submitOrders(ctx, s.orderExecutor, submitOrder)
if err != nil {
log.WithError(err).Errorf("can not place position close order")
}
s.orderStore.Add(createdOrders...)
return err
})
s.strategyController.OnSuspend(func() error {
s.strategyController.Status = types.StrategyStatusStopped
s.Status = types.StrategyStatusRunning
s.OnSuspend(func() error {
var err error = nil
// Cancel all order
for _, order := range s.orderStore.Orders() {
@ -422,17 +416,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return err
})
s.strategyController.OnResume(func() error {
s.strategyController.Status = types.StrategyStatusRunning
return nil
})
s.strategyController.OnEmergencyStop(func() error {
s.OnEmergencyStop(func() error {
// Close 100% position
percentage, _ := fixedpoint.NewFromString("100%")
err := s.strategyController.EmitClosePosition(percentage)
err2 := s.strategyController.EmitSuspend()
err := s.ClosePosition(context.Background(), percentage)
err2 := s.Suspend()
if err2 != nil {
if err != nil {
@ -514,7 +502,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Update trailing stop when the position changes
s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
// StrategyController
if s.strategyController.Status != types.StrategyStatusRunning {
if s.Status != types.StrategyStatusRunning {
return
}
@ -566,7 +554,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
// StrategyController
if s.strategyController.Status != types.StrategyStatusRunning {
if s.Status != types.StrategyStatusRunning {
return
}