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xdepthmaker: simplify covered handler registration

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c9s 2023-12-20 22:28:20 +08:00
parent 58321e8aa5
commit 3ba1621590
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1 changed files with 7 additions and 10 deletions
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17
pkg/strategy/xdepthmaker/strategy.go
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@ -123,7 +123,7 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
// bbgo.Sync(ctx, s)
})
coveredFunc := func(trade types.Trade, profit, netProfit fixedpoint.Value) {
s.HedgeOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
c := trade.PositionChange()
// sync covered position
@ -133,15 +133,12 @@ func (s *CrossExchangeMarketMakingStrategy) Initialize(
// buy trade -> positive delta ->
// 1) short position -> reduce short position
// 2) short position -> increase short position
if trade.Exchange == s.hedgeSession.ExchangeName {
// TODO: make this atomic
s.mu.Lock()
s.CoveredPosition = s.CoveredPosition.Add(c)
s.mu.Unlock()
}
}
s.MakerOrderExecutor.TradeCollector().OnTrade(coveredFunc)
s.HedgeOrderExecutor.TradeCollector().OnTrade(coveredFunc)
// TODO: make this atomic
s.mu.Lock()
s.CoveredPosition = s.CoveredPosition.Add(c)
s.mu.Unlock()
})
return nil
}