From 46b766857a05a8e5f9a812850b0fb7b5f448a766 Mon Sep 17 00:00:00 2001 From: c9s Date: Sun, 5 Jun 2022 12:40:08 +0800 Subject: [PATCH] pivotshort: always collect trades after submitting orders --- pkg/strategy/pivotshort/strategy.go | 16 +++++++--------- 1 file changed, 7 insertions(+), 9 deletions(-) diff --git a/pkg/strategy/pivotshort/strategy.go b/pkg/strategy/pivotshort/strategy.go index 738597bd9..75966652c 100644 --- a/pkg/strategy/pivotshort/strategy.go +++ b/pkg/strategy/pivotshort/strategy.go @@ -104,7 +104,7 @@ func (s *Strategy) placeOrder(ctx context.Context, lastLow fixedpoint.Value, lim } s.orderStore.Add(createdOrders...) s.activeMakerOrders.Add(createdOrders...) - // s.tradeCollector.Process() + s.tradeCollector.Process() } func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error { @@ -167,13 +167,14 @@ func (s *Strategy) getValidPivotLow(price fixedpoint.Value) fixedpoint.Value { func (s *Strategy) placeLayerOrder(ctx context.Context, lastLow fixedpoint.Value, limitPrice fixedpoint.Value, currentPrice fixedpoint.Value, orderExecutor bbgo.OrderExecutor) { futuresMode := s.session.Futures || s.session.IsolatedFutures - d := s.Entry.CatBounceRatio.Div(s.Entry.NumLayers) + numLayers := fixedpoint.NewFromInt(int64(s.Entry.NumLayers)) + d := s.Entry.CatBounceRatio.Div(numLayers) q := s.Entry.Quantity if !s.TotalQuantity.IsZero() { - q = s.TotalQuantity.Div(s.Entry.NumLayers) + q = s.TotalQuantity.Div(numLayers) } - for i := 0; i < int(s.Entry.NumLayers.Float64()); i++ { + for i := 0; i < s.Entry.NumLayers; i++ { balances := s.session.GetAccount().Balances() quoteBalance, _ := balances[s.Market.QuoteCurrency] baseBalance, _ := balances[s.Market.BaseCurrency] @@ -184,19 +185,16 @@ func (s *Strategy) placeLayerOrder(ctx context.Context, lastLow fixedpoint.Value // log.Infof("futures mode on") if q.Mul(p).Compare(quoteBalance.Available) <= 0 { s.placeOrder(ctx, lastLow, p, currentPrice, q, orderExecutor) - s.tradeCollector.Process() } } else if s.Environment.IsBackTesting() { // log.Infof("spot backtest mode on") if q.Compare(baseBalance.Available) <= 0 { s.placeOrder(ctx, lastLow, p, currentPrice, q, orderExecutor) - s.tradeCollector.Process() } } else { // log.Infof("spot mode on") if q.Compare(baseBalance.Available) <= 0 { s.placeOrder(ctx, lastLow, p, currentPrice, q, orderExecutor) - s.tradeCollector.Process() } } } @@ -268,7 +266,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se session.UserDataStream.OnStart(func() { if price, ok := session.LastPrice(s.Symbol); ok { limitPrice := s.getValidPivotLow(price) - log.Infof("init %s place limit sell start from %f adds up to %f percent with %f layers of orders", s.Symbol, limitPrice.Float64(), s.Entry.CatBounceRatio.Mul(fixedpoint.NewFromInt(100)).Float64(), s.Entry.NumLayers.Float64()) + log.Infof("init %s place limit sell start from %f adds up to %f percent with %d layers of orders", s.Symbol, limitPrice.Float64(), s.Entry.CatBounceRatio.Mul(fixedpoint.NewFromInt(100)).Float64(), s.Entry.NumLayers) s.placeLayerOrder(ctx, s.LastLow, limitPrice, price, orderExecutor) } }) @@ -312,7 +310,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se } limitPrice := s.getValidPivotLow(kline.Close) - log.Infof("%s place limit sell start from %f adds up to %f percent with %f layers of orders", s.Symbol, limitPrice.Float64(), s.Entry.CatBounceRatio.Mul(fixedpoint.NewFromInt(100)).Float64(), s.Entry.NumLayers.Float64()) + log.Infof("%s place limit sell start from %f adds up to %f percent with %d layers of orders", s.Symbol, limitPrice.Float64(), s.Entry.CatBounceRatio.Mul(fixedpoint.NewFromInt(100)).Float64(), s.Entry.NumLayers) s.placeLayerOrder(ctx, s.LastLow, limitPrice, kline.Close, orderExecutor) // s.placeOrder(ctx, lastLow.Mul(fixedpoint.One.Add(s.CatBounceRatio)), s.Quantity, orderExecutor) }