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replace threshold with minBaseBalance

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This commit is contained in:
narumi 2024-06-18 17:30:34 +08:00
parent e953a04638
commit 4dc28ec16a
2 changed files with 17 additions and 11 deletions
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2
config/autobuy.yaml
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@ -5,7 +5,7 @@ exchangeStrategies:
autobuy: autobuy:
symbol: MAXTWD symbol: MAXTWD
schedule: "@every 1s" schedule: "@every 1s"
threshold: 200 minBaseBalance: 200
# price type: LAST, BUY, SELL, MID, TAKER, MAKER # price type: LAST, BUY, SELL, MID, TAKER, MAKER
priceType: BUY priceType: BUY

26
pkg/strategy/autobuy/strategy.go
View File

@ -28,12 +28,15 @@ type Strategy struct {
Environment *bbgo.Environment Environment *bbgo.Environment
Market types.Market Market types.Market
Symbol string `json:"symbol"` Symbol string `json:"symbol"`
Schedule string `json:"schedule"` Schedule string `json:"schedule"`
Threshold fixedpoint.Value `json:"threshold"` MinBaseBalance fixedpoint.Value `json:"minBaseBalance"`
PriceType types.PriceType `json:"priceType"` PriceType types.PriceType `json:"priceType"`
Bollinger *types.BollingerSetting `json:"bollinger"` Bollinger *types.BollingerSetting `json:"bollinger"`
DryRun bool `json:"dryRun"` DryRun bool `json:"dryRun"`
// Deprecated, to be replaced by MinBaseBalance
Threshold fixedpoint.Value `json:"threshold"`
bbgo.QuantityOrAmount bbgo.QuantityOrAmount
@ -45,6 +48,10 @@ func (s *Strategy) Initialize() error {
if s.Strategy == nil { if s.Strategy == nil {
s.Strategy = &common.Strategy{} s.Strategy = &common.Strategy{}
} }
if s.Threshold.Sign() > 0 && s.MinBaseBalance.IsZero() {
s.MinBaseBalance = s.Threshold
}
return nil return nil
} }
@ -87,7 +94,6 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) { bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
defer wg.Done() defer wg.Done()
s.cancelOrders(ctx) s.cancelOrders(ctx)
bbgo.Sync(ctx, s)
}) })
s.cron = cron.New() s.cron = cron.New()
@ -129,11 +135,11 @@ func (s *Strategy) autobuy(ctx context.Context) {
return return
} }
if balance.Available.Compare(s.Threshold) > 0 { if balance.Available.Compare(s.MinBaseBalance) > 0 {
log.Infof("balance %s is higher than threshold %s", balance.Available.String(), s.Threshold.String()) log.Infof("balance %s is higher than minBaseBalance %s", balance.Available.String(), s.MinBaseBalance.String())
return return
} }
log.Infof("balance %s is lower than threshold %s", balance.Available.String(), s.Threshold.String()) log.Infof("balance %s is lower than minBaseBalance %s", balance.Available.String(), s.MinBaseBalance.String())
quantity := s.CalculateQuantity(price) quantity := s.CalculateQuantity(price)
submitOrder := types.SubmitOrder{ submitOrder := types.SubmitOrder{