lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 00:35:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

bollmaker: add more logs

Browse Source
This commit is contained in:
c9s 2022-01-27 02:25:23 +08:00
parent aea8f97ab9
commit 4f6e04323f
1 changed files with 4 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
pkg/strategy/bollmaker/strategy.go
View File

@ -346,12 +346,16 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
log.Infof("bollinger band: up %f sma %f down %f", upBand, sma, downBand)
bandPercentage := calculateBandPercentage(upBand, downBand, sma, midPrice.Float64())
log.Infof("mid price band percentage: %f", bandPercentage)
maxExposurePosition, err := s.getCurrentAllowedExposurePosition(bandPercentage)
if err != nil {
log.WithError(err).Errorf("can not calculate CurrentAllowedExposurePosition")
return
}
log.Infof("calculated max exposure position: %f", maxExposurePosition.Float64())
canBuy := hasQuoteBalance && quoteBalance.Available > s.Quantity.Mul(midPrice) && (maxExposurePosition > 0 && base < maxExposurePosition)
canSell := hasBaseBalance && baseBalance.Available > s.Quantity && (maxExposurePosition > 0 && base > -maxExposurePosition)