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use new bbgo position for calculating profits

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c9s 2021-05-09 18:46:09 +08:00
parent f44d85d704
commit 569bbfea54
1 changed files with 17 additions and 3 deletions
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20
pkg/strategy/xmaker/strategy.go
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@ -36,6 +36,7 @@ func (s *Strategy) ID() string {
type State struct {
HedgePosition fixedpoint.Value `json:"hedgePosition"`
Position *bbgo.Position `json:"position,omitempty"`
}
type Strategy struct {
@ -342,8 +343,13 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
}
log.Infof("identified trade %d with an existing order: %d", trade.ID, trade.OrderID)
s.Notify("identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
s.Notify("Identified %s trade %d with an existing order: %d", trade.Symbol, trade.ID, trade.OrderID)
if profit, madeProfit := s.state.Position.AddTrade(trade) ; madeProfit {
s.Notify("%s trade just made profit %f %s", profit, s.state.Position.QuoteCurrency)
} else {
s.Notify("%s trade modified the position average cost to %f %s", s.state.Position.AverageCost.Float64(), s.state.Position.QuoteCurrency)
}
s.state.HedgePosition.AtomicAdd(q)
@ -351,7 +357,6 @@ func (s *Strategy) handleTradeUpdate(trade types.Trade) {
log.Warnf("%s position changed: %f", s.Symbol, pos.Float64())
s.Notifiability.Notify("%s position is changed to %f", s.Symbol, pos.Float64())
s.lastPrice = trade.Price
}
@ -436,6 +441,15 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
s.Notify("position is restored => %f", s.state.HedgePosition.Float64())
}
// if position is nil, we need to allocate a new position for calculation
if s.state.Position == nil {
s.state.Position = &bbgo.Position{
Symbol: s.Symbol,
BaseCurrency: s.makerMarket.BaseCurrency,
QuoteCurrency: s.makerMarket.QuoteCurrency,
}
}
s.book = types.NewStreamBook(s.Symbol)
s.book.BindStream(s.sourceSession.Stream)