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xbalance: configure middle value automatically from total value

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This commit is contained in:
c9s 2021-08-16 12:52:12 +08:00
parent 732281b55d
commit 5a0ae6773c
1 changed files with 15 additions and 2 deletions
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17
pkg/strategy/xbalance/strategy.go
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@ -164,7 +164,6 @@ func (s *Strategy) ID() string {
func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {}
func (s *Strategy) checkBalance(ctx context.Context, sessions map[string]*bbgo.ExchangeSession) {
s.Notifiability.Notify("📝 Checking %s low balance level exchange session...", s.Asset)
lowLevelSession, lowLevelBalance, err := s.findLowBalanceLevelSession(sessions)
@ -180,7 +179,20 @@ func (s *Strategy) checkBalance(ctx context.Context, sessions map[string]*bbgo.E
s.Notifiability.Notify("⚠️ Found low level %s balance from session %s: %s", s.Asset, lowLevelSession.Name, lowLevelBalance.String())
requiredAmount := s.Middle - lowLevelBalance.Available
middle := s.Middle
if middle == 0 {
var total fixedpoint.Value
for _, session := range sessions {
if b, ok := session.Account.Balance(s.Asset); ok {
total += b.Total()
}
}
middle = total.DivFloat64(float64(len(sessions)))
s.Notifiability.Notify("Total value %f %s, setting middle to %f", total.Float64(), s.Asset, middle.Float64())
}
requiredAmount := middle - lowLevelBalance.Available
s.Notifiability.Notify("Need %f %s to satisfy the middle balance level %f", requiredAmount.Float64(), s.Asset, s.Middle.Float64())
@ -205,6 +217,7 @@ func (s *Strategy) checkBalance(ctx context.Context, sessions map[string]*bbgo.E
toAddress, ok := s.Addresses[lowLevelSession.Name]
if !ok {
log.Errorf("%s address of session %s not found", s.Asset, lowLevelSession.Name)
s.Notifiability.Notify("%s address of session %s not found", s.Asset, lowLevelSession.Name)
return
}