From 6285e145a7bbb91bf976e315224d630ac071ac76 Mon Sep 17 00:00:00 2001
From: Andy Cheng <andy.cheng@richsoda.com>
Date: Tue, 31 May 2022 15:46:55 +0800
Subject: [PATCH] strategy: margin side effect

---
 config/supertrend.yaml              |  3 +++
 doc/README.md                       |  1 +
 doc/strategy/supertrend.md          |  3 ++-
 pkg/strategy/supertrend/strategy.go | 19 +++++++++----------
 4 files changed, 15 insertions(+), 11 deletions(-)

diff --git a/config/supertrend.yaml b/config/supertrend.yaml
index 6bacf46b8..f9222df50 100644
--- a/config/supertrend.yaml
+++ b/config/supertrend.yaml
@@ -9,6 +9,9 @@ sessions:
   binance:
     exchange: binance
     envVarPrefix: binance
+    margin: true
+    isolatedMargin: true
+    isolatedMarginSymbol: BTCUSDT
 
 backtest:
   sessions: [binance]
diff --git a/doc/README.md b/doc/README.md
index bac675a10..ade7d4089 100644
--- a/doc/README.md
+++ b/doc/README.md
@@ -22,6 +22,7 @@
 * [Grid](strategy/grid.md) - Grid Strategy Explanation
 * [Interaction](strategy/interaction.md) - Interaction registration for strategies
 * [Price Alert](strategy/pricealert.md) - Send price alert notification on price changes
+* [Supertrend](strategy/supertrend.md) - Supertrend strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter
 * [Support](strategy/support.md) - Support strategy that buys on high volume support
 
 ### Development
diff --git a/doc/strategy/supertrend.md b/doc/strategy/supertrend.md
index 507a87b1f..01421c94f 100644
--- a/doc/strategy/supertrend.md
+++ b/doc/strategy/supertrend.md
@@ -1,7 +1,8 @@
 ### Supertrend Strategy
 
 This strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter.
-This strategy needs margin enabled in order to submit short orders, but you can use `leverage` parameter to limit your risk.
+Supertrend strategy needs margin enabled in order to submit short orders, and you can use `leverage` parameter to limit your risk.
+**Please note, using leverage higher than 1 is highly risky.**
 
 
 #### Parameters
diff --git a/pkg/strategy/supertrend/strategy.go b/pkg/strategy/supertrend/strategy.go
index 60da26c59..2c7dc07cf 100644
--- a/pkg/strategy/supertrend/strategy.go
+++ b/pkg/strategy/supertrend/strategy.go
@@ -13,8 +13,6 @@ import (
 	"sync"
 )
 
-// TODO: Margin side effect
-
 const ID = "supertrend"
 
 const stateKey = "state-v1"
@@ -210,7 +208,7 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
 		return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
 	}
 
-	orderForm := s.GenerateOrderForm(side, quantity)
+	orderForm := s.GenerateOrderForm(side, quantity, types.SideEffectTypeAutoRepay)
 
 	s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, orderForm)
 
@@ -264,13 +262,14 @@ func (s *Strategy) UpdateIndicators(kline types.KLine) {
 	}
 }
 
-func (s *Strategy) GenerateOrderForm(side types.SideType, quantity fixedpoint.Value) types.SubmitOrder {
+func (s *Strategy) GenerateOrderForm(side types.SideType, quantity fixedpoint.Value, marginOrderSideEffect types.MarginOrderSideEffectType) types.SubmitOrder {
 	orderForm := types.SubmitOrder{
-		Symbol:   s.Symbol,
-		Market:   s.Market,
-		Side:     side,
-		Type:     types.OrderTypeMarket,
-		Quantity: quantity,
+		Symbol:           s.Symbol,
+		Market:           s.Market,
+		Side:             side,
+		Type:             types.OrderTypeMarket,
+		Quantity:         quantity,
+		MarginSideEffect: marginOrderSideEffect,
 	}
 
 	return orderForm
@@ -432,7 +431,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 				s.session.GetAccount().UpdateBalances(balances)
 			}
 
-			orderForm := s.GenerateOrderForm(side, s.CalculateQuantity(kline.GetClose()))
+			orderForm := s.GenerateOrderForm(side, s.CalculateQuantity(kline.GetClose()), types.SideEffectTypeMarginBuy)
 			log.Infof("submit open position order %v", orderForm)
 			order, err := orderExecutor.SubmitOrders(ctx, orderForm)
 			if err != nil {