strategy: margin side effect

config/supertrend.yaml

@@ -9,6 +9,9 @@ sessions:
   binance:
     exchange: binance
     envVarPrefix: binance
+    margin: true
+    isolatedMargin: true
+    isolatedMarginSymbol: BTCUSDT
 
 backtest:
   sessions: [binance]

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

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

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,
+		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 {