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bbgo: use types.KLineWith for roi take profit
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@ -26,22 +26,18 @@ func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrd
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s.orderExecutor = orderExecutor
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position := orderExecutor.Position()
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session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
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if kline.Symbol != position.Symbol || kline.Interval != types.Interval1m {
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return
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}
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session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
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closePrice := kline.Close
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if position.IsClosed() || position.IsDust(closePrice) {
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return
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}
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roi := position.ROI(closePrice)
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if roi.Compare(s.Percentage) > 0 {
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if roi.Compare(s.Percentage) >= 0 {
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// stop loss
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Notify("[RoiTakeProfit] %s take profit is triggered by ROI %s/%s, price: %f", position.Symbol, roi.Percentage(), s.Percentage.Percentage(), kline.Close.Float64())
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_ = orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "roiTakeProfit")
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return
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}
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})
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}))
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}
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