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Merge pull request #499 from austin362667/strategy/bollmaker
strategy: add bollmaker futures support
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commit
6c20ec3c85
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@ -273,7 +273,7 @@ func toLocalFuturesOrderType(orderType types.OrderType) (futures.OrderType, erro
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// case types.OrderTypeLimitMaker:
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// return futures.OrderTypeLimitMaker, nil //TODO
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case types.OrderTypeLimit:
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case types.OrderTypeLimit, types.OrderTypeLimitMaker:
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return futures.OrderTypeLimit, nil
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// case types.OrderTypeStopLimit:
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@ -319,22 +319,24 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
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buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice)
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sellOrder := types.SubmitOrder{
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Symbol: s.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimitMaker,
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Quantity: sellQuantity,
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Price: askPrice,
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Market: s.Market,
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GroupID: s.groupID,
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Symbol: s.Symbol,
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Side: types.SideTypeSell,
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Type: types.OrderTypeLimitMaker,
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Quantity: sellQuantity,
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Price: askPrice,
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Market: s.Market,
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GroupID: s.groupID,
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TimeInForce: types.TimeInForceGTC,
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}
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buyOrder := types.SubmitOrder{
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Symbol: s.Symbol,
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimitMaker,
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Quantity: buyQuantity,
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Price: bidPrice,
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Market: s.Market,
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GroupID: s.groupID,
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Symbol: s.Symbol,
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimitMaker,
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Quantity: buyQuantity,
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Price: bidPrice,
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Market: s.Market,
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GroupID: s.groupID,
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TimeInForce: types.TimeInForceGTC,
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}
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var submitOrders []types.SubmitOrder
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