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Merge pull request #499 from austin362667/strategy/bollmaker

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strategy: add bollmaker futures support
This commit is contained in:
Yo-An Lin 2022-04-07 10:11:41 +08:00 committed by GitHub
commit 6c20ec3c85
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2 changed files with 17 additions and 15 deletions
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2
pkg/exchange/binance/convert.go
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@ -273,7 +273,7 @@ func toLocalFuturesOrderType(orderType types.OrderType) (futures.OrderType, erro
// case types.OrderTypeLimitMaker: // case types.OrderTypeLimitMaker:
// return futures.OrderTypeLimitMaker, nil //TODO // return futures.OrderTypeLimitMaker, nil //TODO
case types.OrderTypeLimit: case types.OrderTypeLimit, types.OrderTypeLimitMaker:
return futures.OrderTypeLimit, nil return futures.OrderTypeLimit, nil
// case types.OrderTypeStopLimit: // case types.OrderTypeStopLimit:

30
pkg/strategy/bollmaker/strategy.go
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@ -319,22 +319,24 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice) buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice)
sellOrder := types.SubmitOrder{ sellOrder := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Side: types.SideTypeSell, Side: types.SideTypeSell,
Type: types.OrderTypeLimitMaker, Type: types.OrderTypeLimitMaker,
Quantity: sellQuantity, Quantity: sellQuantity,
Price: askPrice, Price: askPrice,
Market: s.Market, Market: s.Market,
GroupID: s.groupID, GroupID: s.groupID,
TimeInForce: types.TimeInForceGTC,
} }
buyOrder := types.SubmitOrder{ buyOrder := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Side: types.SideTypeBuy, Side: types.SideTypeBuy,
Type: types.OrderTypeLimitMaker, Type: types.OrderTypeLimitMaker,
Quantity: buyQuantity, Quantity: buyQuantity,
Price: bidPrice, Price: bidPrice,
Market: s.Market, Market: s.Market,
GroupID: s.groupID, GroupID: s.groupID,
TimeInForce: types.TimeInForceGTC,
} }
var submitOrders []types.SubmitOrder var submitOrders []types.SubmitOrder