lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-14 02:53:50 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

strategy: add PositionCloser function for support strategy

Browse Source
This commit is contained in:
Andy Cheng 2022-03-15 19:19:44 +08:00
parent c9fe182c36
commit 72a6877094
No known key found for this signature in database
GPG Key ID: 936427CF651A9D28
1 changed files with 40 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

40
pkg/strategy/support/strategy.go
View File

@ -166,6 +166,8 @@ type Strategy struct {
ScaleQuantity *bbgo.PriceVolumeScale `json:"scaleQuantity"` ScaleQuantity *bbgo.PriceVolumeScale `json:"scaleQuantity"`
orderExecutor bbgo.OrderExecutor
tradeCollector *bbgo.TradeCollector tradeCollector *bbgo.TradeCollector
orderStore *bbgo.OrderStore orderStore *bbgo.OrderStore
@ -211,6 +213,42 @@ func (s *Strategy) CurrentPosition() *types.Position {
return s.state.Position return s.state.Position
} }
func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
base := s.state.Position.GetBase()
if base.IsZero() {
return fmt.Errorf("no opened %s position", s.state.Position.Symbol)
}
// make it negative
quantity := base.Mul(percentage).Abs()
side := types.SideTypeBuy
if base.Sign() > 0 {
side = types.SideTypeSell
}
if quantity.Compare(s.Market.MinQuantity) < 0 {
return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
}
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: side,
Type: types.OrderTypeMarket,
Quantity: quantity,
Market: s.Market,
}
s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, submitOrder)
createdOrders, err := s.submitOrders(ctx, s.orderExecutor, submitOrder)
if err != nil {
log.WithError(err).Errorf("can not place position close order")
}
s.orderStore.Add(createdOrders...)
return err
}
func (s *Strategy) SaveState() error { func (s *Strategy) SaveState() error {
if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil { if err := s.Persistence.Save(s.state, ID, s.Symbol, stateKey); err != nil {
return err return err
@ -344,6 +382,8 @@ func (s *Strategy) calculateQuantity(session *bbgo.ExchangeSession, side types.S
} }
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
s.orderExecutor = orderExecutor
// set default values // set default values
if s.Interval == "" { if s.Interval == "" {
s.Interval = types.Interval5m s.Interval = types.Interval5m