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pivotshort: adjust layer price calculation

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c9s 2022-07-03 15:44:37 +08:00
parent a408b20eda
commit 74cac6e977
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 3 additions and 5 deletions
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8
pkg/strategy/pivotshort/resistance.go
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@ -112,7 +112,6 @@ func (s *ResistanceShort) findNextResistancePriceAndPlaceOrders(closePrice fixed
ctx := context.Background()
resistanceUpdated := s.updateNextResistancePrice(closePrice)
if resistanceUpdated {
// TODO: consider s.activeOrders.NumOfOrders() > 0
bbgo.Notify("Found next resistance price: %f, updating resistance order...", s.currentResistancePrice.Float64())
s.placeResistanceOrders(ctx, s.currentResistancePrice)
}
@ -140,6 +139,7 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
log.Infof("placing resistance orders: resistance price = %f, layer quantity = %f, num of layers = %d", resistancePrice.Float64(), quantity.Float64(), numLayers)
var sellPriceStart = resistancePrice.Mul(fixedpoint.One.Add(s.Ratio))
var orderForms []types.SubmitOrder
for i := 0; i < numLayers; i++ {
balances := s.session.GetAccount().Balances()
@ -148,13 +148,11 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
_ = quoteBalance
_ = baseBalance
// price = (resistance_price * (1.0 + ratio)) * ((1.0 + layerSpread) * i)
price := resistancePrice.Mul(fixedpoint.One.Add(s.Ratio))
spread := layerSpread.Mul(fixedpoint.NewFromInt(int64(i)))
price = price.Add(spread)
price := sellPriceStart.Mul(one.Add(spread))
log.Infof("price = %f", price.Float64())
log.Infof("placing bounce short order #%d: price = %f, quantity = %f", i, price.Float64(), quantity.Float64())
log.Infof("placing resistance short order #%d: price = %f, quantity = %f", i, price.Float64(), quantity.Float64())
orderForms = append(orderForms, types.SubmitOrder{
Symbol: s.Symbol,