lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

xfunding: use closePosition option when only dust left in the futures position

Browse Source
This commit is contained in:
c9s 2023-06-16 16:18:17 +08:00
parent d730340b7a
commit 7904c73c53
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 27 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

35
pkg/strategy/xfunding/strategy.go
View File

@ -638,10 +638,25 @@ func (s *Strategy) reduceFuturesPosition(ctx context.Context) {
if futuresBase.Compare(fixedpoint.Zero) < 0 {
orderPrice := ticker.Buy
orderQuantity := futuresBase.Abs()
// orderQuantity = fixedpoint.Max(orderQuantity, s.minQuantity)
orderQuantity = fixedpoint.Max(orderQuantity, s.minQuantity)
orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Infof("skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimitMaker,
Price: orderPrice,
Market: s.futuresMarket,
// quantity: Cannot be sent with closePosition=true(Close-All)
// reduceOnly: Cannot be sent with closePosition=true
ClosePosition: true,
}
if _, err := s.futuresOrderExecutor.SubmitOrders(ctx, submitOrder); err != nil {
log.WithError(err).Errorf("can not submit futures order with close position: %+v", submitOrder)
}
return
}
@ -722,7 +737,8 @@ func (s *Strategy) syncFuturesPosition(ctx context.Context) {
}
// if - futures position < max futures position, increase it
if futuresBase.Neg().Compare(maxFuturesBasePosition) >= 0 {
// posDiff := futuresBase.Abs().Sub(maxFuturesBasePosition)
if futuresBase.Abs().Compare(maxFuturesBasePosition) >= 0 {
s.setPositionState(PositionReady)
bbgo.Notify("Position Ready")
@ -746,12 +762,15 @@ func (s *Strategy) syncFuturesPosition(ctx context.Context) {
log.Infof("position diff quantity: %s", diffQuantity.String())
orderQuantity := diffQuantity
// orderQuantity := fixedpoint.Max(diffQuantity, s.minQuantity)
orderQuantity = fixedpoint.Max(diffQuantity, s.minQuantity)
orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Warnf("unexpected dust quantity, skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)
return
}
/*
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Warnf("unexpected dust quantity, skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)
return
}
*/
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,