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Code Issues Actions 2 Packages Projects Releases Wiki Activity

techsignal: adjust funding rate notification

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This commit is contained in:
c9s 2021-10-15 11:13:00 +08:00
parent 4523135012
commit 790b3357d7
1 changed files with 15 additions and 4 deletions
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19
pkg/strategy/techsignal/strategy.go
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@ -82,6 +82,13 @@ func (s *Strategy) Validate() error {
return nil
}
func signedPercentage(val fixedpoint.Value) string {
if val > 0 {
return "+" + val.Percentage()
}
return val.Percentage()
}
func (s *Strategy) listenToFundingRate(ctx context.Context, exchange *binance.Exchange) {
var previousFundingRate, fundingRate24HoursLow *binance.FundingRate
@ -99,7 +106,7 @@ func (s *Strategy) listenToFundingRate(ctx context.Context, exchange *binance.Ex
}
if fundingRate.FundingRate >= s.FundingRate.High {
s.Notifiability.Notify("%s funding rate is too high! %s > %s",
s.Notifiability.Notify("%s funding rate is too high! current %s > threshold %s",
s.Symbol,
fundingRate.FundingRate.Percentage(),
s.FundingRate.High.Percentage(),
@ -107,11 +114,15 @@ func (s *Strategy) listenToFundingRate(ctx context.Context, exchange *binance.Ex
}
if previousFundingRate != nil {
if s.FundingRate.DiffThreshold == 0 {
s.FundingRate.DiffThreshold = fixedpoint.NewFromFloat(0.005 * 0.01)
}
diff := fundingRate.FundingRate - previousFundingRate.FundingRate
if diff > fixedpoint.NewFromFloat(0.001*0.01) {
s.Notifiability.Notify("%s funding rate changed %s -> %s",
if diff > s.FundingRate.DiffThreshold {
s.Notifiability.Notify("%s funding rate changed %s, current funding rate %s",
s.Symbol,
diff.Percentage(),
signedPercentage(diff),
fundingRate.FundingRate.Percentage(),
)
}