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fix/order-executor: ClosePosition() works on futures position

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This commit is contained in:
Andy Cheng 2022-10-07 13:06:32 +08:00
parent 34866ce7cc
commit 7a80b90dac
1 changed files with 24 additions and 14 deletions
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38
pkg/bbgo/order_executor_general.go
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@ -407,22 +407,32 @@ func (e *GeneralOrderExecutor) ClosePosition(ctx context.Context, percentage fix
atomic.AddInt64(&e.closing, 1) atomic.AddInt64(&e.closing, 1)
defer atomic.StoreInt64(&e.closing, 0) defer atomic.StoreInt64(&e.closing, 0)
// check base balance and adjust the close position order if e.session.Futures { // Futures: Use base qty in e.position
if e.position.IsLong() { submitOrder.Quantity = e.position.GetBase().Abs()
if baseBalance, ok := e.session.Account.Balance(e.position.Market.BaseCurrency); ok { submitOrder.ReduceOnly = true
submitOrder.Quantity = fixedpoint.Min(submitOrder.Quantity, baseBalance.Available) if e.position.IsLong() {
submitOrder.Side = types.SideTypeSell
} else {
submitOrder.Side = types.SideTypeBuy
} }
if submitOrder.Quantity.IsZero() { } else { // Spot and spot margin
return fmt.Errorf("insufficient base balance, can not sell: %+v", submitOrder) // check base balance and adjust the close position order
} if e.position.IsLong() {
} else if e.position.IsShort() { if baseBalance, ok := e.session.Account.Balance(e.position.Market.BaseCurrency); ok {
// TODO: check quote balance here, we also need the current price to validate, need to design. submitOrder.Quantity = fixedpoint.Min(submitOrder.Quantity, baseBalance.Available)
/*
if quoteBalance, ok := e.session.Account.Balance(e.position.Market.QuoteCurrency); ok {
// AdjustQuantityByMaxAmount(submitOrder.Quantity, quoteBalance.Available)
// submitOrder.Quantity = fixedpoint.Min(submitOrder.Quantity,)
} }
*/ if submitOrder.Quantity.IsZero() {
return fmt.Errorf("insufficient base balance, can not sell: %+v", submitOrder)
}
} else if e.position.IsShort() {
// TODO: check quote balance here, we also need the current price to validate, need to design.
/*
if quoteBalance, ok := e.session.Account.Balance(e.position.Market.QuoteCurrency); ok {
// AdjustQuantityByMaxAmount(submitOrder.Quantity, quoteBalance.Available)
// submitOrder.Quantity = fixedpoint.Min(submitOrder.Quantity,)
}
*/
}
} }
tagStr := strings.Join(tags, ",") tagStr := strings.Join(tags, ",")