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all: add lock protected GetBase method for Position
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9b92c8948d
commit
7e2acdc416
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@ -66,7 +66,7 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
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}
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}
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unrealizedProfit := (fixedpoint.NewFromFloat(currentPrice) - position.AverageCost).Mul(position.Base)
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unrealizedProfit := (fixedpoint.NewFromFloat(currentPrice) - position.AverageCost).Mul(position.GetBase())
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return &AverageCostPnlReport{
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Symbol: symbol,
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Market: c.Market,
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@ -77,7 +77,7 @@ func (c *AverageCostCalculator) Calculate(symbol string, trades []types.Trade, c
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BuyVolume: bidVolume,
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SellVolume: askVolume,
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Stock: position.Base.Float64(),
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Stock: position.GetBase().Float64(),
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Profit: totalProfit,
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NetProfit: totalNetProfit,
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UnrealizedProfit: unrealizedProfit,
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@ -131,10 +131,7 @@ func (e *TwapExecution) newBestPriceOrder() (orderForm types.SubmitOrder, err er
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}
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minQuantity := fixedpoint.NewFromFloat(e.market.MinQuantity)
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e.position.Lock()
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base := e.position.Base
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e.position.Unlock()
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base := e.position.GetBase()
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restQuantity := e.TargetQuantity - fixedpoint.Abs(base)
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@ -341,9 +338,7 @@ func (e *TwapExecution) orderUpdater(ctx context.Context) {
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}
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func (e *TwapExecution) cancelContextIfTargetQuantityFilled() bool {
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e.position.Lock()
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base := e.position.Base
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e.position.Unlock()
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base := e.position.GetBase()
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if fixedpoint.Abs(base) >= e.TargetQuantity {
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log.Infof("filled target quantity, canceling the order execution context")
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@ -203,7 +203,7 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
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one := fixedpoint.NewFromFloat(1.0)
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askPrice := midPrice.Mul(one + s.Spread)
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bidPrice := midPrice.Mul(one - s.Spread)
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base := s.state.Position.Base
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base := s.state.Position.GetBase()
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balances := s.session.Account.Balances()
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log.Infof("mid price:%f spread: %s ask:%f bid: %f",
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@ -5,9 +5,10 @@ import (
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"fmt"
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"sync"
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/indicator"
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"github.com/c9s/bbgo/pkg/service"
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"github.com/sirupsen/logrus"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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@ -44,7 +45,7 @@ type PercentageTargetStop struct {
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// GenerateOrders generates the orders from the given targets
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func (stop *PercentageTargetStop) GenerateOrders(market types.Market, pos *types.Position) []types.SubmitOrder {
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var price = pos.AverageCost
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var quantity = pos.Base
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var quantity = pos.GetBase()
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// submit target orders
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var targetOrders []types.SubmitOrder
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@ -252,9 +252,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
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// 1. place bid orders when we already bought too much
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// 2. place ask orders when we already sold too much
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if s.MaxExposurePosition > 0 {
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s.state.Position.Lock()
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pos := s.state.Position.Base
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s.state.Position.Unlock()
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pos := s.state.Position.GetBase()
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if pos < -s.MaxExposurePosition {
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// stop sell if we over-sell
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@ -814,9 +812,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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// uncover position = -5 - -3 (covered position) = -2
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s.tradeCollector.Process()
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s.state.Position.Lock()
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position := s.state.Position.Base
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s.state.Position.Unlock()
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position := s.state.Position.GetBase()
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uncoverPosition := position - s.state.CoveredPosition.AtomicLoad()
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absPos := math.Abs(uncoverPosition.Float64())
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@ -42,6 +42,13 @@ type Position struct {
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sync.Mutex
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}
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func (p *Position) GetBase() (base fixedpoint.Value) {
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p.Lock()
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base = p.Base
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p.Unlock()
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return base
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}
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type FuturesPosition struct {
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Symbol string `json:"symbol"`
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BaseCurrency string `json:"baseCurrency"`
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