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grid2: add GridProfitStats

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c9s 2022-11-14 16:28:07 +08:00
parent 4c8db08ccc
commit 7fec736e7a
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1 changed files with 18 additions and 6 deletions
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24
pkg/strategy/grid2/strategy.go
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@ -27,6 +27,13 @@ func init() {
bbgo.RegisterStrategy(ID, &Strategy{}) bbgo.RegisterStrategy(ID, &Strategy{})
} }
type GridProfitStats struct {
TotalProfit fixedpoint.Value `json:"totalProfit"`
FloatProfit fixedpoint.Value `json:"floatProfit"`
GridProfit fixedpoint.Value `json:"gridProfit"`
ArbitrageCount int `json:"arbitrageCount"`
}
type Strategy struct { type Strategy struct {
Environment *bbgo.Environment Environment *bbgo.Environment
@ -169,16 +176,16 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
return nil return nil
} }
func (s *Strategy) calculateRequiredInvestment(baseInvestment, quoteInvestment, totalBaseBalance, totalQuoteBalance fixedpoint.Value) {
}
func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSession) error { func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSession) error {
lastPrice, err := s.getLastTradePrice(ctx, session) lastPrice, err := s.getLastTradePrice(ctx, session)
if err != nil { if err != nil {
return errors.Wrap(err, "failed to get the last trade price") return errors.Wrap(err, "failed to get the last trade price")
} }
// shift 1 grid because we will start from the buy order
// if the buy order is filled, then we will submit another sell order at the higher grid.
quantityOrAmountIsSet := s.QuantityOrAmount.IsSet()
// check if base and quote are enough // check if base and quote are enough
baseBalance, ok := session.Account.Balance(s.Market.BaseCurrency) baseBalance, ok := session.Account.Balance(s.Market.BaseCurrency)
if !ok { if !ok {
@ -192,7 +199,11 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
totalBase := baseBalance.Available totalBase := baseBalance.Available
totalQuote := quoteBalance.Available totalQuote := quoteBalance.Available
s.calculateRequiredInvestment(s.BaseInvestment, s.QuoteInvestment, totalBase, totalQuote)
// shift 1 grid because we will start from the buy order
// if the buy order is filled, then we will submit another sell order at the higher grid.
quantityOrAmountIsSet := s.QuantityOrAmount.IsSet()
if quantityOrAmountIsSet { if quantityOrAmountIsSet {
requiredBase := fixedpoint.Zero requiredBase := fixedpoint.Zero
requiredQuote := fixedpoint.Zero requiredQuote := fixedpoint.Zero
@ -201,7 +212,8 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
price := fixedpoint.Value(pin) price := fixedpoint.Value(pin)
if price.Compare(lastPrice) >= 0 { if price.Compare(lastPrice) >= 0 {
// sell orders // for orders that sell
// if we still have the base balance
if requiredBase.Compare(totalBase) < 0 { if requiredBase.Compare(totalBase) < 0 {
if q := s.QuantityOrAmount.Quantity; !q.IsZero() { if q := s.QuantityOrAmount.Quantity; !q.IsZero() {
requiredBase = requiredBase.Add(s.QuantityOrAmount.Quantity) requiredBase = requiredBase.Add(s.QuantityOrAmount.Quantity)
@ -220,7 +232,7 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
} }
} }
} else { } else {
// buy orders // for orders that buy
if q := s.QuantityOrAmount.Quantity; !q.IsZero() { if q := s.QuantityOrAmount.Quantity; !q.IsZero() {
requiredQuote = requiredQuote.Add(q.Mul(price)) requiredQuote = requiredQuote.Add(q.Mul(price))
} else if amount := s.QuantityOrAmount.Amount; !amount.IsZero() { } else if amount := s.QuantityOrAmount.Amount; !amount.IsZero() {