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xfunding: correct method names

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c9s 2023-03-23 13:02:22 +08:00
parent 20cd73e6ad
commit 80c30d15a0
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1 changed files with 60 additions and 54 deletions
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114
pkg/strategy/xfunding/strategy.go
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@ -362,14 +362,17 @@ func (s *Strategy) transferIn(ctx context.Context, ex *binance.Exchange, trade t
func (s *Strategy) triggerPositionAction(ctx context.Context) {
switch s.positionAction {
case PositionOpening:
s.syncSpotPosition(ctx)
s.increaseSpotPosition(ctx)
s.syncFuturesPosition(ctx)
case PositionClosing:
s.syncFuturesPosition(ctx)
s.reduceFuturesPosition(ctx)
s.syncSpotPosition(ctx)
}
}
func (s *Strategy) reduceFuturesPosition(ctx context.Context) {}
// syncFuturesPosition syncs the futures position with the given spot position
func (s *Strategy) syncFuturesPosition(ctx context.Context) {
_ = s.futuresOrderExecutor.GracefulCancel(ctx)
@ -380,73 +383,76 @@ func (s *Strategy) syncFuturesPosition(ctx context.Context) {
}
switch s.positionAction {
case PositionClosing:
return
case PositionOpening, PositionNoOp:
}
case PositionOpening:
if s.positionType != types.PositionShort {
return
}
if s.positionType != types.PositionShort {
spotBase := s.SpotPosition.GetBase() // should be positive base quantity here
futuresBase := s.FuturesPosition.GetBase() // should be negative base quantity here
if spotBase.IsZero() {
// skip when spot base is zero
return
}
log.Infof("position comparision: %s (spot) <=> %s (futures)", spotBase.String(), futuresBase.String())
if futuresBase.Sign() > 0 {
// unexpected error
log.Errorf("unexpected futures position (got positive, expecting negative)")
return
}
// compare with the spot position and increase the position
quoteValue, err := bbgo.CalculateQuoteQuantity(ctx, s.futuresSession, s.futuresMarket.QuoteCurrency, s.Leverage)
if err != nil {
log.WithError(err).Errorf("can not calculate futures account quote value")
return
}
log.Infof("calculated futures account quote value = %s", quoteValue.String())
if spotBase.Sign() > 0 && futuresBase.Neg().Compare(spotBase) < 0 {
orderPrice := ticker.Sell
diffQuantity := spotBase.Sub(futuresBase.Neg().Mul(s.Leverage))
log.Infof("position diff quantity: %s", diffQuantity.String())
orderQuantity := fixedpoint.Max(diffQuantity, s.futuresMarket.MinQuantity)
orderQuantity = bbgo.AdjustQuantityByMinAmount(orderQuantity, orderPrice, s.futuresMarket.MinNotional)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Infof("skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)
return
}
spotBase := s.SpotPosition.GetBase() // should be positive base quantity here
futuresBase := s.FuturesPosition.GetBase() // should be negative base quantity here
createdOrders, err := s.futuresOrderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeSell,
Type: types.OrderTypeLimitMaker,
Quantity: orderQuantity,
Price: orderPrice,
Market: s.futuresMarket,
// TimeInForce: types.TimeInForceGTC,
})
if spotBase.IsZero() {
// skip when spot base is zero
return
}
log.Infof("position comparision: %s (spot) <=> %s (futures)", spotBase.String(), futuresBase.String())
if futuresBase.Sign() > 0 {
// unexpected error
log.Errorf("unexpected futures position (got positive, expecting negative)")
return
}
// compare with the spot position and increase the position
quoteValue, err := bbgo.CalculateQuoteQuantity(ctx, s.futuresSession, s.futuresMarket.QuoteCurrency, s.Leverage)
if err != nil {
log.WithError(err).Errorf("can not calculate futures account quote value")
log.WithError(err).Errorf("can not submit order")
return
}
log.Infof("calculated futures account quote value = %s", quoteValue.String())
if spotBase.Sign() > 0 && futuresBase.Neg().Compare(spotBase) < 0 {
orderPrice := ticker.Sell
diffQuantity := spotBase.Sub(futuresBase.Neg().Mul(s.Leverage))
log.Infof("position diff quantity: %s", diffQuantity.String())
orderQuantity := fixedpoint.Max(diffQuantity, s.futuresMarket.MinQuantity)
orderQuantity = bbgo.AdjustQuantityByMinAmount(orderQuantity, orderPrice, s.futuresMarket.MinNotional)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Infof("skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)
return
}
createdOrders, err := s.futuresOrderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeSell,
Type: types.OrderTypeLimitMaker,
Quantity: orderQuantity,
Price: orderPrice,
Market: s.futuresMarket,
// TimeInForce: types.TimeInForceGTC,
})
if err != nil {
log.WithError(err).Errorf("can not submit order")
return
}
log.Infof("created orders: %+v", createdOrders)
}
log.Infof("created orders: %+v", createdOrders)
}
}
func (s *Strategy) syncSpotPosition(ctx context.Context) {
}
func (s *Strategy) increaseSpotPosition(ctx context.Context) {
ticker, err := s.spotSession.Exchange.QueryTicker(ctx, s.Symbol)
if err != nil {
log.WithError(err).Errorf("can not query ticker")