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strategy: use stop market to tp instead of stop limit
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parent
8782104f1a
commit
861fd84fd4
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@ -108,7 +108,7 @@ func (control *TrailingStopControl) GenerateStopOrder(quantity fixedpoint.Value)
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Symbol: control.symbol,
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Market: control.market,
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Side: types.SideTypeSell,
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Type: types.OrderTypeStopLimit,
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Type: types.OrderTypeStopMarket,
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Quantity: quantity,
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MarginSideEffect: control.marginSideEffect,
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TimeInForce: types.TimeInForceGTC,
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@ -531,12 +531,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
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if err != nil {
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log.WithError(err).Error("submit profit trailing stop order error")
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s.Notify("submit %s profit trailing stop order error", s.Symbol)
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} else {
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orderIds := orders.IDs()
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if len(orderIds) > 0 {
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s.trailingStopControl.OrderID = orderIds[0]
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} else {
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log.Error("submit profit trailing stop order error. unknown error")
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s.Notify("submit %s profit trailing stop order error", s.Symbol)
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s.trailingStopControl.OrderID = 0
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}
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}
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@ -598,7 +600,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base)
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orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
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if err != nil {
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log.WithError(err).Error("submit profit trailing stop order error")
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log.WithError(err).Error("submit %s profit trailing stop order error", s.Symbol)
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s.Notify("submit %s profit trailing stop order error", s.Symbol)
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} else {
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s.trailingStopControl.OrderID = orders.IDs()[0]
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}
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@ -732,6 +735,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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if _, err := s.submitOrders(ctx, orderExecutor, targetOrders...); err != nil {
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log.WithError(err).Error("submit profit target order error")
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s.Notify("submit %s profit trailing stop order error", s.Symbol)
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return
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}
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}
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