mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
strategy: use stop market to tp instead of stop limit
This commit is contained in:
parent
8782104f1a
commit
861fd84fd4
|
@ -108,7 +108,7 @@ func (control *TrailingStopControl) GenerateStopOrder(quantity fixedpoint.Value)
|
|||
Symbol: control.symbol,
|
||||
Market: control.market,
|
||||
Side: types.SideTypeSell,
|
||||
Type: types.OrderTypeStopLimit,
|
||||
Type: types.OrderTypeStopMarket,
|
||||
Quantity: quantity,
|
||||
MarginSideEffect: control.marginSideEffect,
|
||||
TimeInForce: types.TimeInForceGTC,
|
||||
|
@ -531,12 +531,14 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
|||
orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
|
||||
if err != nil {
|
||||
log.WithError(err).Error("submit profit trailing stop order error")
|
||||
s.Notify("submit %s profit trailing stop order error", s.Symbol)
|
||||
} else {
|
||||
orderIds := orders.IDs()
|
||||
if len(orderIds) > 0 {
|
||||
s.trailingStopControl.OrderID = orderIds[0]
|
||||
} else {
|
||||
log.Error("submit profit trailing stop order error. unknown error")
|
||||
s.Notify("submit %s profit trailing stop order error", s.Symbol)
|
||||
s.trailingStopControl.OrderID = 0
|
||||
}
|
||||
}
|
||||
|
@ -598,7 +600,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
|||
orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base)
|
||||
orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
|
||||
if err != nil {
|
||||
log.WithError(err).Error("submit profit trailing stop order error")
|
||||
log.WithError(err).Error("submit %s profit trailing stop order error", s.Symbol)
|
||||
s.Notify("submit %s profit trailing stop order error", s.Symbol)
|
||||
} else {
|
||||
s.trailingStopControl.OrderID = orders.IDs()[0]
|
||||
}
|
||||
|
@ -732,6 +735,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
|||
|
||||
if _, err := s.submitOrders(ctx, orderExecutor, targetOrders...); err != nil {
|
||||
log.WithError(err).Error("submit profit target order error")
|
||||
s.Notify("submit %s profit trailing stop order error", s.Symbol)
|
||||
return
|
||||
}
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user