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strategy: use stop market to tp instead of stop limit

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This commit is contained in:
Andy Cheng 2022-03-31 11:10:53 +08:00
parent 8782104f1a
commit 861fd84fd4
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GPG Key ID: 936427CF651A9D28
1 changed files with 6 additions and 2 deletions
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8
pkg/strategy/support/strategy.go
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@ -108,7 +108,7 @@ func (control *TrailingStopControl) GenerateStopOrder(quantity fixedpoint.Value)
Symbol: control.symbol, Symbol: control.symbol,
Market: control.market, Market: control.market,
Side: types.SideTypeSell, Side: types.SideTypeSell,
Type: types.OrderTypeStopLimit, Type: types.OrderTypeStopMarket,
Quantity: quantity, Quantity: quantity,
MarginSideEffect: control.marginSideEffect, MarginSideEffect: control.marginSideEffect,
TimeInForce: types.TimeInForceGTC, 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) orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil { if err != nil {
log.WithError(err).Error("submit profit trailing stop order error") log.WithError(err).Error("submit profit trailing stop order error")
s.Notify("submit %s profit trailing stop order error", s.Symbol)
} else { } else {
orderIds := orders.IDs() orderIds := orders.IDs()
if len(orderIds) > 0 { if len(orderIds) > 0 {
s.trailingStopControl.OrderID = orderIds[0] s.trailingStopControl.OrderID = orderIds[0]
} else { } else {
log.Error("submit profit trailing stop order error. unknown error") 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 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) orderForm := s.trailingStopControl.GenerateStopOrder(s.state.Position.Base)
orders, err := s.submitOrders(ctx, orderExecutor, orderForm) orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil { 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 { } else {
s.trailingStopControl.OrderID = orders.IDs()[0] 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 { if _, err := s.submitOrders(ctx, orderExecutor, targetOrders...); err != nil {
log.WithError(err).Error("submit profit target order error") log.WithError(err).Error("submit profit target order error")
s.Notify("submit %s profit trailing stop order error", s.Symbol)
return return
} }
} }