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move OrderPriceRiskControl to riskcontrol
This commit is contained in:
parent
5f096bbe0d
commit
8ad85fc365
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@ -1,9 +1,10 @@
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package xfixedmaker
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package riskcontrol
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import (
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import (
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
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indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types"
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log "github.com/sirupsen/logrus"
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)
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)
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type OrderPriceRiskControl struct {
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type OrderPriceRiskControl struct {
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@ -1,4 +1,4 @@
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package xfixedmaker
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package riskcontrol
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import (
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import (
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"testing"
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"testing"
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@ -9,6 +9,7 @@ import (
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/bbgo"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/risk/riskcontrol"
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"github.com/c9s/bbgo/pkg/strategy/common"
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"github.com/c9s/bbgo/pkg/strategy/common"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/types"
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)
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)
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@ -42,7 +43,7 @@ type Strategy struct {
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market types.Market
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market types.Market
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activeOrderBook *bbgo.ActiveOrderBook
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activeOrderBook *bbgo.ActiveOrderBook
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orderPriceRiskControl *OrderPriceRiskControl
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orderPriceRiskControl *riskcontrol.OrderPriceRiskControl
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}
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}
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func (s *Strategy) Defaults() error {
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func (s *Strategy) Defaults() error {
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@ -120,7 +121,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
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s.Strategy.Initialize(ctx, s.Environment, tradingSession, s.market, ID, s.InstanceID())
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s.Strategy.Initialize(ctx, s.Environment, tradingSession, s.market, ID, s.InstanceID())
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s.orderPriceRiskControl = NewOrderPriceRiskControl(
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s.orderPriceRiskControl = riskcontrol.NewOrderPriceRiskControl(
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referenceSession.Indicators(s.Symbol).EMA(s.ReferencePriceEMA),
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referenceSession.Indicators(s.Symbol).EMA(s.ReferencePriceEMA),
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s.OrderPriceLossThreshold,
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s.OrderPriceLossThreshold,
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)
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)
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