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xfunding: pull out premium check to detectPremiumIndex
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parent
dc5e0cbcc2
commit
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@ -206,8 +206,14 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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return
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}
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fundingRate := premiumIndex.LastFundingRate
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s.detectPremiumIndex(premiumIndex)
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}))
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return nil
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}
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func (s *Strategy) detectPremiumIndex(premiumIndex *types.PremiumIndex) {
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fundingRate := premiumIndex.LastFundingRate
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if s.ShortFundingRate != nil {
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if fundingRate.Compare(s.ShortFundingRate.High) >= 0 {
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s.positionAction = PositionOpening
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@ -216,9 +222,6 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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s.positionAction = PositionClosing
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}
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}
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}))
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return nil
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}
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func (s *Strategy) allocateOrderExecutor(ctx context.Context, session *bbgo.ExchangeSession, instanceID string, position *types.Position) *bbgo.GeneralOrderExecutor {
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