From 929ffc3e5e54a43426a2d3b5e641523d0a5b71fb Mon Sep 17 00:00:00 2001 From: c9s Date: Wed, 22 Jun 2022 13:37:32 +0800 Subject: [PATCH] dca: clean up --- pkg/strategy/dca/strategy.go | 31 ++++++------------------------- 1 file changed, 6 insertions(+), 25 deletions(-) diff --git a/pkg/strategy/dca/strategy.go b/pkg/strategy/dca/strategy.go index 615d76159..fd4e371bb 100644 --- a/pkg/strategy/dca/strategy.go +++ b/pkg/strategy/dca/strategy.go @@ -48,7 +48,6 @@ func (b BudgetPeriod) Duration() time.Duration { // Strategy is the Dollar-Cost-Average strategy type Strategy struct { *bbgo.Graceful - *bbgo.Persistence Environment *bbgo.Environment Symbol string `json:"symbol"` @@ -74,10 +73,6 @@ type Strategy struct { session *bbgo.ExchangeSession orderExecutor *bbgo.GeneralOrderExecutor - activeMakerOrders *bbgo.ActiveOrderBook - orderStore *bbgo.OrderStore - tradeCollector *bbgo.TradeCollector - bbgo.StrategyController } @@ -89,17 +84,6 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.InvestmentInterval}) } -func (s *Strategy) submitOrders(ctx context.Context, orderExecutor bbgo.OrderExecutor, submitOrders ...types.SubmitOrder) { - createdOrders, err := orderExecutor.SubmitOrders(ctx, submitOrders...) - if err != nil { - log.WithError(err).Errorf("can not place orders") - } - - s.orderStore.Add(createdOrders...) - s.activeMakerOrders.Add(createdOrders...) - s.tradeCollector.Process() -} - func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error { base := s.Position.GetBase() if base.IsZero() { @@ -125,16 +109,10 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu Market: s.Market, } - // s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, submitOrder) - - createdOrders, err := s.session.Exchange.SubmitOrders(ctx, submitOrder) + _, err := s.orderExecutor.SubmitOrders(ctx, submitOrder) if err != nil { log.WithError(err).Errorf("can not place position close order") } - - s.orderStore.Add(createdOrders...) - s.activeMakerOrders.Add(createdOrders...) - s.tradeCollector.Process() return err } @@ -142,7 +120,7 @@ func (s *Strategy) InstanceID() string { return fmt.Sprintf("%s:%s", ID, s.Symbol) } -func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { +func (s *Strategy) Run(ctx context.Context, session *bbgo.ExchangeSession) error { if s.BudgetQuota.IsZero() { s.BudgetQuota = s.Budget } @@ -193,13 +171,16 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se price := kline.Close quantity := s.budgetPerInvestment.Div(price) - s.submitOrders(ctx, orderExecutor, types.SubmitOrder{ + _, err := s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{ Symbol: s.Symbol, Side: types.SideTypeBuy, Type: types.OrderTypeMarket, Quantity: quantity, Market: s.Market, }) + if err != nil { + log.WithError(err).Errorf("submit order failed") + } }) return nil