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xmaker: fix profit fixer fee settings

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c9s 2024-10-07 17:03:45 +08:00
parent 2cdd9072c2
commit 969e813c7f
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 19 additions and 15 deletions
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34
pkg/strategy/xmaker/strategy.go
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@ -1453,6 +1453,20 @@ func (s *Strategy) CrossRun(
s.Position.StrategyInstanceID = instanceID s.Position.StrategyInstanceID = instanceID
} }
if s.makerSession.MakerFeeRate.Sign() > 0 || s.makerSession.TakerFeeRate.Sign() > 0 {
s.Position.SetExchangeFeeRate(types.ExchangeName(s.MakerExchange), types.ExchangeFee{
MakerFeeRate: s.makerSession.MakerFeeRate,
TakerFeeRate: s.makerSession.TakerFeeRate,
})
}
if s.sourceSession.MakerFeeRate.Sign() > 0 || s.sourceSession.TakerFeeRate.Sign() > 0 {
s.Position.SetExchangeFeeRate(types.ExchangeName(s.SourceExchange), types.ExchangeFee{
MakerFeeRate: s.sourceSession.MakerFeeRate,
TakerFeeRate: s.sourceSession.TakerFeeRate,
})
}
s.Position.UpdateMetrics() s.Position.UpdateMetrics()
bbgo.Notify("xmaker: %s position is restored", s.Symbol, s.Position) bbgo.Notify("xmaker: %s position is restored", s.Symbol, s.Position)
@ -1469,20 +1483,6 @@ func (s *Strategy) CrossRun(
} }
} }
if s.makerSession.MakerFeeRate.Sign() > 0 || s.makerSession.TakerFeeRate.Sign() > 0 {
s.Position.SetExchangeFeeRate(types.ExchangeName(s.MakerExchange), types.ExchangeFee{
MakerFeeRate: s.makerSession.MakerFeeRate,
TakerFeeRate: s.makerSession.TakerFeeRate,
})
}
if s.sourceSession.MakerFeeRate.Sign() > 0 || s.sourceSession.TakerFeeRate.Sign() > 0 {
s.Position.SetExchangeFeeRate(types.ExchangeName(s.SourceExchange), types.ExchangeFee{
MakerFeeRate: s.sourceSession.MakerFeeRate,
TakerFeeRate: s.sourceSession.TakerFeeRate,
})
}
s.priceSolver = pricesolver.NewSimplePriceResolver(sourceMarkets) s.priceSolver = pricesolver.NewSimplePriceResolver(sourceMarkets)
s.priceSolver.BindStream(s.sourceSession.MarketDataStream) s.priceSolver.BindStream(s.sourceSession.MarketDataStream)
@ -1492,7 +1492,6 @@ func (s *Strategy) CrossRun(
} }
s.sourceSession.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(k types.KLine) { s.sourceSession.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(k types.KLine) {
s.priceSolver.Update(k.Symbol, k.Close)
feeToken := s.sourceSession.Exchange.PlatformFeeCurrency() feeToken := s.sourceSession.Exchange.PlatformFeeCurrency()
if feePrice, ok := s.priceSolver.ResolvePrice(feeToken, "USDT"); ok { if feePrice, ok := s.priceSolver.ResolvePrice(feeToken, "USDT"); ok {
s.Position.SetFeeAverageCost(feeToken, feePrice) s.Position.SetFeeAverageCost(feeToken, feePrice)
@ -1509,6 +1508,11 @@ func (s *Strategy) CrossRun(
} }
position := types.NewPositionFromMarket(s.makerMarket) position := types.NewPositionFromMarket(s.makerMarket)
position.ExchangeFeeRates = s.Position.ExchangeFeeRates
position.FeeRate = s.Position.FeeRate
position.StrategyInstanceID = s.Position.StrategyInstanceID
position.Strategy = s.Position.Strategy
profitStats := types.NewProfitStats(s.makerMarket) profitStats := types.NewProfitStats(s.makerMarket)
fixer := common.NewProfitFixer() fixer := common.NewProfitFixer()