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grid: add order amount field

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c9s 2021-01-06 13:31:17 +08:00
parent e99b59100b
commit 995f9a9ea0
1 changed files with 10 additions and 6 deletions
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16
pkg/strategy/grid/strategy.go
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@ -14,8 +14,6 @@ import (
var log = logrus.WithField("strategy", "grid") var log = logrus.WithField("strategy", "grid")
var position int64 = 0
func init() { func init() {
// Register the pointer of the strategy struct, // Register the pointer of the strategy struct,
// so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON) // so that bbgo knows what struct to be used to unmarshal the configs (YAML or JSON)
@ -56,6 +54,10 @@ type Strategy struct {
// Quantity is the quantity you want to submit for each order. // Quantity is the quantity you want to submit for each order.
Quantity float64 `json:"quantity"` Quantity float64 `json:"quantity"`
// OrderAmount is used for fixed amount (dynamic quantity) if you don't want to use fixed quantity.
OrderAmount fixedpoint.Value `json:"orderAmount"`
// Long means you want to hold more base asset than the quote asset.
Long bool `json:"long"` Long bool `json:"long"`
// activeOrders is the locally maintained active order book of the maker orders. // activeOrders is the locally maintained active order book of the maker orders.
@ -155,8 +157,6 @@ func (s *Strategy) submitReverseOrder(order types.Order) {
var price = order.Price var price = order.Price
var quantity = order.Quantity var quantity = order.Quantity
// the original amount
var amount = order.Price * order.Quantity
switch side { switch side {
case types.SideTypeSell: case types.SideTypeSell:
@ -165,8 +165,12 @@ func (s *Strategy) submitReverseOrder(order types.Order) {
price -= s.ProfitSpread.Float64() price -= s.ProfitSpread.Float64()
} }
// use the same amount to buy more quantity back if s.OrderAmount > 0 {
if s.Long { quantity = s.OrderAmount.Float64() / price
} else if s.Long {
// long = use the same amount to buy more quantity back
// the original amount
var amount = order.Price * order.Quantity
quantity = amount / price quantity = amount / price
} }