lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

grid2: use profit to buy more inventory

Browse Source
This commit is contained in:
c9s 2022-12-03 15:18:47 +08:00
parent d5cf1a7311
commit 9bb628328c
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 5 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
pkg/strategy/grid2/strategy.go
View File

@ -142,6 +142,10 @@ func (s *Strategy) handleOrderFilled(o types.Order) {
newPrice = fixedpoint.Value(pin)
}
// use the profit to buy more inventory in the grid
quoteQuantity := o.Quantity.Mul(o.Price)
newQuantity = quoteQuantity.Div(newPrice)
case types.SideTypeBuy:
newSide = types.SideTypeSell
if pin, ok := s.grid.NextHigherPin(newPrice); ok {
@ -156,8 +160,8 @@ func (s *Strategy) handleOrderFilled(o types.Order) {
Price: newPrice,
Side: newSide,
TimeInForce: types.TimeInForceGTC,
Tag: "grid",
Quantity: newQuantity,
Tag: "grid",
}
s.logger.Infof("SUBMIT ORDER: %s", orderForm.String())