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

take profit by expected base balance

Browse Source
This commit is contained in:
narumi 2024-06-02 14:49:20 +08:00
parent 6be38558e4
commit a1b8e07bb5
1 changed files with 24 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

31
pkg/strategy/atrpin/strategy.go
View File

@ -33,6 +33,10 @@ type Strategy struct {
Multiplier float64 `json:"multiplier"`
MinPriceRange fixedpoint.Value `json:"minPriceRange"`
// handle missing trades, will be removed in the future
TakeProfitByExpectedBaseBalance bool `json:"takeProfitByExpectedBaseBalance"`
ExpectedBaseBalance fixedpoint.Value `json:"expectedBaseBalance"`
bbgo.QuantityOrAmount
// bbgo.OpenPositionOptions
@ -50,6 +54,14 @@ func (s *Strategy) Initialize() error {
})
return nil
}
func (s *Strategy) Validate() error {
if s.ExpectedBaseBalance.Sign() < 0 {
return fmt.Errorf("expectedBaseBalance should be non-negative")
}
return nil
}
func (s *Strategy) ID() string {
return ID
}
@ -136,14 +148,19 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
position := s.Strategy.OrderExecutor.Position()
s.logger.Infof("position: %+v", position)
side := types.SideTypeBuy
takerPrice := ticker.Sell
if position.IsLong() {
side = types.SideTypeSell
takerPrice = ticker.Buy
base := position.GetBase()
if s.TakeProfitByExpectedBaseBalance {
base = baseBalance.Available.Sub(s.ExpectedBaseBalance)
}
if !position.IsDust(takerPrice) {
side := types.SideTypeSell
takerPrice := ticker.Buy
if base.Sign() < 0 {
side = types.SideTypeBuy
takerPrice = ticker.Sell
}
if !s.Market.IsDustQuantity(base, takerPrice) {
s.logger.Infof("%s position is not dust", s.Symbol)
orderForms = append(orderForms, types.SubmitOrder{
@ -151,7 +168,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
Type: types.OrderTypeLimit,
Side: side,
Price: takerPrice,
Quantity: position.GetQuantity(),
Quantity: base.Abs(),
Market: s.Market,
TimeInForce: types.TimeInForceGTC,
Tag: "takeProfit",