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strategy: refactor strategies using position interface

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This commit is contained in:
austin362667 2022-05-30 15:18:50 +08:00
parent ae17e0ddbe
commit a3ca8326f2
6 changed files with 9 additions and 10 deletions
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2
pkg/strategy/ewoDgtrd/strategy.go
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@ -834,7 +834,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
}) })
s.tradeCollector.OnPositionUpdate(func(position *types.Position) { s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
log.Infof("position changed: %s", position) log.Infof("position changed: %s", position)
s.Notify(s.Position) s.Notify(s.Position)
}) })

2
pkg/strategy/grid/strategy.go
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@ -620,7 +620,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
*/ */
s.tradeCollector.OnPositionUpdate(func(position *types.Position) { s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
s.Notifiability.Notify(position) s.Notifiability.Notify(position)
}) })
s.tradeCollector.BindStream(session.UserDataStream) s.tradeCollector.BindStream(session.UserDataStream)

2
pkg/strategy/pivotshort/strategy.go
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@ -179,7 +179,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
}) })
s.tradeCollector.OnPositionUpdate(func(position *types.Position) { s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
log.Infof("position changed: %s", s.Position) log.Infof("position changed: %s", s.Position)
s.Notify(s.Position) s.Notify(s.Position)
}) })

8
pkg/strategy/support/strategy.go
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@ -499,13 +499,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if !s.TrailingStopTarget.TrailingStopCallbackRatio.IsZero() { if !s.TrailingStopTarget.TrailingStopCallbackRatio.IsZero() {
// Update trailing stop when the position changes // Update trailing stop when the position changes
s.tradeCollector.OnPositionUpdate(func(position *types.Position) { s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
// StrategyController // StrategyController
if s.Status != types.StrategyStatusRunning { if s.Status != types.StrategyStatusRunning {
return return
} }
if position.Base.Compare(s.Market.MinQuantity) > 0 { // Update order if we have a position if position.(*types.Position).Base.Compare(s.Market.MinQuantity) > 0 { // Update order if we have a position
// Cancel the original order // Cancel the original order
if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, orderExecutor); err != nil { if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, orderExecutor); err != nil {
log.WithError(err).Errorf("Can not cancel the original trailing stop order!") log.WithError(err).Errorf("Can not cancel the original trailing stop order!")
@ -515,12 +515,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
// Calculate minimum target price // Calculate minimum target price
var minTargetPrice = fixedpoint.Zero var minTargetPrice = fixedpoint.Zero
if s.trailingStopControl.minimumProfitPercentage.Sign() > 0 { if s.trailingStopControl.minimumProfitPercentage.Sign() > 0 {
minTargetPrice = position.AverageCost.Mul(fixedpoint.One.Add(s.trailingStopControl.minimumProfitPercentage)) minTargetPrice = position.(*types.Position).AverageCost.Mul(fixedpoint.One.Add(s.trailingStopControl.minimumProfitPercentage))
} }
// Place new order if the target price is higher than the minimum target price // Place new order if the target price is higher than the minimum target price
if s.trailingStopControl.IsHigherThanMin(minTargetPrice) { if s.trailingStopControl.IsHigherThanMin(minTargetPrice) {
orderForm := s.trailingStopControl.GenerateStopOrder(position.Base) orderForm := s.trailingStopControl.GenerateStopOrder(position.(*types.Position).Base)
orders, err := s.submitOrders(ctx, orderExecutor, orderForm) orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
if err != nil { if err != nil {
log.WithError(err).Error("submit profit trailing stop order error") log.WithError(err).Error("submit profit trailing stop order error")

3
pkg/strategy/wall/strategy.go
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@ -302,7 +302,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
} }
}) })
s.tradeCollector.OnPositionUpdate(func(position *types.Position) { s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
log.Infof("position changed: %s", s.Position) log.Infof("position changed: %s", s.Position)
s.Notify(s.Position) s.Notify(s.Position)
}) })
@ -340,7 +340,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Errorf("can not place order") log.WithError(err).Errorf("can not place order")
} }
if err := s.activeAdjustmentOrders.GracefulCancel(ctx, s.session.Exchange); err != nil { if err := s.activeAdjustmentOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
log.WithError(err).Errorf("graceful cancel order error") log.WithError(err).Errorf("graceful cancel order error")
} }

2
pkg/strategy/xmaker/strategy.go
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@ -781,7 +781,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
} }
}) })
s.tradeCollector.OnPositionUpdate(func(position *types.Position) { s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
s.Notifiability.Notify(position) s.Notifiability.Notify(position)
}) })
s.tradeCollector.OnRecover(func(trade types.Trade) { s.tradeCollector.OnRecover(func(trade types.Trade) {