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strategy: refactor strategies using position interface
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parent
ae17e0ddbe
commit
a3ca8326f2
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@ -834,7 +834,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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})
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
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log.Infof("position changed: %s", position)
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s.Notify(s.Position)
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})
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@ -620,7 +620,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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*/
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
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s.Notifiability.Notify(position)
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})
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s.tradeCollector.BindStream(session.UserDataStream)
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@ -179,7 +179,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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})
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
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log.Infof("position changed: %s", s.Position)
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s.Notify(s.Position)
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})
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@ -499,13 +499,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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if !s.TrailingStopTarget.TrailingStopCallbackRatio.IsZero() {
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// Update trailing stop when the position changes
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
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// StrategyController
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if s.Status != types.StrategyStatusRunning {
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return
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}
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if position.Base.Compare(s.Market.MinQuantity) > 0 { // Update order if we have a position
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if position.(*types.Position).Base.Compare(s.Market.MinQuantity) > 0 { // Update order if we have a position
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// Cancel the original order
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if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, orderExecutor); err != nil {
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log.WithError(err).Errorf("Can not cancel the original trailing stop order!")
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@ -515,12 +515,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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// Calculate minimum target price
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var minTargetPrice = fixedpoint.Zero
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if s.trailingStopControl.minimumProfitPercentage.Sign() > 0 {
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minTargetPrice = position.AverageCost.Mul(fixedpoint.One.Add(s.trailingStopControl.minimumProfitPercentage))
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minTargetPrice = position.(*types.Position).AverageCost.Mul(fixedpoint.One.Add(s.trailingStopControl.minimumProfitPercentage))
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}
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// Place new order if the target price is higher than the minimum target price
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if s.trailingStopControl.IsHigherThanMin(minTargetPrice) {
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orderForm := s.trailingStopControl.GenerateStopOrder(position.Base)
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orderForm := s.trailingStopControl.GenerateStopOrder(position.(*types.Position).Base)
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orders, err := s.submitOrders(ctx, orderExecutor, orderForm)
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if err != nil {
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log.WithError(err).Error("submit profit trailing stop order error")
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@ -302,7 +302,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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}
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})
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
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log.Infof("position changed: %s", s.Position)
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s.Notify(s.Position)
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})
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@ -340,7 +340,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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log.WithError(err).Errorf("can not place order")
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}
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if err := s.activeAdjustmentOrders.GracefulCancel(ctx, s.session.Exchange); err != nil {
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log.WithError(err).Errorf("graceful cancel order error")
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}
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@ -781,7 +781,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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}
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})
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position types.PositionInterface) {
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s.Notifiability.Notify(position)
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})
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s.tradeCollector.OnRecover(func(trade types.Trade) {
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