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Merge pull request #1781 from c9s/c9s/xmaker/improvements2

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FIX: [xmaker] fix covered position field
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c9s 2024-10-16 14:39:48 +08:00 committed by GitHub
commit a6f5d5fff1
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1 changed files with 8 additions and 7 deletions
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11
pkg/strategy/xmaker/strategy.go
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@ -204,7 +204,8 @@ type Strategy struct {
// persistence fields
Position *types.Position `json:"position,omitempty" persistence:"position"`
ProfitStats *ProfitStats `json:"profitStats,omitempty" persistence:"profit_stats"`
CoveredPosition fixedpoint.MutexValue `json:"coveredPosition,omitempty" persistence:"covered_position"`
coveredPosition fixedpoint.MutexValue
sourceBook, makerBook *types.StreamOrderBook
activeMakerOrders *bbgo.ActiveOrderBook
@ -1284,9 +1285,9 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
// if it's selling, then we should add a positive position
if side == types.SideTypeSell {
s.CoveredPosition.Add(quantity)
s.coveredPosition.Add(quantity)
} else {
s.CoveredPosition.Add(quantity.Neg())
s.coveredPosition.Add(quantity.Neg())
}
}
@ -1499,7 +1500,7 @@ func (s *Strategy) hedgeWorker(ctx context.Context) {
s.setPositionStartTime(tt)
}
coveredPosition := s.CoveredPosition.Get()
coveredPosition := s.coveredPosition.Get()
uncoverPosition := position.Sub(coveredPosition)
absPos := uncoverPosition.Abs()
@ -1744,7 +1745,7 @@ func (s *Strategy) CrossRun(
s.tradeCollector.OnTrade(func(trade types.Trade, profit, netProfit fixedpoint.Value) {
c := trade.PositionChange()
if trade.Exchange == s.sourceSession.ExchangeName {
s.CoveredPosition.Add(c)
s.coveredPosition.Add(c)
}
s.ProfitStats.AddTrade(trade)