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bollmaker: add TimeInForce for futures limit order support

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austin362667 2022-03-28 21:12:11 +08:00
parent 3f3fb1fe35
commit a8484046d3
1 changed files with 16 additions and 14 deletions
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30
pkg/strategy/bollmaker/strategy.go
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@ -319,22 +319,24 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice) buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice)
sellOrder := types.SubmitOrder{ sellOrder := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Side: types.SideTypeSell, Side: types.SideTypeSell,
Type: types.OrderTypeLimitMaker, Type: types.OrderTypeLimitMaker,
Quantity: sellQuantity, Quantity: sellQuantity,
Price: askPrice, Price: askPrice,
Market: s.Market, Market: s.Market,
GroupID: s.groupID, GroupID: s.groupID,
TimeInForce: types.TimeInForceGTC,
} }
buyOrder := types.SubmitOrder{ buyOrder := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Side: types.SideTypeBuy, Side: types.SideTypeBuy,
Type: types.OrderTypeLimitMaker, Type: types.OrderTypeLimitMaker,
Quantity: buyQuantity, Quantity: buyQuantity,
Price: bidPrice, Price: bidPrice,
Market: s.Market, Market: s.Market,
GroupID: s.groupID, GroupID: s.groupID,
TimeInForce: types.TimeInForceGTC,
} }
var submitOrders []types.SubmitOrder var submitOrders []types.SubmitOrder