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pivotshort: fix resistance order quantity calculation

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c9s 2022-07-27 12:46:25 +08:00
parent a9eef3fb93
commit b067c02cf0
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1 changed files with 10 additions and 11 deletions
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21
pkg/strategy/pivotshort/resistance.go
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@ -6,6 +6,7 @@ import (
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/indicator"
"github.com/c9s/bbgo/pkg/risk"
"github.com/c9s/bbgo/pkg/types"
)
@ -21,6 +22,7 @@ type ResistanceShort struct {
NumLayers int `json:"numLayers"`
LayerSpread fixedpoint.Value `json:"layerSpread"`
Quantity fixedpoint.Value `json:"quantity"`
Leverage fixedpoint.Value `json:"leverage"`
Ratio fixedpoint.Value `json:"ratio"`
session *bbgo.ExchangeSession
@ -116,10 +118,15 @@ func (s *ResistanceShort) updateResistanceOrders(closePrice fixedpoint.Value) {
}
func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistancePrice fixedpoint.Value) {
futuresMode := s.session.Futures || s.session.IsolatedFutures
_ = futuresMode
totalQuantity, err := risk.CalculateBaseQuantity(s.session, s.Market, resistancePrice, s.Quantity, s.Leverage)
if err != nil {
log.WithError(err).Errorf("quantity calculation error")
}
if totalQuantity.IsZero() {
return
}
totalQuantity := s.Quantity
numLayers := s.NumLayers
if numLayers == 0 {
numLayers = 1
@ -160,14 +167,6 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
Tag: "resistanceShort",
MarginSideEffect: types.SideEffectTypeMarginBuy,
})
// TODO: fix futures mode later
/*
if futuresMode {
if quantity.Mul(price).Compare(quoteBalance.Available) <= 0 {
}
}
*/
}
createdOrders, err := s.orderExecutor.SubmitOrders(ctx, orderForms...)