lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

pivotshort: pull out market sell to a single method

Browse Source
This commit is contained in:
c9s 2022-06-05 12:47:15 +08:00
parent f0578c5fa2
commit b20e1335c2
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 30 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

31
pkg/strategy/pivotshort/strategy.go
View File

@ -83,6 +83,30 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
// session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1d})
}
func (s *Strategy) placeMarketSell(ctx context.Context, orderExecutor bbgo.OrderExecutor) {
quantity := s.Entry.Quantity
if quantity.IsZero() {
if balance, ok := s.session.Account.Balance(s.Market.BaseCurrency); ok {
quantity = balance.Available
}
}
sideEffect := s.Entry.MarginSideEffect
if len(sideEffect) == 0 {
sideEffect = types.SideEffectTypeMarginBuy
}
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeSell,
Type: types.OrderTypeMarket,
Quantity: quantity,
MarginSideEffect: sideEffect,
}
s.submitOrders(ctx, orderExecutor, submitOrder)
}
func (s *Strategy) placeOrder(ctx context.Context, lastLow fixedpoint.Value, limitPrice fixedpoint.Value, currentPrice fixedpoint.Value, qty fixedpoint.Value, orderExecutor bbgo.OrderExecutor) {
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
@ -98,10 +122,15 @@ func (s *Strategy) placeOrder(ctx context.Context, lastLow fixedpoint.Value, lim
submitOrder.MarginSideEffect = s.Entry.MarginSideEffect
}
createdOrders, err := orderExecutor.SubmitOrders(ctx, submitOrder)
s.submitOrders(ctx, orderExecutor, submitOrder)
}
func (s *Strategy) submitOrders(ctx context.Context, orderExecutor bbgo.OrderExecutor, submitOrders ...types.SubmitOrder) {
createdOrders, err := orderExecutor.SubmitOrders(ctx, submitOrders...)
if err != nil {
log.WithError(err).Errorf("can not place orders")
}
s.orderStore.Add(createdOrders...)
s.activeMakerOrders.Add(createdOrders...)
s.tradeCollector.Process()