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Merge pull request #1700 from c9s/narumi/autobuy-boll
Fix: [autobuy] fix error when bollinger settings is not set
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commit
b2f1f7d735
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@ -32,6 +32,7 @@ type Strategy struct {
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Symbol string `json:"symbol"`
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Symbol string `json:"symbol"`
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Schedule string `json:"schedule"`
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Schedule string `json:"schedule"`
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MinBaseBalance fixedpoint.Value `json:"minBaseBalance"`
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MinBaseBalance fixedpoint.Value `json:"minBaseBalance"`
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OrderType types.OrderType `json:"orderType"`
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PriceType types.PriceType `json:"priceType"`
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PriceType types.PriceType `json:"priceType"`
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Bollinger *types.BollingerSetting `json:"bollinger"`
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Bollinger *types.BollingerSetting `json:"bollinger"`
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DryRun bool `json:"dryRun"`
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DryRun bool `json:"dryRun"`
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@ -65,13 +66,39 @@ func (s *Strategy) InstanceID() string {
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}
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}
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func (s *Strategy) Validate() error {
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func (s *Strategy) Validate() error {
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if s.Symbol == "" {
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return fmt.Errorf("symbol is required")
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}
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if s.Schedule == "" {
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return fmt.Errorf("schedule is required")
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}
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if s.MinBaseBalance.Sign() <= 0 {
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return fmt.Errorf("minBaseBalance must be greater than 0")
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}
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if err := s.QuantityOrAmount.Validate(); err != nil {
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if err := s.QuantityOrAmount.Validate(); err != nil {
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return err
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return err
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}
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}
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if s.Bollinger != nil {
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if s.Bollinger.Interval == "" {
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return fmt.Errorf("bollinger interval is required")
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}
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if s.Bollinger.BandWidth <= 0 {
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return fmt.Errorf("bollinger band width must be greater than 0")
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}
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}
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return nil
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return nil
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}
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}
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func (s *Strategy) Defaults() error {
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func (s *Strategy) Defaults() error {
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if s.OrderType == "" {
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s.OrderType = types.OrderTypeLimit
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}
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if s.PriceType == "" {
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if s.PriceType == "" {
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s.PriceType = types.PriceTypeMaker
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s.PriceType = types.PriceTypeMaker
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}
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}
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@ -79,13 +106,17 @@ func (s *Strategy) Defaults() error {
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}
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}
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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if s.Bollinger != nil {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
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}
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}
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}
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func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
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s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
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if s.Bollinger != nil {
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s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
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s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
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}
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s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
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s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
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s.autobuy(ctx)
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s.autobuy(ctx)
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@ -131,7 +162,7 @@ func (s *Strategy) autobuy(ctx context.Context) {
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side := types.SideTypeBuy
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side := types.SideTypeBuy
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price := s.PriceType.GetPrice(ticker, side)
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price := s.PriceType.GetPrice(ticker, side)
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if price.Float64() > s.boll.UpBand.Last(0) {
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if s.boll != nil && price.Float64() > s.boll.UpBand.Last(0) {
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log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
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log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
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return
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return
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}
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}
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@ -146,7 +177,7 @@ func (s *Strategy) autobuy(ctx context.Context) {
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submitOrder := types.SubmitOrder{
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submitOrder := types.SubmitOrder{
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Symbol: s.Symbol,
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Symbol: s.Symbol,
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Side: side,
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Side: side,
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Type: types.OrderTypeLimitMaker,
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Type: s.OrderType,
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Quantity: quantity,
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Quantity: quantity,
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Price: price,
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Price: price,
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}
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}
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