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dca: use order executor to close position

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c9s 2022-06-22 13:43:54 +08:00
parent 929ffc3e5e
commit b3160815ff
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 1 additions and 29 deletions
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30
pkg/strategy/dca/strategy.go
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@ -85,35 +85,7 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
}
func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Value) error {
base := s.Position.GetBase()
if base.IsZero() {
return fmt.Errorf("no opened %s position", s.Position.Symbol)
}
// make it negative
quantity := base.Mul(percentage).Abs()
side := types.SideTypeBuy
if base.Sign() > 0 {
side = types.SideTypeSell
}
if quantity.Compare(s.Market.MinQuantity) < 0 {
return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
}
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: side,
Type: types.OrderTypeMarket,
Quantity: quantity,
Market: s.Market,
}
_, err := s.orderExecutor.SubmitOrders(ctx, submitOrder)
if err != nil {
log.WithError(err).Errorf("can not place position close order")
}
return err
return s.orderExecutor.ClosePosition(ctx, percentage)
}
func (s *Strategy) InstanceID() string {