lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-26 16:55:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function

Browse Source
This commit is contained in:
zenix 2022-07-17 01:42:45 +09:00
parent ac5c7f5773
commit b6fb5e958d
1 changed files with 4 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
pkg/strategy/drift/strategy.go
View File

@ -120,6 +120,8 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
}
func (s *Strategy) ClosePosition(ctx context.Context) (*types.Order, bool) {
// Cleanup pending StopOrders
s.StopOrders = make(map[uint64]types.SubmitOrder)
order := s.Position.NewMarketCloseOrder(fixedpoint.One)
if order == nil {
return nil, false
@ -289,8 +291,6 @@ func (s *Strategy) InitTickerFunctions(ctx context.Context) {
log.WithError(err).Errorf("cannot cancel orders")
return
}
// Cleanup pending StopOrders
s.StopOrders = make(map[uint64]types.SubmitOrder)
_, _ = s.ClosePosition(ctx)
}
@ -537,8 +537,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Errorf("cannot cancel orders")
return
}
// Cleanup pending StopOrders
s.StopOrders = make(map[uint64]types.SubmitOrder)
_, _ = s.ClosePosition(ctx)
}
return
@ -571,8 +569,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.WithError(err).Errorf("cannot cancel orders")
return
}
// Cleanup pending StopOrders
s.StopOrders = make(map[uint64]types.SubmitOrder)
_, _ = s.ClosePosition(ctx)
}
if shortCondition {
@ -588,6 +584,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if source.Compare(price) < 0 {
source = price
}
source = source.Mul(fixedpoint.NewFromFloat(1.0002))
if s.Market.IsDustQuantity(baseBalance.Available, source) {
return
@ -634,6 +631,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if source.Compare(price) > 0 {
source = price
}
source = source.Mul(fixedpoint.NewFromFloat(0.9998))
quoteBalance, ok := s.Session.GetAccount().Balance(s.Market.QuoteCurrency)
if !ok {
log.Errorf("unable to get quoteCurrency")