mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-22 14:55:16 +00:00
remove adjustQuantity from config
This commit is contained in:
parent
fb110a1d5b
commit
badadafa2d
|
@ -6,7 +6,5 @@ exchangeStrategies:
|
||||||
# https://pkg.go.dev/github.com/robfig/cron#hdr-Predefined_schedules
|
# https://pkg.go.dev/github.com/robfig/cron#hdr-Predefined_schedules
|
||||||
cronExpression: "@every 8h"
|
cronExpression: "@every 8h"
|
||||||
quantity: 8
|
quantity: 8
|
||||||
# adjust quantity by minimal notional and minimal quantity
|
|
||||||
adjustQuantity: true
|
|
||||||
onStart: true
|
onStart: true
|
||||||
dryRun: true
|
dryRun: true
|
||||||
|
|
|
@ -10,7 +10,6 @@ import (
|
||||||
"github.com/sirupsen/logrus"
|
"github.com/sirupsen/logrus"
|
||||||
|
|
||||||
"github.com/c9s/bbgo/pkg/bbgo"
|
"github.com/c9s/bbgo/pkg/bbgo"
|
||||||
"github.com/c9s/bbgo/pkg/fixedpoint"
|
|
||||||
"github.com/c9s/bbgo/pkg/strategy/common"
|
"github.com/c9s/bbgo/pkg/strategy/common"
|
||||||
"github.com/c9s/bbgo/pkg/types"
|
"github.com/c9s/bbgo/pkg/types"
|
||||||
)
|
)
|
||||||
|
@ -29,13 +28,12 @@ type Strategy struct {
|
||||||
Environment *bbgo.Environment
|
Environment *bbgo.Environment
|
||||||
Market types.Market
|
Market types.Market
|
||||||
|
|
||||||
Symbol string `json:"symbol"`
|
Symbol string `json:"symbol"`
|
||||||
CronExpression string `json:"cronExpression"`
|
CronExpression string `json:"cronExpression"`
|
||||||
Quantity fixedpoint.Value `json:"quantity"`
|
OnStart bool `json:"onStart"`
|
||||||
AdjustQuantity bool `json:"adjustQuantity"`
|
DryRun bool `json:"dryRun"`
|
||||||
OnStart bool `json:"onStart"`
|
|
||||||
DryRun bool `json:"dryRun"`
|
|
||||||
|
|
||||||
|
bbgo.QuantityOrAmount
|
||||||
cron *cron.Cron
|
cron *cron.Cron
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -59,6 +57,10 @@ func (s *Strategy) Validate() error {
|
||||||
if s.CronExpression == "" {
|
if s.CronExpression == "" {
|
||||||
return fmt.Errorf("cronExpression is required")
|
return fmt.Errorf("cronExpression is required")
|
||||||
}
|
}
|
||||||
|
|
||||||
|
if err := s.QuantityOrAmount.Validate(); err != nil {
|
||||||
|
return err
|
||||||
|
}
|
||||||
return nil
|
return nil
|
||||||
}
|
}
|
||||||
|
|
||||||
|
@ -107,12 +109,10 @@ func (s *Strategy) placeOrder() {
|
||||||
return
|
return
|
||||||
}
|
}
|
||||||
|
|
||||||
sellQuantity := s.Quantity
|
sellQuantity := s.CalculateQuantity(ticker.Sell)
|
||||||
buyQuantity := s.Quantity
|
buyQuantity := s.CalculateQuantity(ticker.Buy)
|
||||||
if s.AdjustQuantity {
|
sellQuantity = s.Market.AdjustQuantityByMinNotional(sellQuantity, ticker.Sell)
|
||||||
sellQuantity = s.Market.AdjustQuantityByMinNotional(s.Quantity, ticker.Sell)
|
buyQuantity = s.Market.AdjustQuantityByMinNotional(buyQuantity, ticker.Buy)
|
||||||
buyQuantity = fixedpoint.Max(s.Quantity, s.Market.MinQuantity)
|
|
||||||
}
|
|
||||||
|
|
||||||
orderForm := []types.SubmitOrder{}
|
orderForm := []types.SubmitOrder{}
|
||||||
if baseBalance.Available.Compare(sellQuantity) > 0 {
|
if baseBalance.Available.Compare(sellQuantity) > 0 {
|
||||||
|
|
Loading…
Reference in New Issue
Block a user