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xmaker: set default signal margin scales

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c9s 2024-11-20 14:21:17 +08:00
parent 2f261dd0a5
commit c0ee183426
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 36 additions and 6 deletions
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42
pkg/strategy/xmaker/strategy.go
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@ -126,9 +126,10 @@ type Strategy struct {
SubscribeFeeTokenMarkets bool `json:"subscribeFeeTokenMarkets"`
EnableSignalMargin bool `json:"enableSignalMargin"`
SignalConfigList []SignalConfig `json:"signals"`
SignalMarginScale *bbgo.SlideRule `json:"signalMarginScale,omitempty"`
EnableSignalMargin bool `json:"enableSignalMargin"`
SignalConfigList []SignalConfig `json:"signals"`
SignalReverseSideMarginScale *bbgo.SlideRule `json:"signalReverseSideMarginScale,omitempty"`
SignalTrendSideMarginScale *bbgo.SlideRule `json:"signalTrendSideMarginScale,omitempty"`
Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"`
@ -379,7 +380,7 @@ func (s *Strategy) applySignalMargin(ctx context.Context, quote *Quote) error {
return nil
}
scale, err := s.SignalMarginScale.Scale()
scale, err := s.SignalReverseSideMarginScale.Scale()
if err != nil {
return err
}
@ -844,7 +845,7 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
}
if disableMakerAsk && disableMakerBid {
log.Warnf("%s bid/ask maker is disabled due to insufficient balances", s.Symbol)
log.Warnf("%s bid/ask maker is disabled", s.Symbol)
return nil
}
@ -1419,6 +1420,27 @@ func (s *Strategy) Defaults() error {
s.CircuitBreaker.SetMetricsInfo(ID, s.InstanceID(), s.Symbol)
}
if s.EnableSignalMargin {
if s.SignalReverseSideMarginScale == nil {
s.SignalReverseSideMarginScale = &bbgo.SlideRule{
ExpScale: &bbgo.ExponentialScale{
Domain: [2]float64{0, 2.0},
Range: [2]float64{0.00010, 0.00500},
},
QuadraticScale: nil,
}
}
if s.SignalTrendSideMarginScale == nil {
s.SignalTrendSideMarginScale = &bbgo.SlideRule{
ExpScale: &bbgo.ExponentialScale{
Domain: [2]float64{0, 2.0},
Range: [2]float64{0.00010, 0.00500},
},
}
}
}
// circuitBreakerAlertLimiter is for CircuitBreaker alerts
s.circuitBreakerAlertLimiter = rate.NewLimiter(rate.Every(3*time.Minute), 2)
s.reportProfitStatsRateLimiter = rate.NewLimiter(rate.Every(3*time.Minute), 1)
@ -1770,7 +1792,15 @@ func (s *Strategy) CrossRun(
if s.EnableSignalMargin {
s.logger.Infof("signal margin is enabled")
scale, err := s.SignalMarginScale.Scale()
if s.SignalReverseSideMarginScale == nil {
return errors.New("signalReverseSideMarginScale can not be nil when signal margin is enabled")
}
if s.SignalTrendSideMarginScale == nil {
return errors.New("signalTrendSideMarginScale can not be nil when signal margin is enabled")
}
scale, err := s.SignalReverseSideMarginScale.Scale()
if err != nil {
return err
}