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pivotshort: add leverage settings
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adb96cac39
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@ -27,6 +27,7 @@ type BreakLow struct {
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// limit sell price = breakLowPrice * (1 + BounceRatio)
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BounceRatio fixedpoint.Value `json:"bounceRatio"`
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Leverage fixedpoint.Value `json:"leverage"`
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Quantity fixedpoint.Value `json:"quantity"`
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StopEMARange fixedpoint.Value `json:"stopEMARange"`
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StopEMA *types.IntervalWindow `json:"stopEMA"`
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@ -170,8 +171,7 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
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// graceful cancel all active orders
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_ = orderExecutor.GracefulCancel(ctx)
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leverage := fixedpoint.NewFromInt(5)
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quantity, err := useQuantityOrBaseBalance(s.session, s.Market, closePrice, s.Quantity, leverage)
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quantity, err := useQuantityOrBaseBalance(s.session, s.Market, closePrice, s.Quantity, s.Leverage)
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if err != nil {
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log.WithError(err).Errorf("quantity calculation error")
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}
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@ -222,6 +222,10 @@ func useQuantityOrBaseBalance(session *bbgo.ExchangeSession, market types.Market
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return quantity, nil
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}
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if leverage.IsZero() {
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leverage = fixedpoint.NewFromInt(3)
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}
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// quantity is zero, we need to calculate the quantity
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baseBalance, _ := session.Account.Balance(market.BaseCurrency)
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quoteBalance, _ := session.Account.Balance(market.QuoteCurrency)
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@ -155,7 +155,11 @@ type Strategy struct {
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// pivot interval and window
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types.IntervalWindow
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Leverage fixedpoint.Value `json:"leverage"`
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Quantity fixedpoint.Value `json:"quantity"`
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// persistence fields
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Position *types.Position `persistence:"position"`
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ProfitStats *types.ProfitStats `persistence:"profit_stats"`
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TradeStats *types.TradeStats `persistence:"trade_stats"`
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@ -177,7 +181,6 @@ type Strategy struct {
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bbgo.StrategyController
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}
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func (s *Strategy) ID() string {
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return ID
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}
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@ -236,6 +239,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.TradeStats = types.NewTradeStats(s.Symbol)
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}
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if s.Leverage.IsZero() {
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// the default leverage is 3x
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s.Leverage = fixedpoint.NewFromInt(3)
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}
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// StrategyController
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s.Status = types.StrategyStatusRunning
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