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pivotshort: add leverage settings

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c9s 2022-07-14 17:44:25 +08:00
parent adb96cac39
commit c4332fcac2
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2 changed files with 15 additions and 3 deletions
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8
pkg/strategy/pivotshort/breaklow.go
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@ -27,6 +27,7 @@ type BreakLow struct {
// limit sell price = breakLowPrice * (1 + BounceRatio) // limit sell price = breakLowPrice * (1 + BounceRatio)
BounceRatio fixedpoint.Value `json:"bounceRatio"` BounceRatio fixedpoint.Value `json:"bounceRatio"`
Leverage fixedpoint.Value `json:"leverage"`
Quantity fixedpoint.Value `json:"quantity"` Quantity fixedpoint.Value `json:"quantity"`
StopEMARange fixedpoint.Value `json:"stopEMARange"` StopEMARange fixedpoint.Value `json:"stopEMARange"`
StopEMA *types.IntervalWindow `json:"stopEMA"` StopEMA *types.IntervalWindow `json:"stopEMA"`
@ -170,8 +171,7 @@ func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.Gener
// graceful cancel all active orders // graceful cancel all active orders
_ = orderExecutor.GracefulCancel(ctx) _ = orderExecutor.GracefulCancel(ctx)
leverage := fixedpoint.NewFromInt(5) quantity, err := useQuantityOrBaseBalance(s.session, s.Market, closePrice, s.Quantity, s.Leverage)
quantity, err := useQuantityOrBaseBalance(s.session, s.Market, closePrice, s.Quantity, leverage)
if err != nil { if err != nil {
log.WithError(err).Errorf("quantity calculation error") log.WithError(err).Errorf("quantity calculation error")
} }
@ -222,6 +222,10 @@ func useQuantityOrBaseBalance(session *bbgo.ExchangeSession, market types.Market
return quantity, nil return quantity, nil
} }
if leverage.IsZero() {
leverage = fixedpoint.NewFromInt(3)
}
// quantity is zero, we need to calculate the quantity // quantity is zero, we need to calculate the quantity
baseBalance, _ := session.Account.Balance(market.BaseCurrency) baseBalance, _ := session.Account.Balance(market.BaseCurrency)
quoteBalance, _ := session.Account.Balance(market.QuoteCurrency) quoteBalance, _ := session.Account.Balance(market.QuoteCurrency)

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

@ -155,7 +155,11 @@ type Strategy struct {
// pivot interval and window // pivot interval and window
types.IntervalWindow types.IntervalWindow
Leverage fixedpoint.Value `json:"leverage"`
Quantity fixedpoint.Value `json:"quantity"`
// persistence fields // persistence fields
Position *types.Position `persistence:"position"` Position *types.Position `persistence:"position"`
ProfitStats *types.ProfitStats `persistence:"profit_stats"` ProfitStats *types.ProfitStats `persistence:"profit_stats"`
TradeStats *types.TradeStats `persistence:"trade_stats"` TradeStats *types.TradeStats `persistence:"trade_stats"`
@ -177,7 +181,6 @@ type Strategy struct {
bbgo.StrategyController bbgo.StrategyController
} }
func (s *Strategy) ID() string { func (s *Strategy) ID() string {
return ID return ID
} }
@ -236,6 +239,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.TradeStats = types.NewTradeStats(s.Symbol) s.TradeStats = types.NewTradeStats(s.Symbol)
} }
if s.Leverage.IsZero() {
// the default leverage is 3x
s.Leverage = fixedpoint.NewFromInt(3)
}
// StrategyController // StrategyController
s.Status = types.StrategyStatusRunning s.Status = types.StrategyStatusRunning