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fix common.Strategy.IsHalted
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@ -2,20 +2,9 @@
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exchangeStrategies:
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- on: max
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fixedmaker:
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interval: 5m
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symbol: BTCUSDT
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halfSpreadRatio: 0.05%
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interval: 5m
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halfSpread: 0.05%
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quantity: 0.005
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dryRun: false
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- on: max
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rebalance:
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interval: 1h
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quoteCurrency: USDT
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targetWeights:
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BTC: 50%
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USDT: 50%
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threshold: 2%
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maxAmount: 200 # max amount to buy or sell per order
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orderType: LIMIT_MAKER # LIMIT, LIMIT_MAKER or MARKET
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dryRun: false
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orderType: LIMIT_MAKER
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dryRun: true
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@ -90,5 +90,8 @@ func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, se
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}
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func (s *Strategy) IsHalted(t time.Time) bool {
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if s.circuitBreakRiskControl == nil {
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return false
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}
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return s.circuitBreakRiskControl.IsHalted(t)
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}
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@ -155,8 +155,8 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context) ([]types.SubmitOrde
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log.Infof("mid price: %+v", midPrice)
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// calculate bid and ask price
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// ask price = mid price * (1 + r))
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// bid price = mid price * (1 - r))
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// sell price = mid price * (1 + r))
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// buy price = mid price * (1 - r))
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sellPrice := midPrice.Mul(fixedpoint.One.Add(s.HalfSpread)).Round(s.Market.PricePrecision, fixedpoint.Up)
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buyPrice := midPrice.Mul(fixedpoint.One.Sub(s.HalfSpread)).Round(s.Market.PricePrecision, fixedpoint.Down)
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log.Infof("sell price: %s, buy price: %s", sellPrice.String(), buyPrice.String())
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