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bollmaker: remove redundant code for adapting new order executor api

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This commit is contained in:
Andy Cheng 2022-06-20 13:47:17 +08:00
parent 695d948097
commit cc7b8c83ed
1 changed files with 5 additions and 5 deletions
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10
pkg/strategy/bollmaker/strategy.go
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@ -269,7 +269,7 @@ func (s *Strategy) getCurrentAllowedExposurePosition(bandPercentage float64) (fi
return s.MaxExposurePosition, nil
}
func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExecutor, midPrice fixedpoint.Value, kline *types.KLine) {
func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, kline *types.KLine) {
bidSpread := s.Spread
if s.BidSpread.Sign() > 0 {
bidSpread = s.BidSpread
@ -598,10 +598,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
midPrice := ticker.Buy.Add(ticker.Sell).Div(two)
s.placeOrders(ctx, orderExecutor, midPrice, nil)
s.placeOrders(ctx, midPrice, nil)
} else {
if price, ok := session.LastPrice(s.Symbol); ok {
s.placeOrders(ctx, orderExecutor, price, nil)
s.placeOrders(ctx, price, nil)
}
}
})
@ -641,9 +641,9 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
midPrice := ticker.Buy.Add(ticker.Sell).Div(two)
log.Infof("using ticker price: bid %v / ask %v, mid price %v", ticker.Buy, ticker.Sell, midPrice)
s.placeOrders(ctx, orderExecutor, midPrice, &kline)
s.placeOrders(ctx, midPrice, &kline)
} else {
s.placeOrders(ctx, orderExecutor, kline.Close, &kline)
s.placeOrders(ctx, kline.Close, &kline)
}
})