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xdepthmaker: apply FullReplenishInterval from config

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c9s 2023-11-30 17:18:05 +08:00
parent 25b04cb36c
commit d14527b5cf
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1 changed files with 13 additions and 8 deletions
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21
pkg/strategy/xdepthmaker/strategy.go
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@ -184,15 +184,16 @@ type Strategy struct {
// MakerExchange session name
MakerExchange string `json:"makerExchange"`
UpdateInterval types.Duration `json:"updateInterval"`
HedgeInterval types.Duration `json:"hedgeInterval"`
UpdateInterval types.Duration `json:"updateInterval"`
HedgeInterval types.Duration `json:"hedgeInterval"`
FullReplenishInterval types.Duration `json:"fullReplenishInterval"`
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"`
AskMargin fixedpoint.Value `json:"askMargin"`
UseDepthPrice bool `json:"useDepthPrice"`
DepthQuantity fixedpoint.Value `json:"depthQuantity"`
Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"`
AskMargin fixedpoint.Value `json:"askMargin"`
StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"`
StopHedgeBaseBalance fixedpoint.Value `json:"stopHedgeBaseBalance"`
@ -286,6 +287,10 @@ func (s *Strategy) Defaults() error {
s.UpdateInterval = types.Duration(time.Second)
}
if s.FullReplenishInterval == 0 {
s.FullReplenishInterval = types.Duration(15 * time.Minute)
}
if s.HedgeInterval == 0 {
s.HedgeInterval = types.Duration(3 * time.Second)
}
@ -363,7 +368,7 @@ func (s *Strategy) CrossRun(
posTicker := time.NewTicker(util.MillisecondsJitter(s.HedgeInterval.Duration(), 200))
defer posTicker.Stop()
fullReplenishTicker := time.NewTicker(util.MillisecondsJitter(15*time.Minute, 200))
fullReplenishTicker := time.NewTicker(util.MillisecondsJitter(s.FullReplenishInterval.Duration(), 200))
defer fullReplenishTicker.Stop()
for {