lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

xdepthmaker: apply FullReplenishInterval from config

Browse Source
This commit is contained in:
c9s 2023-11-30 17:18:05 +08:00
parent 25b04cb36c
commit d14527b5cf
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 13 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

21
pkg/strategy/xdepthmaker/strategy.go
View File

@ -184,15 +184,16 @@ type Strategy struct {
// MakerExchange session name // MakerExchange session name
MakerExchange string `json:"makerExchange"` MakerExchange string `json:"makerExchange"`
UpdateInterval types.Duration `json:"updateInterval"` UpdateInterval types.Duration `json:"updateInterval"`
HedgeInterval types.Duration `json:"hedgeInterval"` HedgeInterval types.Duration `json:"hedgeInterval"`
FullReplenishInterval types.Duration `json:"fullReplenishInterval"`
OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"` OrderCancelWaitTime types.Duration `json:"orderCancelWaitTime"`
Margin fixedpoint.Value `json:"margin"` Margin fixedpoint.Value `json:"margin"`
BidMargin fixedpoint.Value `json:"bidMargin"` BidMargin fixedpoint.Value `json:"bidMargin"`
AskMargin fixedpoint.Value `json:"askMargin"` AskMargin fixedpoint.Value `json:"askMargin"`
UseDepthPrice bool `json:"useDepthPrice"`
DepthQuantity fixedpoint.Value `json:"depthQuantity"`
StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"` StopHedgeQuoteBalance fixedpoint.Value `json:"stopHedgeQuoteBalance"`
StopHedgeBaseBalance fixedpoint.Value `json:"stopHedgeBaseBalance"` StopHedgeBaseBalance fixedpoint.Value `json:"stopHedgeBaseBalance"`
@ -286,6 +287,10 @@ func (s *Strategy) Defaults() error {
s.UpdateInterval = types.Duration(time.Second) s.UpdateInterval = types.Duration(time.Second)
} }
if s.FullReplenishInterval == 0 {
s.FullReplenishInterval = types.Duration(15 * time.Minute)
}
if s.HedgeInterval == 0 { if s.HedgeInterval == 0 {
s.HedgeInterval = types.Duration(3 * time.Second) s.HedgeInterval = types.Duration(3 * time.Second)
} }
@ -363,7 +368,7 @@ func (s *Strategy) CrossRun(
posTicker := time.NewTicker(util.MillisecondsJitter(s.HedgeInterval.Duration(), 200)) posTicker := time.NewTicker(util.MillisecondsJitter(s.HedgeInterval.Duration(), 200))
defer posTicker.Stop() defer posTicker.Stop()
fullReplenishTicker := time.NewTicker(util.MillisecondsJitter(15*time.Minute, 200)) fullReplenishTicker := time.NewTicker(util.MillisecondsJitter(s.FullReplenishInterval.Duration(), 200))
defer fullReplenishTicker.Stop() defer fullReplenishTicker.Stop()
for { for {