lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

xfunding: pull out startClosingPosition, startOpeningPosition method

Browse Source
This commit is contained in:
c9s 2023-03-23 22:57:13 +08:00
parent 3624dd0338
commit e016892a70
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 20 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

32
pkg/strategy/xfunding/strategy.go
View File

@ -599,13 +599,7 @@ func (s *Strategy) detectPremiumIndex(premiumIndex *types.PremiumIndex) (changed
log.Infof("funding rate %s is higher than the High threshold %s, start opening position...",
fundingRate.Percentage(), s.ShortFundingRate.High.Percentage())
s.positionAction = PositionOpening
s.positionType = types.PositionShort
// reset the transfer stats
s.State.PositionStartTime = premiumIndex.Time
s.State.PendingBaseTransfer = fixedpoint.Zero
s.State.TotalBaseTransfer = fixedpoint.Zero
s.startOpeningPosition(types.PositionShort, premiumIndex.Time)
changed = true
} else if fundingRate.Compare(s.ShortFundingRate.Low) <= 0 {
@ -618,17 +612,31 @@ func (s *Strategy) detectPremiumIndex(premiumIndex *types.PremiumIndex) (changed
return
}
s.positionAction = PositionClosing
// reset the transfer stats
s.State.PendingBaseTransfer = fixedpoint.Zero
s.State.TotalBaseTransfer = fixedpoint.Zero
s.startClosingPosition()
changed = true
}
return changed
}
func (s *Strategy) startOpeningPosition(pt types.PositionType, t time.Time) {
s.positionAction = PositionOpening
s.positionType = pt
// reset the transfer stats
s.State.PositionStartTime = t
s.State.PendingBaseTransfer = fixedpoint.Zero
s.State.TotalBaseTransfer = fixedpoint.Zero
}
func (s *Strategy) startClosingPosition() {
s.positionAction = PositionClosing
// reset the transfer stats
s.State.PendingBaseTransfer = fixedpoint.Zero
s.State.TotalBaseTransfer = fixedpoint.Zero
}
func (s *Strategy) allocateOrderExecutor(ctx context.Context, session *bbgo.ExchangeSession, instanceID string, position *types.Position) *bbgo.GeneralOrderExecutor {
orderExecutor := bbgo.NewGeneralOrderExecutor(session, s.Symbol, ID, instanceID, position)
orderExecutor.SetMaxRetries(0)