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xfunding: add wip list

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c9s 2023-03-26 01:21:20 +08:00
parent 22d339cb41
commit e41df7e321
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1 changed files with 12 additions and 0 deletions
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12
pkg/strategy/xfunding/strategy.go
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@ -17,6 +17,14 @@ import (
"github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/types"
) )
// WIP:
// - track fee token price for cost
// - buy enough BNB before creating positions
// - transfer the rest BNB into the futures account
// - add slack notification support
// - use neutral position to calculate the position cost
// - customize profit stats for this funding fee strategy
const ID = "xfunding" const ID = "xfunding"
// Position State Transitions: // Position State Transitions:
@ -290,6 +298,8 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
s.spotOrderExecutor = s.allocateOrderExecutor(ctx, s.spotSession, instanceID, s.SpotPosition) s.spotOrderExecutor = s.allocateOrderExecutor(ctx, s.spotSession, instanceID, s.SpotPosition)
s.spotOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) { s.spotOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
s.NeutralPosition.AddTrade(trade)
// we act differently on the spot account // we act differently on the spot account
// when opening a position, we place orders on the spot account first, then the futures account, // when opening a position, we place orders on the spot account first, then the futures account,
// and we need to accumulate the used quote amount // and we need to accumulate the used quote amount
@ -331,6 +341,8 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
s.futuresOrderExecutor = s.allocateOrderExecutor(ctx, s.futuresSession, instanceID, s.FuturesPosition) s.futuresOrderExecutor = s.allocateOrderExecutor(ctx, s.futuresSession, instanceID, s.FuturesPosition)
s.futuresOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) { s.futuresOrderExecutor.TradeCollector().OnTrade(func(trade types.Trade, profit fixedpoint.Value, netProfit fixedpoint.Value) {
s.NeutralPosition.AddTrade(trade)
if s.positionType != types.PositionShort { if s.positionType != types.PositionShort {
return return
} }