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xfunding: customize netural position profit

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c9s 2023-03-26 02:32:21 +08:00
parent f4a35132e8
commit e5d2db0f72
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 4 additions and 3 deletions
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7
pkg/strategy/xfunding/strategy.go
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@ -876,11 +876,12 @@ func (s *Strategy) allocateOrderExecutor(ctx context.Context, session *bbgo.Exch
bbgo.Sync(ctx, s)
})
orderExecutor.TradeCollector().OnTrade(func(trade types.Trade, _ fixedpoint.Value, _ fixedpoint.Value) {
s.ProfitStats.AddTrade(trade)
if profit, netProfit, madeProfit := s.NeutralPosition.AddTrade(trade); madeProfit {
_ = profit
_ = netProfit
p := s.NeutralPosition.NewProfit(trade, profit, netProfit)
s.ProfitStats.AddProfit(p)
}
})
orderExecutor.BindProfitStats(s.ProfitStats.ProfitStats)
return orderExecutor
}