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

assign fee rate to position

Browse Source
This commit is contained in:
c9s 2021-05-16 17:58:51 +08:00
parent 187a9c795b
commit e7c718ee15
2 changed files with 17 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
pkg/bbgo/session.go
View File

@ -117,9 +117,9 @@ type ExchangeSession struct {
SubAccount string `json:"subAccount,omitempty" yaml:"subAccount,omitempty"`
// Withdrawal is used for enabling withdrawal functions
Withdrawal bool `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
MakerFee fixedpoint.Value `json:"makerFee,omitempty" yaml:"makerFee,omitempty"`
TakerFee fixedpoint.Value `json:"takerFee,omitempty" yaml:"takerFee,omitempty"`
Withdrawal bool `json:"withdrawal,omitempty" yaml:"withdrawal,omitempty"`
MakerFeeRate fixedpoint.Value `json:"makerFeeRate,omitempty" yaml:"makerFeeRate,omitempty"`
TakerFeeRate fixedpoint.Value `json:"takerFeeRate,omitempty" yaml:"takerFeeRate,omitempty"`
PublicOnly bool `json:"publicOnly,omitempty" yaml:"publicOnly"`
Margin bool `json:"margin,omitempty" yaml:"margin"`

14
pkg/strategy/xmaker/strategy.go
View File

@ -613,6 +613,20 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
}
}
if s.makerSession.MakerFeeRate > 0 || s.makerSession.TakerFeeRate > 0 {
s.state.Position.SetExchangeFeeRate(types.ExchangeName(s.MakerExchange), bbgo.ExchangeFee{
MakerFeeRate: s.makerSession.MakerFeeRate,
TakerFeeRate: s.makerSession.TakerFeeRate,
})
}
if s.sourceSession.MakerFeeRate > 0 || s.sourceSession.TakerFeeRate > 0 {
s.state.Position.SetExchangeFeeRate(types.ExchangeName(s.SourceExchange), bbgo.ExchangeFee{
MakerFeeRate: s.sourceSession.MakerFeeRate,
TakerFeeRate: s.sourceSession.TakerFeeRate,
})
}
if s.state.AccumulatedSince == 0 {
s.state.AccumulatedSince = time.Now().Unix()
}