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bollmaker: separate bidSpread and askSpread

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This commit is contained in:
c9s 2022-01-31 01:11:30 +08:00
parent 2e7621ca55
commit eb5064ccfe
1 changed files with 12 additions and 2 deletions
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14
pkg/strategy/bollmaker/strategy.go
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@ -288,8 +288,18 @@ func (s *Strategy) getCurrentAllowedExposurePosition(bandPercentage float64) (fi
}
func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExecutor, midPrice fixedpoint.Value, kline *types.KLine) {
askPrice := midPrice.Mul(one + s.Spread)
bidPrice := midPrice.Mul(one - s.Spread)
bidSpread := s.Spread
if s.BidSpread > 0 {
bidSpread = s.BidSpread
}
askSpread := s.Spread
if s.AskSpread > 0 {
askSpread = s.AskSpread
}
askPrice := midPrice.Mul(one + askSpread)
bidPrice := midPrice.Mul(one - bidSpread)
base := s.state.Position.GetBase()
balances := s.session.Account.Balances()