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xmaker: add MaxHedgeAccountLeverage option

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c9s 2024-09-01 15:42:36 +08:00
parent ad6056834e
commit ed073264f1
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1 changed files with 8 additions and 4 deletions
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12
pkg/strategy/xmaker/strategy.go
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@ -119,6 +119,8 @@ type Strategy struct {
// MaxExposurePosition defines the unhedged quantity of stop
MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
MaxHedgeAccountLeverage fixedpoint.Value `json:"maxHedgeAccountLeverage"`
DisableHedge bool `json:"disableHedge"`
NotifyTrade bool `json:"notifyTrade"`
@ -532,10 +534,9 @@ func (s *Strategy) updateQuote(ctx context.Context) {
// calculate credit buffer
s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
maximumHedgeAccountLeverage := fixedpoint.NewFromFloat(1.2)
maximumValueInUsd := netValueInUsd.Mul(maximumHedgeAccountLeverage)
maximumValueInUsd := netValueInUsd.Mul(s.MaxHedgeAccountLeverage)
s.logger.Infof("hedge account maximum leveraged value in usd: %f", maximumValueInUsd.Float64())
s.logger.Infof("hedge account maximum leveraged value in usd: %f (%f x)", maximumValueInUsd.Float64(), s.MaxHedgeAccountLeverage.Float64())
if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
debt := quote.Debt()
@ -562,7 +563,6 @@ func (s *Strategy) updateQuote(ctx context.Context) {
}
}
}
} else {
if b, ok := hedgeBalances[s.sourceMarket.BaseCurrency]; ok {
// to make bid orders, we need enough base asset in the foreign exchange,
@ -1037,6 +1037,10 @@ func (s *Strategy) Defaults() error {
s.MinMarginLevel = fixedpoint.NewFromFloat(3.0)
}
if s.MaxHedgeAccountLeverage.IsZero() {
s.MaxHedgeAccountLeverage = fixedpoint.NewFromFloat(1.2)
}
if s.BidMargin.IsZero() {
if !s.Margin.IsZero() {
s.BidMargin = s.Margin