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Merge pull request #1462 from c9s/c9s/bollmaker-custom-quantity

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FEATURE: [bollmaker] support custom quantity
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c9s 2023-12-19 22:04:42 +08:00 committed by GitHub
commit f047e758fd
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1 changed files with 15 additions and 2 deletions
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17
pkg/strategy/bollmaker/strategy.go
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@ -58,6 +58,12 @@ type Strategy struct {
bbgo.QuantityOrAmount
// BidQuantity is used for placing buy order, this will override the default quantity
BidQuantity fixedpoint.Value `json:"bidQuantity"`
// AskQuantity is used for placing sell order, this will override the default quantity
AskQuantity fixedpoint.Value `json:"askQuantity"`
// TrendEMA is used for detecting the trend by a given EMA
// you can define interval and window
TrendEMA *bbgo.TrendEMA `json:"trendEMA"`
@ -251,8 +257,15 @@ func (s *Strategy) placeOrders(ctx context.Context, midPrice fixedpoint.Value, k
s.Position,
)
sellQuantity := s.QuantityOrAmount.CalculateQuantity(askPrice)
buyQuantity := s.QuantityOrAmount.CalculateQuantity(bidPrice)
sellQuantity := s.AskQuantity
if sellQuantity.IsZero() {
sellQuantity = s.QuantityOrAmount.CalculateQuantity(askPrice)
}
buyQuantity := s.BidQuantity
if buyQuantity.IsZero() {
buyQuantity = s.QuantityOrAmount.CalculateQuantity(bidPrice)
}
sellOrder := types.SubmitOrder{
Symbol: s.Symbol,