Merge pull request #1080 from c9s/narumi/marketcap/order-type

strategy: marketcap: add orderType parameter

config/marketcap.yaml

@@ -22,5 +22,6 @@ exchangeStrategies:
       threshold: 1%
       # max amount to buy or sell per order
       maxAmount: 1_000
-      dryRun: true
       queryInterval: 1h
+      orderType: LIMIT_MAKER # LIMIT_MAKER, LIMIT, MARKET
+      dryRun: true

pkg/strategy/marketcap/strategy.go

@@ -31,17 +31,25 @@ type Strategy struct {
 	QuoteCurrencyWeight fixedpoint.Value `json:"quoteCurrencyWeight"`
 	BaseCurrencies      []string         `json:"baseCurrencies"`
 	Threshold           fixedpoint.Value `json:"threshold"`
-	DryRun              bool             `json:"dryRun"`
 	// max amount to buy or sell per order
 	MaxAmount fixedpoint.Value `json:"maxAmount"`
 	// interval to query marketcap data from coinmarketcap
-	QueryInterval types.Interval `json:"queryInterval"`
+	QueryInterval types.Interval  `json:"queryInterval"`
+	OrderType     types.OrderType `json:"orderType"`
+	DryRun        bool            `json:"dryRun"`
 
 	subscribeSymbol string
 	activeOrderBook *bbgo.ActiveOrderBook
 	targetWeights   types.ValueMap
 }
 
+func (s *Strategy) Defaults() error {
+	if s.OrderType == "" {
+		s.OrderType = types.OrderTypeLimitMaker
+	}
+	return nil
+}
+
 func (s *Strategy) Initialize() error {
 	apiKey := os.Getenv("COINMARKETCAP_API_KEY")
 	s.datasource = coinmarketcap.New(apiKey)
@@ -76,7 +84,6 @@ func (s *Strategy) Validate() error {
 	if s.MaxAmount.Sign() < 0 {
 		return fmt.Errorf("maxAmount shoud not less than 0")
 	}
-
 	return nil
 }
 
@@ -178,7 +185,7 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context, session *bbgo.Excha
 		order := types.SubmitOrder{
 			Symbol:   symbol,
 			Side:     side,
-			Type:     types.OrderTypeLimit,
+			Type:     s.OrderType,
 			Quantity: quantity,
 			Price:    currentPrice,
 		}

pkg/strategy/rebalance/strategy.go

@@ -31,6 +31,13 @@ type Strategy struct {
 	activeOrderBook *bbgo.ActiveOrderBook
 }
 
+func (s *Strategy) Defaults() error {
+	if s.OrderType == "" {
+		s.OrderType = types.OrderTypeLimitMaker
+	}
+	return nil
+}
+
 func (s *Strategy) Initialize() error {
 	return nil
 }
@@ -61,7 +68,6 @@ func (s *Strategy) Validate() error {
 	if s.MaxAmount.Sign() < 0 {
 		return fmt.Errorf("maxAmount shoud not less than 0")
 	}
-
 	return nil
 }