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all: improve logging
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@ -32,9 +32,14 @@ crossExchangeStrategies:
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futuresSession: binance_futures
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symbol: ETHUSDT
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leverage: 1.0
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incrementalQuoteQuantity: 11
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quoteInvestment: 110
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incrementalQuoteQuantity: 20
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quoteInvestment: 50
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shortFundingRate:
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high: 0.000%
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## when funding rate is higher than this high value, the strategy will start buying spot and opening a short position
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high: 0.001%
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## when funding rate is lower than this low value, the strategy will start closing futures position and sell the spot
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low: -0.01%
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## reset will reset the spot/futures positions, the transfer stats and the position state.
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reset: true
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@ -349,7 +349,7 @@ func (s *Strategy) CrossRun(ctx context.Context, orderExecutionRouter bbgo.Order
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case <-ticker.C:
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s.queryAndDetectPremiumIndex(ctx, binanceFutures)
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s.sync(ctx)
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}
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}
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}()
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@ -370,13 +370,11 @@ func (s *Strategy) queryAndDetectPremiumIndex(ctx context.Context, binanceFuture
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return
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}
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log.Infof("premiumIndex: %+v", premiumIndex)
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log.Info(premiumIndex)
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if changed := s.detectPremiumIndex(premiumIndex); changed {
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log.Infof("position state changed: %s %s", s.positionType, s.State.PositionState.String())
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log.Infof("position state changed to -> %s %s", s.positionType, s.State.PositionState.String())
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}
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s.sync(ctx)
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}
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func (s *Strategy) sync(ctx context.Context) {
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@ -548,6 +546,8 @@ func (s *Strategy) increaseSpotPosition(ctx context.Context) {
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if s.State.UsedQuoteInvestment.Compare(s.QuoteInvestment) >= 0 {
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// stop increase the position
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s.State.PositionState = PositionReady
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s.startClosingPosition()
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return
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}
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@ -642,6 +642,7 @@ func (s *Strategy) startOpeningPosition(pt types.PositionType, t time.Time) {
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return
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}
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log.Infof("startOpeningPosition")
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s.State.PositionState = PositionOpening
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s.positionType = pt
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@ -657,6 +658,7 @@ func (s *Strategy) startClosingPosition() {
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return
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}
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log.Infof("startClosingPosition")
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s.State.PositionState = PositionClosing
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// reset the transfer stats
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@ -16,5 +16,5 @@ type PremiumIndex struct {
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}
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func (i *PremiumIndex) String() string {
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return fmt.Sprintf("%s %s %s %s NEXT: %s", i.Symbol, i.MarkPrice.String(), i.LastFundingRate.Percentage(), i.Time, i.NextFundingTime)
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return fmt.Sprintf("PremiumIndex | %s | %.4f | %s | %s | NEXT FUNDING TIME: %s", i.Symbol, i.MarkPrice.Float64(), i.LastFundingRate.Percentage(), i.Time, i.NextFundingTime)
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}
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