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supertrend: log with symbol

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This commit is contained in:
Andy Cheng 2022-06-16 17:14:50 +08:00
parent ae935971f4
commit f6770df50f
1 changed files with 26 additions and 27 deletions
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53
pkg/strategy/supertrend/strategy.go
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@ -134,16 +134,18 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
}
if quantity.Compare(s.Market.MinQuantity) < 0 {
return fmt.Errorf("order quantity %v is too small, less than %v", quantity, s.Market.MinQuantity)
return fmt.Errorf("%s order quantity %v is too small, less than %v", s.Symbol, quantity, s.Market.MinQuantity)
}
orderForm := s.generateOrderForm(side, quantity, types.SideEffectTypeAutoRepay)
s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage, orderForm)
log.Infof("submit close position order %v", orderForm)
s.Notify("Submitting %s %s order to close position by %v", s.Symbol, side.String(), percentage)
createdOrders, err := s.session.Exchange.SubmitOrders(ctx, orderForm)
if err != nil {
log.WithError(err).Errorf("can not place position close order")
log.WithError(err).Errorf("can not place %s position close order", s.Symbol)
s.Notify("can not place %s position close order", s.Symbol)
}
s.orderStore.Add(createdOrders...)
@ -211,7 +213,7 @@ func (s *Strategy) generateOrderForm(side types.SideType, quantity fixedpoint.Va
func (s *Strategy) calculateQuantity(currentPrice fixedpoint.Value) fixedpoint.Value {
balance, ok := s.session.GetAccount().Balance(s.Market.QuoteCurrency)
if !ok {
log.Error("can not update balance from exchange")
log.Errorf("can not update %s balance from exchange", s.Symbol)
return fixedpoint.Zero
}
@ -296,29 +298,26 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
if !s.Market.IsDustQuantity(base.Abs(), kline.GetClose()) {
if s.StopLossByTriggeringK && !s.currentStopLossPrice.IsZero() && ((baseSign < 0 && kline.GetClose().Compare(s.currentStopLossPrice) > 0) || (baseSign > 0 && kline.GetClose().Compare(s.currentStopLossPrice) < 0)) {
// SL by triggering Kline low
log.Infof("SL by triggering Kline low")
if err := s.ClosePosition(ctx, fixedpoint.One); err != nil {
s.Notify("can not place SL order")
} else {
log.Infof("%s SL by triggering Kline low", s.Symbol)
s.Notify("%s SL by triggering Kline low", s.Symbol)
if err := s.ClosePosition(ctx, fixedpoint.One); err == nil {
s.currentStopLossPrice = fixedpoint.Zero
s.currentTakeProfitPrice = fixedpoint.Zero
}
} else if s.TakeProfitMultiplier > 0 && !s.currentTakeProfitPrice.IsZero() && ((baseSign < 0 && kline.GetClose().Compare(s.currentTakeProfitPrice) < 0) || (baseSign > 0 && kline.GetClose().Compare(s.currentTakeProfitPrice) > 0)) {
// TP by multiple of ATR
log.Infof("TP by multiple of ATR")
if err := s.ClosePosition(ctx, fixedpoint.One); err != nil {
s.Notify("can not place TP order")
} else {
log.Infof("%s TP by multiple of ATR", s.Symbol)
s.Notify("%s TP by multiple of ATR", s.Symbol)
if err := s.ClosePosition(ctx, fixedpoint.One); err == nil {
s.currentStopLossPrice = fixedpoint.Zero
s.currentTakeProfitPrice = fixedpoint.Zero
}
} else if s.TPSLBySignal {
// Use signals to TP/SL
log.Infof("TP/SL by reverse of DEMA or Supertrend")
log.Infof("%s TP/SL by reverse of DEMA or Supertrend", s.Symbol)
s.Notify("%s TP/SL by reverse of DEMA or Supertrend", s.Symbol)
if (baseSign < 0 && (stSignal == types.DirectionUp || demaSignal == types.DirectionUp)) || (baseSign > 0 && (stSignal == types.DirectionDown || demaSignal == types.DirectionDown)) {
if err := s.ClosePosition(ctx, fixedpoint.One); err != nil {
s.Notify("can not place TP/SL order")
} else {
if err := s.ClosePosition(ctx, fixedpoint.One); err == nil {
s.currentStopLossPrice = fixedpoint.Zero
s.currentTakeProfitPrice = fixedpoint.Zero
}
@ -347,17 +346,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
if side == types.SideTypeSell || side == types.SideTypeBuy {
log.Infof("open position for signal %v", side)
log.Infof("open %s position for signal %v", s.Symbol, side)
s.Notify("open %s position for signal %v", s.Symbol, side)
// Close opposite position if any
if !s.Market.IsDustQuantity(base.Abs(), kline.GetClose()) {
if (side == types.SideTypeSell && baseSign > 0) || (side == types.SideTypeBuy && baseSign < 0) {
log.Infof("close existing position before open a new position")
if err := s.ClosePosition(ctx, fixedpoint.One); err != nil {
log.WithError(err).Errorf("can not place close position order")
s.Notify("can not place close position order")
}
if !s.Position.IsDust(kline.GetClose()) {
if (side == types.SideTypeSell && s.Position.IsLong()) || (side == types.SideTypeBuy && s.Position.IsShort()) {
log.Infof("close existing %s position before open a new position", s.Symbol)
s.Notify("close existing %s position before open a new position", s.Symbol)
_ = s.ClosePosition(ctx, fixedpoint.One)
} else {
log.Infof("existing position has the same direction with the signal")
log.Infof("existing %s position has the same direction with the signal", s.Symbol)
s.Notify("existing %s position has the same direction with the signal", s.Symbol)
return
}
}
@ -366,8 +365,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
log.Infof("submit open position order %v", orderForm)
order, err := orderExecutor.SubmitOrders(ctx, orderForm)
if err != nil {
log.WithError(err).Errorf("can not place open position order")
s.Notify("can not place open position order")
log.WithError(err).Errorf("can not place %s open position order", s.Symbol)
s.Notify("can not place %s open position order", s.Symbol)
} else {
s.orderStore.Add(order...)
}