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schedule: add useLimitOrder option

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c9s 2023-06-07 16:27:36 +08:00
parent 8a8111140e
commit f6a300a7c4
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1 changed files with 16 additions and 4 deletions
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20
pkg/strategy/schedule/strategy.go
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@ -34,6 +34,8 @@ type Strategy struct {
// Side is the order side type, which can be buy or sell
Side types.SideType `json:"side,omitempty"`
UseLimitOrder bool `json:"useLimitOrder"`
bbgo.QuantityOrAmount
MaxBaseBalance fixedpoint.Value `json:"maxBaseBalance"`
@ -197,19 +199,29 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
quoteQuantity = quantity.Mul(closePrice)
}
// truncate quantity by its step size
quantity = s.Market.TruncateQuantity(quantity)
if s.Market.IsDustQuantity(quantity, closePrice) {
log.Warnf("%s: quantity %f is too small", s.Symbol, quantity.Float64())
log.Warnf("%s: quantity %f is too small, skip order", s.Symbol, quantity.Float64())
return
}
bbgo.Notify("Submitting scheduled %s order with quantity %s at price %s", s.Symbol, quantity.String(), closePrice.String())
_, err := s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
submitOrder := types.SubmitOrder{
Symbol: s.Symbol,
Side: side,
Type: types.OrderTypeMarket,
Quantity: quantity,
Market: s.Market,
})
}
if s.UseLimitOrder {
submitOrder.Type = types.OrderTypeLimit
submitOrder.Price = closePrice
}
bbgo.Notify("Submitting scheduled %s order with quantity %s at price %s", s.Symbol, quantity.String(), closePrice.String())
_, err := s.orderExecutor.SubmitOrders(ctx, submitOrder)
if err != nil {
bbgo.Notify("Can not place scheduled %s order: submit error %s", s.Symbol, err.Error())
log.WithError(err).Errorf("can not place scheduled %s order error", s.Symbol)