bollmaker: add DynamicExposurePositionScale

This commit is contained in:
c9s 2022-01-27 02:04:57 +08:00
parent 09213b14f3
commit f9d650cd23

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@ -100,13 +100,10 @@ type Strategy struct {
// -10 means you can hold -10 ETH short position by maximum
MaxExposurePosition fixedpoint.Value `json:"maxExposurePosition"`
// UseDynamicExposurePosition is used for enabling the dynamic position
// when UseDynamicExposurePosition is set,
// DynamicExposurePositionScale is used to define the exposure position range with the given percentage
// when DynamicExposurePositionScale is set,
// your MaxExposurePosition will be calculated dynamically according to the bollinger band you set.
UseDynamicExposurePosition bool `json:"useDynamicExposurePosition"`
DynamicExposurePositionScale bbgo.Scale `json:"dynamicExposurePositionScale"`
DynamicExposurePositionScale *bbgo.PercentageScale `json:"dynamicExposurePositionScale"`
// Long means your position will be long position
// Currently not used yet