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fix binance test, outptu for support and xgap strategies
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parent
05521a98b6
commit
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@ -144,11 +144,11 @@ func (b *LocalActiveOrderBook) orderUpdateHandler(order types.Order) {
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func (b *LocalActiveOrderBook) Print() {
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for _, o := range b.Bids.Orders() {
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log.Infof("%s bid order: %d @ %f -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
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log.Infof("%s bid order: %d @ %v -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
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}
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for _, o := range b.Asks.Orders() {
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log.Infof("%s ask order: %d @ %f -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
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log.Infof("%s ask order: %d @ %v -> %s", o.Symbol, o.OrderID, o.Price, o.Status)
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}
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}
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@ -497,7 +497,7 @@ func (session *ExchangeSession) initSymbol(ctx context.Context, environ *Environ
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}
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}
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log.Infof("%s last price: %f", symbol, session.lastPrices[symbol])
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log.Infof("%s last price: %v", symbol, session.lastPrices[symbol])
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session.initializedSymbols[symbol] = struct{}{}
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return nil
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@ -6,6 +6,7 @@ import (
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"github.com/stretchr/testify/assert"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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@ -19,9 +20,9 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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ID: 1,
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OrderID: 399,
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Exchange: types.ExchangeBinance,
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Price: 40000.0,
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Quantity: 1.0,
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QuoteQuantity: 40000.0,
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Price: fixedpoint.NewFromInt(40000),
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Quantity: fixedpoint.One,
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QuoteQuantity: fixedpoint.NewFromInt(40000),
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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IsBuyer: true,
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@ -34,13 +35,13 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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Type: types.OrderTypeLimit,
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Quantity: 1.0,
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Price: 40000.0,
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Quantity: fixedpoint.One,
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Price: fixedpoint.NewFromInt(40000),
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},
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Exchange: types.ExchangeBinance,
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OrderID: 399,
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Status: types.OrderStatusFilled,
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ExecutedQuantity: 1.0,
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ExecutedQuantity: fixedpoint.One,
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IsWorking: false,
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})
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@ -52,9 +53,9 @@ func TestTradeCollector_ShouldNotCountDuplicatedTrade(t *testing.T) {
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ID: 1,
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OrderID: 399,
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Exchange: types.ExchangeBinance,
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Price: 40000.0,
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Quantity: 1.0,
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QuoteQuantity: 40000.0,
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Price: fixedpoint.NewFromInt(40000),
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Quantity: fixedpoint.One,
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QuoteQuantity: fixedpoint.NewFromInt(40000),
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Symbol: "BTCUSDT",
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Side: types.SideTypeBuy,
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IsBuyer: true,
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@ -1005,7 +1005,14 @@ func (v *Value) UnmarshalJSON(data []byte) error {
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*v = Zero
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return nil
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}
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if len(data) == 0 {
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*v = Zero
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return nil
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}
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var err error
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if data[0] == '"' {
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data = data[1:len(data)-1]
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}
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if *v, err = NewFromBytes(data); err != nil {
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return err
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}
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@ -320,16 +320,16 @@ func (s *Strategy) calculateQuantity(session *bbgo.ExchangeSession, side types.S
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if s.MinQuoteAssetBalance.Sign() > 0 &&
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quoteBalance.Available.Sub(notional).Compare(s.MinQuoteAssetBalance) < 0 {
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log.Warnf("modifying quantity %s according to the min quote asset balance %s %s",
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quantity.String(),
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quoteBalance.Available.String(),
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log.Warnf("modifying quantity %v according to the min quote asset balance %v %s",
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quantity,
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quoteBalance.Available,
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s.Market.QuoteCurrency)
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quota := quoteBalance.Available.Sub(s.MinQuoteAssetBalance)
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quantity = bbgo.AdjustQuantityByMinAmount(quantity, closePrice, quota)
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} else if notional.Compare(quoteBalance.Available) > 0 {
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log.Warnf("modifying quantity %f according to the quote asset balance %f %s",
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quantity.String(),
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quoteBalance.Available.String(),
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log.Warnf("modifying quantity %v according to the quote asset balance %v %s",
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quantity,
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quoteBalance.Available,
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s.Market.QuoteCurrency)
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quantity = bbgo.AdjustQuantityByMaxAmount(quantity, closePrice, quoteBalance.Available)
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}
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@ -289,8 +289,8 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
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// if the spread is less than 100 ticks (100 pips), skip
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if spread.Compare(s.tradingMarket.TickSize.MulExp(2)) < 0 {
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log.Warnf("spread too small, we can't place orders: spread=%s bid=%s ask=%s",
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spread.String(), bestBid.Price.String(), bestAsk.Price.String())
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log.Warnf("spread too small, we can't place orders: spread=%v bid=%v ask=%v",
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spread, bestBid.Price, bestAsk.Price)
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continue
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}
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@ -306,15 +306,15 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se
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var spread = bestAsk.Price.Sub(bestBid.Price)
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var spreadPercentage = spread.Div(bestAsk.Price)
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log.Infof("spread=%s %s ask=%s bid=%s",
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spread.String(), spreadPercentage.Percentage(),
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bestAsk.Price.String(), bestBid.Price.String())
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log.Infof("spread=%v %s ask=%v bid=%v",
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spread, spreadPercentage.Percentage(),
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bestAsk.Price, bestBid.Price)
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// var spreadPercentage = spread.Float64() / bestBid.Price.Float64()
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var midPrice = bestAsk.Price.Add(bestBid.Price).Div(Two)
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var price = midPrice
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log.Infof("mid price %f", midPrice.String())
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log.Infof("mid price %v", midPrice)
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var balances = s.tradingSession.Account.Balances()
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var quantity = s.tradingMarket.MinQuantity
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@ -325,7 +325,7 @@ func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) erro
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return fmt.Errorf("trying to unlocked inexisted balance: %s", currency)
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}
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if unlocked.Compare(balance.Locked) >= 0 {
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if unlocked.Compare(balance.Locked) > 0 {
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return fmt.Errorf("trying to unlocked more than locked %s: locked %v < want to unlock %v", currency, balance.Locked, unlocked)
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}
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