package bbgo import ( "context" log "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) type RoiStopLoss struct { Symbol string // Percentage is the ROI loss percentage // 1% means when you loss 1% and it will close the position Percentage fixedpoint.Value `json:"percentage"` // Partial is a percentage of the position to be closed // 50% means you will close halt the position Partial fixedpoint.Value `json:"partial,omitempty"` session *ExchangeSession orderExecutor *GeneralOrderExecutor } func (s *RoiStopLoss) Subscribe(session *ExchangeSession) { // use 1m kline to handle roi stop session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m}) } func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) { s.session = session s.orderExecutor = orderExecutor position := orderExecutor.Position() session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) { s.checkStopPrice(kline.Close, position) })) if !IsBackTesting && enableMarketTradeStop { session.MarketDataStream.OnMarketTrade(func(trade types.Trade) { if trade.Symbol != position.Symbol { return } s.checkStopPrice(trade.Price, position) }) } } func (s *RoiStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *types.Position) { if position.IsClosed() || position.IsDust(closePrice) { return } roi := position.ROI(closePrice) // logrus.Debugf("ROIStopLoss: price=%f roi=%s stop=%s", closePrice.Float64(), roi.Percentage(), s.Percentage.Neg().Percentage()) if roi.Compare(s.Percentage.Neg()) > 0 { return } // default to close the whole position percent := one if !s.Partial.IsZero() { percent = s.Partial } Notify("[RoiStopLoss] %s stop loss triggered by ROI %s/%s, price: %f, closing: %s", position.Symbol, roi.Percentage(), s.Percentage.Neg().Percentage(), closePrice.Float64(), percent.Percentage()) if err := s.orderExecutor.ClosePosition(context.Background(), percent, "roiStopLoss"); err != nil { log.WithError(err).Error("failed to close position") } }