package bbgo import ( "context" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) // RoiTakeProfit force takes the profit by the given ROI percentage. type RoiTakeProfit struct { Symbol string `json:"symbol"` Percentage fixedpoint.Value `json:"percentage"` CancelActiveOrders bool `json:"cancelActiveOrders"` // Interval is the time resolution to update the stop order // KLine per Interval will be used for updating the stop order Interval types.Interval `json:"interval,omitempty"` session *ExchangeSession orderExecutor *GeneralOrderExecutor } func (s *RoiTakeProfit) Subscribe(session *ExchangeSession) { // use kline to handle roi stop if s.Interval == "" { s.Interval = types.Interval1m } session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval}) } func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) { s.session = session s.orderExecutor = orderExecutor position := orderExecutor.Position() session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) { closePrice := kline.Close if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() { return } roi := position.ROI(closePrice) if roi.Compare(s.Percentage) >= 0 { // stop loss Notify("[RoiTakeProfit] %s take profit is triggered by ROI %s/%s, price: %f", position.Symbol, roi.Percentage(), s.Percentage.Percentage(), kline.Close.Float64()) if s.CancelActiveOrders { _ = s.orderExecutor.GracefulCancel(context.Background()) } _ = orderExecutor.ClosePosition(context.Background(), fixedpoint.One, "roiTakeProfit") return } })) }