package buyandhold import ( "context" "encoding/json" "io/ioutil" "math" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/types" "github.com/c9s/bbgo/pkg/util" ) type Strategy struct { Symbol string `json:"symbol"` Interval string `json:"interval"` BaseQuantity float64 `json:"baseQuantity"` MaxAssetQuantity float64 `json:"maxAssetQuantity"` MinDropPercentage float64 `json:"minDropPercentage"` } func LoadFile(filepath string) (*Strategy, error) { o, err := ioutil.ReadFile(filepath) if err != nil { return nil, err } var strategy Strategy err = json.Unmarshal(o, &strategy) return &strategy, err } func New(symbol string, interval string, baseQuantity float64) *Strategy { return &Strategy{ Symbol: symbol, Interval: interval, BaseQuantity: baseQuantity, MinDropPercentage: -0.08, } } func (s *Strategy) SetMinDropPercentage(p float64) *Strategy { s.MinDropPercentage = p return s } func (s *Strategy) SetMaxAssetQuantity(q float64) *Strategy { s.MaxAssetQuantity = q return s } func (s *Strategy) Run(ctx context.Context, orderExecutor types.OrderExecutor, session *bbgo.ExchangeSession) error { session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval}) session.Stream.OnKLineClosed(func(kline types.KLine) { changePercentage := kline.GetChange() / kline.Open // buy when price drops -8% if changePercentage < s.MinDropPercentage { market, ok := session.Markets[s.Symbol] if !ok { return } baseBalance, ok := session.Account.Balance(market.BaseCurrency) if ok { // we hold too many if util.NotZero(s.MaxAssetQuantity) && baseBalance.Available > s.MaxAssetQuantity { return } } orderExecutor.SubmitOrder(ctx, types.SubmitOrder{ Symbol: kline.Symbol, Side: types.SideTypeBuy, Type: types.OrderTypeMarket, Quantity: s.BaseQuantity * math.Abs(changePercentage), }) } }) return nil }