package dca2 import ( "context" "fmt" "time" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) func (s *Strategy) openMakerOrders(ctx context.Context) error { s.logger.Infof("[DCA] open maker orders") price, err := s.retryGetBestPrice(ctx, s.Short) if err != nil { return err } orders, err := s.generateMakerOrder(s.Short, s.Budget, price, s.PriceDeviation, s.MaxOrderNum) if err != nil { return err } createdOrders, err := s.OrderExecutor.SubmitOrders(ctx, orders...) if err != nil { return err } s.debugOrders(createdOrders) return nil } func (s *Strategy) retryGetBestPrice(ctx context.Context, short bool) (fixedpoint.Value, error) { var err error var ticker *types.Ticker for try := 1; try <= 100; try++ { ticker, err = s.Session.Exchange.QueryTicker(ctx, s.Symbol) if err == nil && ticker != nil { s.logger.Infof("ticker: %s", ticker.String()) if short { return ticker.Buy, nil } return ticker.Sell, nil } time.Sleep(1 * time.Second) } return fixedpoint.Zero, err } func (s *Strategy) generateMakerOrder(short bool, budget, price, margin fixedpoint.Value, orderNum int64) ([]types.SubmitOrder, error) { marginPrice := price.Mul(margin) if !short { marginPrice = marginPrice.Neg() } var prices []fixedpoint.Value var total fixedpoint.Value for i := 0; i < int(orderNum); i++ { price = price.Add(marginPrice) truncatePrice := s.Market.TruncatePrice(price) // need to avoid the price is below 0 if truncatePrice.Compare(fixedpoint.Zero) <= 0 { break } prices = append(prices, truncatePrice) total = total.Add(truncatePrice) } quantity := fixedpoint.Zero l := len(prices) - 1 for ; l >= 0; l-- { if total.IsZero() { return nil, fmt.Errorf("total is zero, please check it") } quantity = budget.Div(total) quantity = s.Market.TruncateQuantity(quantity) if prices[l].Mul(quantity).Compare(s.Market.MinNotional) > 0 { break } total = total.Sub(prices[l]) } var submitOrders []types.SubmitOrder for i := 0; i <= l; i++ { submitOrders = append(submitOrders, types.SubmitOrder{ Symbol: s.Symbol, Market: s.Market, Type: types.OrderTypeLimit, Price: prices[i], Side: s.makerSide, TimeInForce: types.TimeInForceGTC, Quantity: quantity, Tag: orderTag, GroupID: s.OrderGroupID, }) } return submitOrders, nil }