package buyandhold import ( "context" "math" log "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/types" ) func init() { bbgo.RegisterStrategy("buyandhold", &Strategy{}) } type Strategy struct { Symbol string `json:"symbol"` Interval string `json:"interval"` BaseQuantity float64 `json:"baseQuantity"` MinDropPercentage float64 `json:"minDropPercentage"` } func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval}) } func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { session.Stream.OnKLine(func(kline types.KLine) { // skip k-lines from other symbols if kline.Symbol != s.Symbol { return } changePercentage := kline.GetChange() / kline.Open log.Infof("change %f <=> %f", changePercentage, s.MinDropPercentage) }) session.Stream.OnKLineClosed(func(kline types.KLine) { // skip k-lines from other symbols if kline.Symbol != s.Symbol { return } changePercentage := kline.GetChange() / kline.Open if changePercentage > s.MinDropPercentage { return } // buy when price drops -8% market, ok := session.Market(s.Symbol) if !ok { log.Warnf("market %s is not defined", s.Symbol) return } quantity := s.BaseQuantity * (1.0 + math.Abs(changePercentage)) _, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{ Symbol: kline.Symbol, Market: market, Side: types.SideTypeBuy, Type: types.OrderTypeMarket, Quantity: quantity, }) if err != nil { log.WithError(err).Error("submit order error") } }) return nil }