package autobuy import ( "context" "fmt" "sync" "github.com/c9s/bbgo/pkg/bbgo" "github.com/c9s/bbgo/pkg/fixedpoint" indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2" "github.com/c9s/bbgo/pkg/strategy/common" "github.com/c9s/bbgo/pkg/types" "github.com/robfig/cron/v3" "github.com/sirupsen/logrus" ) const ID = "autobuy" var log = logrus.WithField("strategy", ID) func init() { bbgo.RegisterStrategy(ID, &Strategy{}) } type Strategy struct { *common.Strategy Environment *bbgo.Environment Market types.Market Symbol string `json:"symbol"` Schedule string `json:"schedule"` Threshold fixedpoint.Value `json:"threshold"` PriceType types.PriceType `json:"priceType"` Bollinger *types.BollingerSetting `json:"bollinger"` DryRun bool `json:"dryRun"` bbgo.QuantityOrAmount boll *indicatorv2.BOLLStream cron *cron.Cron } func (s *Strategy) Initialize() error { if s.Strategy == nil { s.Strategy = &common.Strategy{} } return nil } func (s *Strategy) ID() string { return ID } func (s *Strategy) InstanceID() string { return fmt.Sprintf("%s:%s", ID, s.Symbol) } func (s *Strategy) Validate() error { if err := s.QuantityOrAmount.Validate(); err != nil { return err } return nil } func (s *Strategy) Defaults() error { if s.PriceType == "" { s.PriceType = types.PriceTypeMaker } return nil } func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval}) } func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID()) s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth) s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) { s.autobuy(ctx) }) // the shutdown handler, you can cancel all orders bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) { defer wg.Done() s.cancelOrders(ctx) bbgo.Sync(ctx, s) }) s.cron = cron.New() s.cron.AddFunc(s.Schedule, func() { s.autobuy(ctx) }) s.cron.Start() return nil } func (s *Strategy) cancelOrders(ctx context.Context) { if err := s.OrderExecutor.GracefulCancel(ctx); err != nil { log.WithError(err).Errorf("failed to cancel orders") } } func (s *Strategy) autobuy(ctx context.Context) { s.cancelOrders(ctx) balance, ok := s.Session.GetAccount().Balance(s.Market.BaseCurrency) if !ok { log.Errorf("%s balance not found", s.Market.BaseCurrency) return } log.Infof("balance: %s", balance.String()) ticker, err := s.Session.Exchange.QueryTicker(ctx, s.Symbol) if err != nil { log.WithError(err).Errorf("failed to query ticker") return } side := types.SideTypeBuy price := s.PriceType.Map(ticker, side) if price.Float64() > s.boll.UpBand.Last(0) { log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0)) return } if balance.Available.Compare(s.Threshold) > 0 { log.Infof("balance %s is higher than threshold %s", balance.Available.String(), s.Threshold.String()) return } log.Infof("balance %s is lower than threshold %s", balance.Available.String(), s.Threshold.String()) quantity := s.CalculateQuantity(price) submitOrder := types.SubmitOrder{ Symbol: s.Symbol, Side: side, Type: types.OrderTypeLimitMaker, Quantity: quantity, Price: price, } if s.DryRun { log.Infof("dry run, skip") return } log.Infof("submitting order: %s", submitOrder.String()) _, err = s.OrderExecutor.SubmitOrders(ctx, submitOrder) if err != nil { log.WithError(err).Errorf("submit order error") } }