package dca2 import ( "context" "fmt" "github.com/c9s/bbgo/pkg/exchange/retry" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" "github.com/pkg/errors" ) func (s *Strategy) placeTakeProfitOrders(ctx context.Context) error { s.logger.Info("start placing take profit orders") currentRound, err := s.collector.CollectCurrentRound(ctx) if err != nil { return errors.Wrap(err, "failed to place the take-profit order when collecting current round") } if len(currentRound.TakeProfitOrders) > 0 { return fmt.Errorf("there is a take-profit order before placing the take-profit order, please check it and manually fix it") } trades, err := s.collector.CollectRoundTrades(ctx, currentRound) if err != nil { return errors.Wrap(err, "failed to place the take-profit order when collecting round trades") } roundPosition := types.NewPositionFromMarket(s.Market) roundPosition.SetExchangeFeeRate(s.ExchangeSession.ExchangeName, types.ExchangeFee{ MakerFeeRate: s.ExchangeSession.MakerFeeRate, TakerFeeRate: s.ExchangeSession.TakerFeeRate, }) for _, trade := range trades { s.logger.Infof("add trade into the position of this round %s", trade.String()) if trade.FeeProcessing { return fmt.Errorf("failed to place the take-profit order because there is a trade's fee not ready") } roundPosition.AddTrade(trade) } s.logger.Infof("position of this round before place the take-profit order: %s", roundPosition.String()) order := generateTakeProfitOrder(s.Market, s.TakeProfitRatio, roundPosition, s.OrderGroupID) // verify the volume of order bals, err := retry.QueryAccountBalancesUntilSuccessfulLite(ctx, s.ExchangeSession.Exchange) if err != nil { return errors.Wrapf(err, "failed to query balance to verify") } bal, exist := bals[s.Market.BaseCurrency] if !exist { return fmt.Errorf("there is no %s in the balances %+v", s.Market.BaseCurrency, bals) } quantityDiff := bal.Available.Sub(order.Quantity) if quantityDiff.Sign() < 0 { return fmt.Errorf("the balance (%s) is not enough for the order (%s)", bal.String(), order.Quantity.String()) } if quantityDiff.Compare(s.Market.MinQuantity) > 0 { s.logger.Warnf("the diff between balance (%s) and the take-profit order (%s) is larger than min quantity %s", bal.String(), order.Quantity.String(), s.Market.MinQuantity.String()) } createdOrders, err := s.OrderExecutor.SubmitOrders(ctx, order) if err != nil { return err } for _, createdOrder := range createdOrders { s.logger.Info("SUBMIT TAKE PROFIT ORDER ", createdOrder.String()) } return nil } func generateTakeProfitOrder(market types.Market, takeProfitRatio fixedpoint.Value, position *types.Position, orderGroupID uint32) types.SubmitOrder { side := types.SideTypeSell takeProfitPrice := market.TruncatePrice(position.AverageCost.Mul(fixedpoint.One.Add(takeProfitRatio))) return types.SubmitOrder{ Symbol: market.Symbol, Market: market, Type: types.OrderTypeLimit, Price: takeProfitPrice, Side: side, TimeInForce: types.TimeInForceGTC, Quantity: position.GetBase().Abs(), Tag: orderTag, GroupID: orderGroupID, } }