package bbgo import ( "context" log "github.com/sirupsen/logrus" "github.com/c9s/bbgo/pkg/fixedpoint" "github.com/c9s/bbgo/pkg/types" ) // RoiTakeProfit force takes the profit by the given ROI percentage. type RoiTakeProfit struct { Symbol string `json:"symbol"` Percentage fixedpoint.Value `json:"percentage"` // Partial is a percentage of the position to be closed // 50% means you will close halt the position Partial fixedpoint.Value `json:"partial,omitempty"` session *ExchangeSession orderExecutor *GeneralOrderExecutor } func (s *RoiTakeProfit) Subscribe(session *ExchangeSession) { // use 1m kline to handle roi stop session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m}) } func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) { s.session = session s.orderExecutor = orderExecutor position := orderExecutor.Position() session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) { closePrice := kline.Close if position.IsClosed() || position.IsDust(closePrice) { return } roi := position.ROI(closePrice) if roi.Compare(s.Percentage) < 0 { return } // default to close the whole position percent := one if !s.Partial.IsZero() { percent = s.Partial } // stop loss Notify("[RoiTakeProfit] %s take profit is triggered by ROI %s/%s, price: %f, closing: %s", position.Symbol, roi.Percentage(), s.Percentage.Percentage(), kline.Close.Float64(), percent.Percentage()) if err := orderExecutor.ClosePosition(context.Background(), percent, "roiTakeProfit"); err != nil { log.WithError(err).Error("failed to close position") } })) }