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40 lines
1.1 KiB
Go
40 lines
1.1 KiB
Go
package dca2
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import (
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"context"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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)
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func (s *Strategy) placeTakeProfitOrders(ctx context.Context) error {
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s.logger.Info("start placing take profit orders")
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order := generateTakeProfitOrder(s.Market, s.TakeProfitRatio, s.Position, s.OrderGroupID)
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createdOrders, err := s.OrderExecutor.SubmitOrders(ctx, order)
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if err != nil {
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return err
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}
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for _, createdOrder := range createdOrders {
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s.logger.Info("SUBMIT TAKE PROFIT ORDER ", createdOrder.String())
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}
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return nil
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}
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func generateTakeProfitOrder(market types.Market, takeProfitRatio fixedpoint.Value, position *types.Position, orderGroupID uint32) types.SubmitOrder {
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side := types.SideTypeSell
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takeProfitPrice := market.TruncatePrice(position.AverageCost.Mul(fixedpoint.One.Add(takeProfitRatio)))
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return types.SubmitOrder{
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Symbol: market.Symbol,
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Market: market,
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Type: types.OrderTypeLimit,
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Price: takeProfitPrice,
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Side: side,
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TimeInForce: types.TimeInForceGTC,
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Quantity: position.GetBase().Abs(),
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Tag: orderTag,
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GroupID: orderGroupID,
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}
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}
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