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69 lines
2.1 KiB
Go
69 lines
2.1 KiB
Go
package dca2
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import (
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"context"
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"fmt"
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/c9s/bbgo/pkg/types"
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"github.com/pkg/errors"
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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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currentRound, err := s.collector.CollectCurrentRound(ctx)
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if err != nil {
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return errors.Wrap(err, "failed to place the take-profit order when collecting current round")
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}
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if currentRound.TakeProfitOrder.OrderID != 0 {
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return fmt.Errorf("there is a take-profit order before placing the take-profit order, please check it")
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}
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trades, err := s.collector.CollectRoundTrades(ctx, currentRound)
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if err != nil {
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return errors.Wrap(err, "failed to place the take-profit order when collecting round trades")
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}
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roundPosition := types.NewPositionFromMarket(s.Market)
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for _, trade := range trades {
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s.logger.Infof("add trade into the position of this round %s", trade.String())
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if trade.FeeProcessing {
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return fmt.Errorf("failed to place the take-profit order because there is a trade's fee not ready")
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}
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roundPosition.AddTrade(trade)
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}
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s.logger.Infof("position of this round before place the take-profit order: %s", roundPosition.String())
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order := generateTakeProfitOrder(s.Market, s.TakeProfitRatio, roundPosition, 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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