bbgo_origin/pkg/strategy/ktrade/minute.go
2022-09-07 16:05:51 +08:00

123 lines
3.7 KiB
Go

package ktrade
import (
"context"
"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/types"
)
type Minute struct {
Symbol string
Market types.Market `json:"-"`
types.IntervalWindow
// MarketOrder is the option to enable market order short.
MarketOrder bool `json:"marketOrder"`
Quantity fixedpoint.Value `json:"quantity"`
orderExecutor *bbgo.GeneralOrderExecutor
session *bbgo.ExchangeSession
activeOrders *bbgo.ActiveOrderBook
StreamBook *types.StreamOrderBook
midPrice fixedpoint.Value
bbgo.QuantityOrAmount
}
func (s *Minute) updateQuote(ctx context.Context, symbol string) {
//bestBid, bestAsk, _ := s.StreamBook.BestBidAndAsk()
//s.midPrice = bestBid.Price.Add(bestAsk.Price).Div(fixedpoint.NewFromInt(2))
//log.Info(s.midPrice)
}
func (s *Minute) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
s.session = session
s.orderExecutor = orderExecutor
position := orderExecutor.Position()
symbol := position.Symbol
s.StreamBook = types.NewStreamBook(symbol)
s.StreamBook.BindStream(session.MarketDataStream)
//store, _ := session.MarketDataStore(symbol)
session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
log.Infof("%s trade @ %f", trade.Side, trade.Price.Float64())
bestAsk, _ := s.StreamBook.BestAsk()
bestBid, _ := s.StreamBook.BestBid()
s.midPrice = bestBid.Price.Add(bestAsk.Price).Div(fixedpoint.NewFromInt(2))
if trade.Side == types.SideTypeBuy && trade.Price.Compare(s.midPrice) > 0 {
_ = s.orderExecutor.GracefulCancel(context.Background())
// update ask price
newAskPrice := s.midPrice.Mul(fixedpoint.NewFromFloat(0.25)).Add(trade.Price.Mul(fixedpoint.NewFromFloat(0.75)))
log.Infof("short @ %f", newAskPrice.Float64())
if trade.Price.Compare(newAskPrice) > 0 {
s.placeOrder(context.Background(), types.SideTypeSell, s.Quantity, s.midPrice.Mul(fixedpoint.NewFromFloat(1.001)), symbol)
} else {
log.Infof("new")
s.placeOrder(context.Background(), types.SideTypeSell, s.Quantity, newAskPrice.Round(2, 1), symbol)
}
} else if trade.Side == types.SideTypeSell && trade.Price.Compare(s.midPrice) < 0 {
_ = s.orderExecutor.GracefulCancel(context.Background())
// update bid price
newBidPrice := s.midPrice.Mul(fixedpoint.NewFromFloat(0.25)).Add(trade.Price.Mul(fixedpoint.NewFromFloat(0.75)))
log.Infof("long @ %f", newBidPrice.Float64())
if trade.Price.Compare(newBidPrice) < 0 {
s.placeOrder(context.Background(), types.SideTypeBuy, s.Quantity, s.midPrice.Mul(fixedpoint.NewFromFloat(0.999)), symbol)
} else {
log.Infof("new")
s.placeOrder(context.Background(), types.SideTypeBuy, s.Quantity, newBidPrice.Round(2, 1), symbol)
}
}
})
session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
log.Info(kline.NumberOfTrades)
}))
//go func() {
// quoteTicker := time.NewTicker(util.MillisecondsJitter(time.Millisecond*10, 200))
// defer quoteTicker.Stop()
//
// for {
// select {
// case <-quoteTicker.C:
// s.updateQuote(context.Background(), symbol)
// }
// }
//}()
if !bbgo.IsBackTesting {
session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
})
}
}
func (s *Minute) placeOrder(ctx context.Context, side types.SideType, quantity fixedpoint.Value, price fixedpoint.Value, symbol string) {
market, _ := s.session.Market(symbol)
_, err := s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
Symbol: symbol,
Market: market,
Side: side,
Type: types.OrderTypeLimitMaker,
Quantity: quantity,
Price: price,
//TimeInForce: types.TimeInForceGTC,
Tag: "ktrade",
})
if err != nil {
log.WithError(err).Errorf("can not place order")
}
}