91 lines
3.0 KiB
Go
91 lines
3.0 KiB
Go
|
package dca2
|
||
|
|
|
||
|
|
import (
|
||
|
|
"context"
|
||
|
|
"fmt"
|
||
|
|
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/exchange/retry"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
|
||
|
|
"git.qtrade.icu/lychiyu/qbtrade/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)
|
||
|
|
|
||
|
|
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,
|
||
|
|
}
|
||
|
|
}
|