[update] 去掉持久化
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@ -1,10 +1,10 @@
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persistence:
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json:
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directory: var/data
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redis:
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host: 127.0.0.1
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port: 6379
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db: 0
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#persistence:
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# json:
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# directory: var/data
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# redis:
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# host: 127.0.0.1
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# port: 6379
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# db: 0
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sessions:
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binance_futures:
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@ -112,6 +112,9 @@ func (s *Strategy) cancelOrders(ctx context.Context, symbol string) {
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if err := s.orderExecutors[symbol].GracefulCancel(ctx); err != nil {
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log.WithError(err).Errorf("failed to cancel orders")
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}
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s.Traded[symbol] = false
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s.TradeType[symbol] = ""
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}
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func (s *Strategy) placeOrders(ctx context.Context, kline types.KLine) {
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@ -326,10 +329,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
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s.orderExecutors[symbol] = qbtrade.NewGeneralOrderExecutor(session, symbol, ID, s.InstanceID(), s.Positions[symbol])
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s.orderExecutors[symbol].BindEnvironment(s.Environment)
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_ = s.orderExecutors[symbol].GracefulCancel(ctx)
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s.orderExecutors[symbol].BindProfitStats(s.ProfitStats[symbol])
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s.orderExecutors[symbol].TradeCollector().OnPositionUpdate(func(position *types.Position) {
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qbtrade.Sync(ctx, s)
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})
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//s.orderExecutors[symbol].BindProfitStats(s.ProfitStats[symbol])
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//s.orderExecutors[symbol].TradeCollector().OnPositionUpdate(func(position *types.Position) {
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// qbtrade.Sync(ctx, s)
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//})
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s.orderExecutors[symbol].Bind()
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// 初始化
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@ -352,8 +355,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor qbtrade.OrderExecutor,
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if !s.Traded[symbol] {
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// 如若在下一根k线未成交 则取消订单
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if s.TradeType[symbol] != "" {
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qbtrade.Notify(fmt.Sprintf("交易信号未成交,取消订单: %s", symbol))
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s.cancelOrders(ctx, symbol)
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}
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}
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s.TradeKLine[symbol] = k
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}
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})
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