158 lines
3.8 KiB
Go
158 lines
3.8 KiB
Go
package autobuy
|
|
|
|
import (
|
|
"context"
|
|
"fmt"
|
|
"sync"
|
|
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/fixedpoint"
|
|
indicatorv2 "git.qtrade.icu/lychiyu/qbtrade/pkg/indicator/v2"
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/qbtrade"
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/strategy/common"
|
|
"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
|
|
"github.com/robfig/cron/v3"
|
|
"github.com/sirupsen/logrus"
|
|
)
|
|
|
|
const ID = "autobuy"
|
|
|
|
var log = logrus.WithField("strategy", ID)
|
|
|
|
func init() {
|
|
qbtrade.RegisterStrategy(ID, &Strategy{})
|
|
}
|
|
|
|
type Strategy struct {
|
|
*common.Strategy
|
|
|
|
Environment *qbtrade.Environment
|
|
Market types.Market
|
|
|
|
Symbol string `json:"symbol"`
|
|
Schedule string `json:"schedule"`
|
|
Threshold fixedpoint.Value `json:"threshold"`
|
|
PriceType types.PriceType `json:"priceType"`
|
|
Bollinger *types.BollingerSetting `json:"bollinger"`
|
|
DryRun bool `json:"dryRun"`
|
|
|
|
qbtrade.QuantityOrAmount
|
|
|
|
boll *indicatorv2.BOLLStream
|
|
cron *cron.Cron
|
|
}
|
|
|
|
func (s *Strategy) Initialize() error {
|
|
if s.Strategy == nil {
|
|
s.Strategy = &common.Strategy{}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (s *Strategy) ID() string {
|
|
return ID
|
|
}
|
|
|
|
func (s *Strategy) InstanceID() string {
|
|
return fmt.Sprintf("%s:%s", ID, s.Symbol)
|
|
}
|
|
|
|
func (s *Strategy) Validate() error {
|
|
if err := s.QuantityOrAmount.Validate(); err != nil {
|
|
return err
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (s *Strategy) Defaults() error {
|
|
if s.PriceType == "" {
|
|
s.PriceType = types.PriceTypeMaker
|
|
}
|
|
return nil
|
|
}
|
|
|
|
func (s *Strategy) Subscribe(session *qbtrade.ExchangeSession) {
|
|
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Bollinger.Interval})
|
|
}
|
|
|
|
func (s *Strategy) Run(ctx context.Context, _ qbtrade.OrderExecutor, session *qbtrade.ExchangeSession) error {
|
|
s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
|
|
|
|
s.boll = session.Indicators(s.Symbol).BOLL(s.Bollinger.IntervalWindow, s.Bollinger.BandWidth)
|
|
|
|
s.OrderExecutor.ActiveMakerOrders().OnFilled(func(order types.Order) {
|
|
s.autobuy(ctx)
|
|
})
|
|
|
|
// the shutdown handler, you can cancel all orders
|
|
qbtrade.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
|
|
defer wg.Done()
|
|
s.cancelOrders(ctx)
|
|
qbtrade.Sync(ctx, s)
|
|
})
|
|
|
|
s.cron = cron.New()
|
|
s.cron.AddFunc(s.Schedule, func() {
|
|
s.autobuy(ctx)
|
|
})
|
|
s.cron.Start()
|
|
|
|
return nil
|
|
}
|
|
|
|
func (s *Strategy) cancelOrders(ctx context.Context) {
|
|
if err := s.OrderExecutor.GracefulCancel(ctx); err != nil {
|
|
log.WithError(err).Errorf("failed to cancel orders")
|
|
}
|
|
}
|
|
|
|
func (s *Strategy) autobuy(ctx context.Context) {
|
|
s.cancelOrders(ctx)
|
|
|
|
balance, ok := s.Session.GetAccount().Balance(s.Market.BaseCurrency)
|
|
if !ok {
|
|
log.Errorf("%s balance not found", s.Market.BaseCurrency)
|
|
return
|
|
}
|
|
log.Infof("balance: %s", balance.String())
|
|
|
|
ticker, err := s.Session.Exchange.QueryTicker(ctx, s.Symbol)
|
|
if err != nil {
|
|
log.WithError(err).Errorf("failed to query ticker")
|
|
return
|
|
}
|
|
|
|
side := types.SideTypeBuy
|
|
price := s.PriceType.Map(ticker, side)
|
|
|
|
if price.Float64() > s.boll.UpBand.Last(0) {
|
|
log.Infof("price %s is higher than upper band %f, skip", price.String(), s.boll.UpBand.Last(0))
|
|
return
|
|
}
|
|
|
|
if balance.Available.Compare(s.Threshold) > 0 {
|
|
log.Infof("balance %s is higher than threshold %s", balance.Available.String(), s.Threshold.String())
|
|
return
|
|
}
|
|
log.Infof("balance %s is lower than threshold %s", balance.Available.String(), s.Threshold.String())
|
|
|
|
quantity := s.CalculateQuantity(price)
|
|
submitOrder := types.SubmitOrder{
|
|
Symbol: s.Symbol,
|
|
Side: side,
|
|
Type: types.OrderTypeLimitMaker,
|
|
Quantity: quantity,
|
|
Price: price,
|
|
}
|
|
|
|
if s.DryRun {
|
|
log.Infof("dry run, skip")
|
|
return
|
|
}
|
|
|
|
log.Infof("submitting order: %s", submitOrder.String())
|
|
_, err = s.OrderExecutor.SubmitOrders(ctx, submitOrder)
|
|
if err != nil {
|
|
log.WithError(err).Errorf("submit order error")
|
|
}
|
|
}
|