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FIX: [exit] Use configuration instead of kine fixed interval #1549

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merged 2 commits into from
Mar 4, 2024
Merged

FIX: [exit] Use configuration instead of kine fixed interval #1549

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1517226
Use configuration instead of kine fixed interval
Feb 28, 2024
2567bd0
set the defauinteralv alue to 1m
Feb 28, 2024
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15 changes: 11 additions & 4 deletions pkg/bbgo/exit_protective_stop_loss.go
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Original file line number Diff line number Diff line change
Expand Up @@ -30,15 +30,22 @@ type ProtectiveStopLoss struct {
// PlaceStopOrder places the stop order on exchange and lock the balance
PlaceStopOrder bool `json:"placeStopOrder"`

// Interval is the time resolution to update the stop order
// KLine per Interval will be used for updating the stop order
Interval types.Interval `json:"interval,omitempty"`
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can you set the default value to 1m if it’s empty?

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ok


session *ExchangeSession
orderExecutor *GeneralOrderExecutor
stopLossPrice fixedpoint.Value
stopLossOrder *types.Order
}

func (s *ProtectiveStopLoss) Subscribe(session *ExchangeSession) {
// use 1m kline to handle roi stop
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
if s.Interval == "" {
s.Interval = types.Interval1m
}
// use kline to handle roi stop
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
}

func (s *ProtectiveStopLoss) shouldActivate(position *types.Position, closePrice fixedpoint.Value) bool {
Expand Down Expand Up @@ -131,8 +138,8 @@ func (s *ProtectiveStopLoss) Bind(session *ExchangeSession, orderExecutor *Gener
s.stopLossPrice = fixedpoint.Zero
}
}
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, f))
session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, types.Interval1m, f))
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, f))
session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, s.Interval, f))

if !IsBackTesting && enableMarketTradeStop {
session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
Expand Down
14 changes: 10 additions & 4 deletions pkg/bbgo/exit_roi_stop_loss.go
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Expand Up @@ -11,14 +11,20 @@ type RoiStopLoss struct {
Symbol string
Percentage fixedpoint.Value `json:"percentage"`
CancelActiveOrders bool `json:"cancelActiveOrders"`
// Interval is the time resolution to update the stop order
// KLine per Interval will be used for updating the stop order
Interval types.Interval `json:"interval,omitempty"`

session *ExchangeSession
orderExecutor *GeneralOrderExecutor
}

func (s *RoiStopLoss) Subscribe(session *ExchangeSession) {
// use 1m kline to handle roi stop
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
// use kline to handle roi stop
if s.Interval == "" {
s.Interval = types.Interval1m
}
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
}

func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
Expand All @@ -30,8 +36,8 @@ func (s *RoiStopLoss) Bind(session *ExchangeSession, orderExecutor *GeneralOrder
s.checkStopPrice(kline.Close, position)
}

session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, f))
session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, types.Interval1m, f))
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, f))
session.MarketDataStream.OnKLine(types.KLineWith(s.Symbol, s.Interval, f))

if !IsBackTesting && enableMarketTradeStop {
session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
Expand Down
13 changes: 10 additions & 3 deletions pkg/bbgo/exit_roi_take_profit.go
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Expand Up @@ -13,21 +13,28 @@ type RoiTakeProfit struct {
Percentage fixedpoint.Value `json:"percentage"`
CancelActiveOrders bool `json:"cancelActiveOrders"`

// Interval is the time resolution to update the stop order
// KLine per Interval will be used for updating the stop order
Interval types.Interval `json:"interval,omitempty"`

session *ExchangeSession
orderExecutor *GeneralOrderExecutor
}

func (s *RoiTakeProfit) Subscribe(session *ExchangeSession) {
// use 1m kline to handle roi stop
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
// use kline to handle roi stop
if s.Interval == "" {
s.Interval = types.Interval1m
}
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
}

func (s *RoiTakeProfit) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
s.session = session
s.orderExecutor = orderExecutor

position := orderExecutor.Position()
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
closePrice := kline.Close
if position.IsClosed() || position.IsDust(closePrice) || position.IsClosing() {
return
Expand Down
3 changes: 3 additions & 0 deletions pkg/bbgo/exit_trailing_stop.go
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Original file line number Diff line number Diff line change
Expand Up @@ -42,6 +42,9 @@ type TrailingStop2 struct {
}

func (s *TrailingStop2) Subscribe(session *ExchangeSession) {
if s.Interval == "" {
s.Interval = types.Interval1m
}
// use 1m kline to handle roi stop
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.Interval})
}
Expand Down
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