diff --git a/pkg/strategy/atrpin/strategy.go b/pkg/strategy/atrpin/strategy.go index 15b5c2c7d..8dee5282f 100644 --- a/pkg/strategy/atrpin/strategy.go +++ b/pkg/strategy/atrpin/strategy.go @@ -33,6 +33,10 @@ type Strategy struct { Multiplier float64 `json:"multiplier"` MinPriceRange fixedpoint.Value `json:"minPriceRange"` + // handle missing trades, will be removed in the future + TakeProfitByExpectedBaseBalance bool `json:"takeProfitByExpectedBaseBalance"` + ExpectedBaseBalance fixedpoint.Value `json:"expectedBaseBalance"` + bbgo.QuantityOrAmount // bbgo.OpenPositionOptions @@ -50,6 +54,14 @@ func (s *Strategy) Initialize() error { }) return nil } + +func (s *Strategy) Validate() error { + if s.ExpectedBaseBalance.Sign() < 0 { + return fmt.Errorf("expectedBaseBalance should be non-negative") + } + return nil +} + func (s *Strategy) ID() string { return ID } @@ -136,14 +148,19 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se position := s.Strategy.OrderExecutor.Position() s.logger.Infof("position: %+v", position) - side := types.SideTypeBuy - takerPrice := ticker.Sell - if position.IsLong() { - side = types.SideTypeSell - takerPrice = ticker.Buy + base := position.GetBase() + if s.TakeProfitByExpectedBaseBalance { + base = baseBalance.Available.Sub(s.ExpectedBaseBalance) + } + + side := types.SideTypeSell + takerPrice := ticker.Buy + if base.Sign() < 0 { + side = types.SideTypeBuy + takerPrice = ticker.Sell } - if !position.IsDust(takerPrice) { + if !s.Market.IsDustQuantity(base, takerPrice) { s.logger.Infof("%s position is not dust", s.Symbol) orderForms = append(orderForms, types.SubmitOrder{ @@ -151,7 +168,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se Type: types.OrderTypeLimit, Side: side, Price: takerPrice, - Quantity: position.GetQuantity(), + Quantity: base.Abs(), Market: s.Market, TimeInForce: types.TimeInForceGTC, Tag: "takeProfit",