dca3

package
v1.64.2 Latest Latest
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 Go to latest Published: Apr 14, 2026 License: AGPL-3.0 Imports: 20 Imported by: 0

Documentation

Index

Constants

View Source 
const (
	ID = "dca3"

	OpenPositionSide = types.SideTypeBuy
	TakeProfitSide   = types.SideTypeSell
)

Variables

This section is empty.

Functions

This section is empty.

Types

type Collector 

type Collector struct {
	// contains filtered or unexported fields
}

func NewCollector 

func NewCollector(logger logrus.FieldLogger, symbol string, groupID uint32, filterGroupID bool, ex types.Exchange, queryService CollectorQueryService) *Collector

func (Collector) CollectCurrentRound 

func (rc Collector) CollectCurrentRound(ctx context.Context, sinceLimit time.Time) (Round, error)

func (*Collector) CollectRoundTrades 

func (rc *Collector) CollectRoundTrades(ctx context.Context, round Round) ([]types.Trade, error)

CollectRoundTrades collect the trades of the orders in the given round. The trades' fee are processed (feeProcessing = false)

func (*Collector) CollectRoundsFromOrderID 

func (rc *Collector) CollectRoundsFromOrderID(ctx context.Context, fromOrderID uint64) ([]Round, error)

type CollectorQueryService 

type CollectorQueryService interface {
	types.ExchangeTradeHistoryService
	types.ExchangeOrderQueryService
	QueryClosedOrdersDesc(ctx context.Context, symbol string, since, until time.Time, lastOrderID uint64) ([]types.Order, error)
}

type LogLevel 

type LogLevel int64
const (
	LogLevelNone LogLevel = iota
	LogLevelInfo
	LogLevelWarn
	LogLevelWarnFirst
	LogLevelError
)

type ProfitStats 

type ProfitStats struct {
	Symbol string       `json:"symbol"`
	Market types.Market `json:"market,omitempty"`

	FromOrderID     uint64           `json:"fromOrderID,omitempty"`
	Round           int64            `json:"round,omitempty"`
	QuoteInvestment fixedpoint.Value `json:"quoteInvestment,omitempty"`

	CurrentRoundProfit fixedpoint.Value            `json:"currentRoundProfit,omitempty"`
	CurrentRoundFee    map[string]fixedpoint.Value `json:"currentRoundFee,omitempty"`
	TotalProfit        fixedpoint.Value            `json:"totalProfit,omitempty"`
	TotalFee           map[string]fixedpoint.Value `json:"totalFee,omitempty"`

	// used to flexible recovery
	OpenPositionPVs []types.PriceVolume `json:"openPositionPVs,omitempty"`

	types.PersistenceTTL
}

func (*ProfitStats) AddTrade 

func (s *ProfitStats) AddTrade(trade types.Trade)

func (*ProfitStats) NewRound 

func (s *ProfitStats) NewRound()

func (*ProfitStats) String 

func (s *ProfitStats) String() string

type Round 

type Round struct {
	OpenPositionOrders []types.Order
	TakeProfitOrders   []types.Order
}

Round contains the open-position orders and the take-profit orders 1. len(OpenPositionOrders) == 0 -> not open position 2. len(TakeProfitOrders) == 0 -> not in the take-profit stage 3. There are take-profit orders only when open-position orders are cancelled 4. We need to make sure the order: open-position (BUY) -> take-profit (SELL) -> open-position (BUY) -> take-profit (SELL) -> ... 5. When there is one filled take-profit order, this round must be finished. We need to verify all take-profit orders are not active

type State 

type State int64
const (
	None State = iota
	StateIdleWaiting
	StateOpenPositionReady
	StateOpenPositionMOQReached
	StateTakeProfitOrderReset
	StateTakeProfitReached
)

type StateMachine 

type StateMachine struct {
	// contains filtered or unexported fields
}

func NewStateMachine 

func NewStateMachine(logger *logrus.Entry) *StateMachine

func (*StateMachine) Close 

func (s *StateMachine) Close()

func (*StateMachine) EmitNextState 

func (s *StateMachine) EmitNextState(state State)

func (*StateMachine) GetState 

func (s *StateMachine) GetState() State

func (*StateMachine) OnClose 

func (s *StateMachine) OnClose(cb func())

func (*StateMachine) OnStart 

func (s *StateMachine) OnStart(cb func())

func (*StateMachine) RegisterTransitionHandler 

func (s *StateMachine) RegisterTransitionHandler(from State, to State, fn TransitionHandler)

func (*StateMachine) RegisterWarnFirstLoggers 

func (s *StateMachine) RegisterWarnFirstLoggers(from State, to State, logger *util.WarnFirstLogger)

func (*StateMachine) Run 

func (s *StateMachine) Run(ctx context.Context)

func (*StateMachine) UpdateState 

func (s *StateMachine) UpdateState(state State)

func (*StateMachine) WaitForRunningIs 

func (s *StateMachine) WaitForRunningIs(isRunning bool, checkInterval, timeout time.Duration) bool

type Strategy 

type Strategy struct {
	Position       *types.Position `json:"position,omitempty" persistence:"position"`
	ProfitStats    *ProfitStats    `json:"profitStats,omitempty" persistence:"profit_stats"`
	PersistenceTTL types.Duration  `json:"persistenceTTL"`

	Environment     *bbgo.Environment
	ExchangeSession *bbgo.ExchangeSession
	OrderExecutor   *bbgo.GeneralOrderExecutor
	Market          types.Market

	Symbol string `json:"symbol"`

	// setting
	QuoteInvestment  fixedpoint.Value `json:"quoteInvestment"`
	MaxOrderCount    int64            `json:"maxOrderCount"`
	PriceDeviation   fixedpoint.Value `json:"priceDeviation"`
	TakeProfitRatio  fixedpoint.Value `json:"takeProfitRatio"`
	CoolDownInterval types.Duration   `json:"coolDownInterval"`

	// OrderGroupID is the group ID used for the strategy instance for canceling orders
	OrderGroupID              uint32 `json:"orderGroupID"`
	DisableOrderGroupIDFilter bool   `json:"disableOrderGroupIDFilter"`

	// RecoverWhenStart option is used for recovering dca states
	RecoverWhenStart          bool `json:"recoverWhenStart"`
	DisableProfitStatsRecover bool `json:"disableProfitStatsRecover"`
	DisablePositionRecover    bool `json:"disablePositionRecover"`

	// KeepOrdersWhenShutdown option is used for keeping the grid orders when shutting down bbgo
	KeepOrdersWhenShutdown bool `json:"keepOrdersWhenShutdown"`

	// UseCancelAllOrdersApiWhenClose close all orders even though the orders don't belong to this strategy
	UseCancelAllOrdersApiWhenClose bool `json:"useCancelAllOrdersApiWhenClose"`

	LogFields logrus.Fields `json:"logFields"`

	// PrometheusLabels will be used as the base prometheus labels
	PrometheusLabels prometheus.Labels `json:"prometheusLabels"`

	// callbacks
	common.StatusCallbacks
	// contains filtered or unexported fields
}

func (*Strategy) CleanUp 

func (s *Strategy) CleanUp(ctx context.Context) error

func (*Strategy) Close 

func (s *Strategy) Close(ctx context.Context) error

func (*Strategy) ContinueNextRound 

func (s *Strategy) ContinueNextRound()

func (*Strategy) Defaults 

func (s *Strategy) Defaults() error

func (*Strategy) EmitPositionUpdate 

func (s *Strategy) EmitPositionUpdate(position *types.Position)

func (*Strategy) EmitProfit 

func (s *Strategy) EmitProfit(profitStats *ProfitStats)

func (*Strategy) ID 

func (s *Strategy) ID() string

func (*Strategy) Initialize 

func (s *Strategy) Initialize() error

func (*Strategy) InstanceID 

func (s *Strategy) InstanceID() string

func (*Strategy) OnPositionUpdate 

func (s *Strategy) OnPositionUpdate(cb func(*types.Position))

func (*Strategy) OnProfit 

func (s *Strategy) OnProfit(cb func(*ProfitStats))

func (*Strategy) PauseNextRound 

func (s *Strategy) PauseNextRound()

PauseNextRound will stop openning open-position orders at the next round

func (*Strategy) Run 

func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error

func (*Strategy) Subscribe 

func (s *Strategy) Subscribe(session *bbgo.ExchangeSession)

func (*Strategy) UpdateProfitStats 

func (s *Strategy) UpdateProfitStats(ctx context.Context) (bool, error)

UpdateProfitStats will collect round from closed orders and emit update profit stats return true, nil -> there is at least one finished round and all the finished rounds we collect update profit stats successfully return false, nil -> there is no finished round! return true, error -> At least one round update profit stats successfully but there is error when collecting other rounds

func (*Strategy) UpdateProfitStatsUntilSuccessful 

func (s *Strategy) UpdateProfitStatsUntilSuccessful(ctx context.Context) error

func (*Strategy) Validate 

func (s *Strategy) Validate() error

type TransitionHandler 

type TransitionHandler func(context.Context) (error, LogLevel)

Source Files

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