bollgrid: submit orders on connect

c9s · Nov 12, 2020 · 1a6f5b9 · 1a6f5b9
1 parent 8cc1c58
commit 1a6f5b9
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Showing 2 changed files with 11 additions and 3 deletions.
diff --git a/config/bollgrid.yaml b/config/bollgrid.yaml
@@ -41,7 +41,7 @@ riskControls:
               minQuoteBalance: 100.0
               maxBaseAssetBalance: 3.0
               minBaseAssetBalance: 0.0
-              maxOrderAmount: 1000.0
+              maxOrderAmount: 2000.0
 
 backtest:
   # for testing max draw down (MDD) at 03-12

diff --git a/pkg/strategy/bollgrid/strategy.go b/pkg/strategy/bollgrid/strategy.go
@@ -321,14 +321,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	s.Graceful.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
 		defer wg.Done()
-
 		log.Infof("canceling active orders...")
 
 		if err := session.Exchange.CancelOrders(ctx, s.activeOrders.Orders()...); err != nil {
 			log.WithError(err).Errorf("cancel order error")
 		}
 	})
 
+	session.Stream.OnConnect(func() {
+		s.updateOrders(orderExecutor, session)
+	})
+
 	// avoid using time ticker since we will need back testing here
 	session.Stream.OnKLineClosed(func(kline types.KLine) {
 		// skip kline events that does not belong to this symbol
@@ -337,8 +340,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 			return
 		}
 
-		if (s.RepostInterval != "" && (s.RepostInterval == kline.Interval)) || s.Interval == kline.Interval {
+		if s.RepostInterval != "" {
 			// see if we have enough balances and then we create limit orders on the up band and the down band.
+			if s.RepostInterval == kline.Interval {
+				s.updateOrders(orderExecutor, session)
+			}
+
+		} else if s.Interval == kline.Interval {
 			s.updateOrders(orderExecutor, session)
 		}
 	})