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REFACTOR: move maker tools #1639

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Merged
merged 2 commits into from
May 21, 2024
Merged

REFACTOR: move maker tools #1639

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5f096bb
move InventorySkew to strategy.common
narumiruna May 20, 2024
8ad85fc
move OrderPriceRiskControl to riskcontrol
narumiruna May 20, 2024
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3 changes: 2 additions & 1 deletion pkg/strategy/xfixedmaker/order_price_risk.go → pkg/risk/riskcontrol/order_price_risk.go
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Original file line number Diff line number Diff line change
@@ -1,9 +1,10 @@
package xfixedmaker
package riskcontrol

import (
"github.com/c9s/bbgo/pkg/fixedpoint"
indicatorv2 "github.com/c9s/bbgo/pkg/indicator/v2"
"github.com/c9s/bbgo/pkg/types"
log "github.com/sirupsen/logrus"
)

type OrderPriceRiskControl struct {
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2 changes: 1 addition & 1 deletion ...tegy/xfixedmaker/order_price_risk_test.go → ...risk/riskcontrol/order_price_risk_test.go
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
package xfixedmaker
package riskcontrol

import (
"testing"
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2 changes: 1 addition & 1 deletion pkg/strategy/fixedmaker/inventory_skew.go → pkg/strategy/common/inventory_skew.go
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
package fixedmaker
package common

import (
"fmt"
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2 changes: 1 addition & 1 deletion ...trategy/fixedmaker/inventory_skew_test.go → pkg/strategy/common/inventory_skew_test.go
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
package fixedmaker
package common

import (
"testing"
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2 changes: 1 addition & 1 deletion pkg/strategy/fixedmaker/strategy.go
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Expand Up @@ -35,7 +35,7 @@ type Strategy struct {
OrderType types.OrderType `json:"orderType"`
DryRun bool `json:"dryRun"`

InventorySkew InventorySkew `json:"inventorySkew"`
InventorySkew common.InventorySkew `json:"inventorySkew"`

activeOrderBook *bbgo.ActiveOrderBook
}
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14 changes: 7 additions & 7 deletions pkg/strategy/xfixedmaker/strategy.go
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Original file line number Diff line number Diff line change
Expand Up @@ -9,8 +9,8 @@ import (

"github.com/c9s/bbgo/pkg/bbgo"
"github.com/c9s/bbgo/pkg/fixedpoint"
"github.com/c9s/bbgo/pkg/risk/riskcontrol"
"github.com/c9s/bbgo/pkg/strategy/common"
"github.com/c9s/bbgo/pkg/strategy/fixedmaker"
"github.com/c9s/bbgo/pkg/types"
)

Expand All @@ -36,14 +36,14 @@ type Strategy struct {
OrderType types.OrderType `json:"orderType"`
DryRun bool `json:"dryRun"`

ReferenceExchange string `json:"referenceExchange"`
ReferencePriceEMA types.IntervalWindow `json:"referencePriceEMA"`
OrderPriceLossThreshold fixedpoint.Value `json:"orderPriceLossThreshold"`
InventorySkew fixedmaker.InventorySkew `json:"inventorySkew"`
ReferenceExchange string `json:"referenceExchange"`
ReferencePriceEMA types.IntervalWindow `json:"referencePriceEMA"`
OrderPriceLossThreshold fixedpoint.Value `json:"orderPriceLossThreshold"`
InventorySkew common.InventorySkew `json:"inventorySkew"`

market types.Market
activeOrderBook *bbgo.ActiveOrderBook
orderPriceRiskControl *OrderPriceRiskControl
orderPriceRiskControl *riskcontrol.OrderPriceRiskControl
}

func (s *Strategy) Defaults() error {
Expand Down Expand Up @@ -121,7 +121,7 @@ func (s *Strategy) CrossRun(ctx context.Context, _ bbgo.OrderExecutionRouter, se

s.Strategy.Initialize(ctx, s.Environment, tradingSession, s.market, ID, s.InstanceID())

s.orderPriceRiskControl = NewOrderPriceRiskControl(
s.orderPriceRiskControl = riskcontrol.NewOrderPriceRiskControl(
referenceSession.Indicators(s.Symbol).EMA(s.ReferencePriceEMA),
s.OrderPriceLossThreshold,
)
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