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Description
Hi Mate,
You have done a very decent job of creating this project.
I have actually coded for binance futures trading and I have excellent strategies I would like to use on Huobi futures.
I am bit confused with integrating my strategy into your strategy section.
Could you please explain how to place an order based on my strategy for example rsi>70 sell and rsi <30 buy .
if existing buy order is there to close this and open sell order and if existing sell order is present to close it and place buy order.
also I need to decide based on kline data and ticker data.
I take kline to analyse and create strategy and then use ticker data to exit trade.
Could up please explain how to use this method , do I need to override it or modify it based on the need?
`async def place_orders(self):
""" 下单
"""
orders_data = []
if self.trader.position and self.trader.position.short_quantity:
# 平空单
price = round(self.ask1_price - 0.1, 1)
quantity = -self.trader.position.short_quantity
action = ORDER_ACTION_BUY
new_price = str(price) # 将价格转换为字符串,保持精度
if quantity:
orders_data.append({"price": new_price, "quantity": quantity, "action": action, "order_type": ORDER_TYPE_LIMIT, "lever_rate": 5})
self.last_ask_price = self.ask1_price
if self.trader.assets and self.trader.assets.assets.get(self.raw_symbol):
# 开空单
price = round(self.bid1_price + 0.1, 1)
volume = int(float(self.trader.assets.assets.get(self.raw_symbol).get("free")) * 5/ price / self.contract_size)
if volume >= 1:
quantity = - volume # 空1张
action = ORDER_ACTION_SELL
new_price = str(price) # 将价格转换为字符串,保持精度
if quantity:
orders_data.append({"price": new_price, "quantity": quantity, "action": action, "order_type": ORDER_TYPE_LIMIT, "lever_rate": 5})
self.last_bid_price = self.bid1_price
if orders_data:
order_nos, error = await self.trader.create_orders(orders_data)
if error:
logger.error(self.strategy, "create future order error! error:", error, caller=self)
logger.info(self.strategy, "create future orders success:", order_nos, caller=self)
`