tp 범위 조절

index.js

@@ -13,6 +13,7 @@ const ex = new ccxt.bybit({
 
 let bars = [];
 let balance = cfg.startBalance;
+let pending = null;
 let position = null;
 let trades = [];
 let curPrice = null;
@@ -63,6 +64,7 @@ function initWs() {
                         if (t) {
                             if(t.lastPrice) {
                                 curPrice = +t.lastPrice;
+                                confirmTrade();
                                 // logger.debug('현재 가격 업데이트', { curPrice });
                             }
                         }
@@ -157,10 +159,10 @@ function enterMarket(sig) {
     const fee = notional * cfg.feeTaker / 100;
     balance -= fee;
 
-    position = {
+    pending = {
         id: `m${Date.now()}`,
         side: sig.side,
-        entry: curPrice,
+        entry: sig.price,
         qty: +qty,
         sl: sig.sl,
         tp: sig.side === 'LONG' ? sig.tp - (sig.tp * 0.0005) : sig.tp + (sig.tp * 0.0005),
@@ -169,7 +171,29 @@ function enterMarket(sig) {
         initialBalance: balance + fee
     };
 
-    logger.info(`[FILLED] ${sig.side} 시장가 @${curPrice} qty=${qty}`, { position });
+    logger.info(`[PENDING] ${sig.side} 지정가 @${sig.price} qty=${qty}`, { pending });
+}
+
+function confirmTrade() {
+    if(pending === null) return;
+    let flag = false;
+    if(pending.side === 'LONG' ) {
+        if(pending.entry <= curPrice) {
+            flag = true;
+        }
+    } else if(pending.side === 'SHORT') {
+        if(pending.entry >= curPrice) {
+            flag = true;
+        }
+    }
+
+    if(flag) {
+        position = {...pending}
+        pending = null;
+    }
+
+
+    logger.info(`[FILLED] ${position.side} 지정가 @${position.entry} qty=${position.qty}`, { position });
 }
 
 function forceExit() {