From f864974efee093a67331d1532bb2e71420791e72 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Sun, 1 Sep 2024 00:58:50 +0800
Subject: [PATCH] xmaker: improve hedge account credit calculation

---
 pkg/strategy/xmaker/strategy.go | 49 ++++++++++++++++++++++++---------
 1 file changed, 36 insertions(+), 13 deletions(-)

diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
index dfd23a0..ae5be1a 100644
--- a/pkg/strategy/xmaker/strategy.go
+++ b/pkg/strategy/xmaker/strategy.go
@@ -503,6 +503,10 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 		!hedgeAccount.MarginLevel.IsZero() {
 
 		if hedgeAccount.MarginLevel.Compare(s.MinMarginLevel) < 0 {
+			s.logger.Infof("hedge account margin level %s is less then the min margin level %s, calculating the borrowed positions",
+				hedgeAccount.MarginLevel.String(),
+				s.MinMarginLevel.String())
+
 			if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
 				quoteDebt := quote.Debt()
 				if quoteDebt.Sign() > 0 {
@@ -517,22 +521,41 @@ func (s *Strategy) updateQuote(ctx context.Context) {
 				}
 			}
 		} else {
-			// credit buffer
-			creditBufferRatio := fixedpoint.NewFromFloat(1.2)
-			if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
-				netQuote := quote.Net()
-				if netQuote.Sign() > 0 {
-					hedgeQuota.QuoteAsset.Add(netQuote.Mul(creditBufferRatio))
-				}
-			}
+			s.logger.Infof("hedge account margin level %s is greater than the min margin level %s, calculating the net value",
+				hedgeAccount.MarginLevel.String(),
+				s.MinMarginLevel.String())
 
-			if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok {
-				netBase := base.Net()
-				if netBase.Sign() > 0 {
-					hedgeQuota.BaseAsset.Add(netBase.Mul(creditBufferRatio))
+			netValueInUsd, calcErr := s.accountValueCalculator.NetValue(ctx)
+			if calcErr != nil {
+				s.logger.WithError(calcErr).Errorf("unable to calculate the net value")
+			} else {
+				// calculate credit buffer
+				s.logger.Infof("hedge account net value in usd: %f", netValueInUsd.Float64())
+
+				if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
+					debt := quote.Debt()
+					quota := netValueInUsd.Sub(debt)
+
+					s.logger.Infof("hedge account quote balance: %s, debt: %s, quota: %s",
+						quote.String(),
+						debt.String(),
+						quota.String())
+
+					hedgeQuota.QuoteAsset.Add(quota)
+				}
+
+				if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok {
+					debt := base.Debt()
+					quota := netValueInUsd.Div(bestAsk.Price).Sub(debt)
+
+					s.logger.Infof("hedge account base balance: %s, debt: %s, quota: %s",
+						base.String(),
+						debt.String(),
+						quota.String())
+
+					hedgeQuota.BaseAsset.Add(quota)
 				}
 			}
-			// netValueInUsd, err := s.accountValueCalculator.NetValue(ctx)
 		}
 
 	} else {