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round down quantity

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This commit is contained in:
narumi 2024-06-25 22:14:49 +08:00
parent e7a20db048
commit 0eb3856906
1 changed files with 5 additions and 3 deletions
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8
pkg/strategy/rebalance/strategy.go
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@ -136,8 +136,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
// the shutdown handler, you can cancel all orders // the shutdown handler, you can cancel all orders
bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) { bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
defer wg.Done() defer wg.Done()
_ = s.OrderExecutorMap.GracefulCancel(ctx) if err := s.activeOrderBook.GracefulCancel(ctx, s.Session.Exchange); err != nil {
bbgo.Sync(ctx, s) log.WithError(err).Errorf("failed to cancel orders")
}
}) })
s.cron = cron.New() s.cron = cron.New()
@ -174,7 +175,7 @@ func (s *Strategy) rebalance(ctx context.Context) {
createdOrders, err := s.OrderExecutorMap.SubmitOrders(ctx, *order) createdOrders, err := s.OrderExecutorMap.SubmitOrders(ctx, *order)
if err != nil { if err != nil {
log.WithError(err).Error("failed to submit orders") log.WithError(err).Errorf("failed to submit order: %s", order.String())
return return
} }
s.activeOrderBook.Add(createdOrders...) s.activeOrderBook.Add(createdOrders...)
@ -259,6 +260,7 @@ func (s *Strategy) generateOrder(ctx context.Context) (*types.SubmitOrder, error
} else if side == types.SideTypeSell { } else if side == types.SideTypeSell {
quantity = fixedpoint.Min(quantity, balances[market.BaseCurrency].Available) quantity = fixedpoint.Min(quantity, balances[market.BaseCurrency].Available)
} }
quantity = market.RoundDownQuantityByPrecision(quantity)
price := s.PriceType.Map(ticker, side) price := s.PriceType.Map(ticker, side)