lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-27 09:15:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

grid2: truncate max base quantity

Browse Source
This commit is contained in:
c9s 2023-05-18 18:23:58 +08:00
parent 6fe4f7ca90
commit 11046bd1eb
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 4 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
pkg/strategy/grid2/strategy.go
View File

@ -785,7 +785,11 @@ func (s *Strategy) calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInv
for maxBaseQuantity.Compare(s.Market.MinQuantity) <= 0 || maxBaseQuantity.Compare(minBaseQuantity) <= 0 { for maxBaseQuantity.Compare(s.Market.MinQuantity) <= 0 || maxBaseQuantity.Compare(minBaseQuantity) <= 0 {
maxNumberOfSellOrders-- maxNumberOfSellOrders--
maxBaseQuantity = baseInvestment.Div(fixedpoint.NewFromInt(int64(maxNumberOfSellOrders))) maxBaseQuantity = baseInvestment.Div(fixedpoint.NewFromInt(int64(maxNumberOfSellOrders)))
// maxBaseQuantity = s.Market.RoundDownQuantityByPrecision(maxBaseQuantity)
maxBaseQuantity = s.Market.TruncateQuantity(maxBaseQuantity)
} }
s.logger.Infof("grid base investment sell orders: %d", maxNumberOfSellOrders) s.logger.Infof("grid base investment sell orders: %d", maxNumberOfSellOrders)
if maxNumberOfSellOrders > 0 { if maxNumberOfSellOrders > 0 {
s.logger.Infof("grid base investment quantity: %f (base investment) / %d (number of sell orders) = %f (base quantity per order)", baseInvestment.Float64(), maxNumberOfSellOrders, maxBaseQuantity.Float64()) s.logger.Infof("grid base investment quantity: %f (base investment) / %d (number of sell orders) = %f (base quantity per order)", baseInvestment.Float64(), maxNumberOfSellOrders, maxBaseQuantity.Float64())