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grid2: fix quantity calculation

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c9s 2022-12-01 14:51:28 +08:00
parent e80c8f2959
commit 22569fcb30
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1 changed files with 3 additions and 2 deletions
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5
pkg/strategy/grid2/strategy.go
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@ -360,7 +360,7 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
maxNumberOfSellOrders := numberOfSellOrders + 1
minBaseQuantity := fixedpoint.Max(s.Market.MinNotional.Div(lastPrice), s.Market.MinQuantity)
maxBaseQuantity := fixedpoint.Zero
for maxBaseQuantity.Compare(s.Market.MinQuantity) <= 0 {
for maxBaseQuantity.Compare(s.Market.MinQuantity) <= 0 || maxBaseQuantity.Compare(minBaseQuantity) <= 0 {
maxNumberOfSellOrders--
maxBaseQuantity = baseInvestment.Div(fixedpoint.NewFromInt(int64(maxNumberOfSellOrders)))
}
@ -398,7 +398,8 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
}
}
return quoteInvestment.Div(totalQuotePrice), nil
quoteSideQuantity := quoteInvestment.Div(totalQuotePrice)
return fixedpoint.Max(quoteSideQuantity, maxBaseQuantity), nil
}
// setupGridOrders