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xfunding: adjust quote investment variable only when position is not opening

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c9s 2024-03-06 22:04:22 +08:00
parent dc0f07d42f
commit 256e09a863
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 23 additions and 18 deletions
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41
pkg/strategy/xfunding/strategy.go
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@ -360,24 +360,6 @@ func (s *Strategy) CrossRun(
bbgo.Notify("Fixed profit stats", s.ProfitStats.ProfitStats)
}
// adjust QuoteInvestment according to the available quote balance
if b, ok := s.spotSession.Account.Balance(s.spotMarket.QuoteCurrency); ok {
originalQuoteInvestment := s.QuoteInvestment
// adjust available quote with the fee rate
spotFeeRate := 0.075
availableQuoteWithoutFee := b.Available.Mul(fixedpoint.NewFromFloat(1.0 - (spotFeeRate * 0.01)))
s.QuoteInvestment = fixedpoint.Min(availableQuoteWithoutFee, s.QuoteInvestment)
if originalQuoteInvestment.Compare(s.QuoteInvestment) != 0 {
log.Infof("adjusted quoteInvestment from %f to %f according to the balance",
originalQuoteInvestment.Float64(),
s.QuoteInvestment.Float64(),
)
}
}
if err := s.syncPositionRisks(ctx); err != nil {
return err
}
@ -402,6 +384,29 @@ func (s *Strategy) CrossRun(
// TEST CODE:
// s.syncFundingFeeRecords(ctx, time.Now().Add(-3*24*time.Hour))
switch s.State.PositionState {
case PositionClosed:
// adjust QuoteInvestment according to the available quote balance
// ONLY when the position is not opening
if b, ok := s.spotSession.Account.Balance(s.spotMarket.QuoteCurrency); ok {
originalQuoteInvestment := s.QuoteInvestment
// adjust available quote with the fee rate
spotFeeRate := 0.075
availableQuoteWithoutFee := b.Available.Mul(fixedpoint.NewFromFloat(1.0 - (spotFeeRate * 0.01)))
s.QuoteInvestment = fixedpoint.Min(availableQuoteWithoutFee, s.QuoteInvestment)
if originalQuoteInvestment.Compare(s.QuoteInvestment) != 0 {
log.Infof("adjusted quoteInvestment from %f to %f according to the balance",
originalQuoteInvestment.Float64(),
s.QuoteInvestment.Float64(),
)
}
}
}
switch s.State.PositionState {
case PositionOpening:
// transfer all base assets from the spot account into the spot account