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xmaker: add MaxQuoteUsageRatio option

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c9s 2024-11-20 13:44:06 +08:00
parent 5b23671b44
commit 2f261dd0a5
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1 changed files with 10 additions and 1 deletions
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11
pkg/strategy/xmaker/strategy.go
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@ -179,6 +179,8 @@ type Strategy struct {
RecoverTradeScanPeriod types.Duration `json:"recoverTradeScanPeriod"` RecoverTradeScanPeriod types.Duration `json:"recoverTradeScanPeriod"`
MaxQuoteUsageRatio fixedpoint.Value `json:"maxQuoteUsageRatio"`
NumLayers int `json:"numLayers"` NumLayers int `json:"numLayers"`
// Pips is the pips of the layer prices // Pips is the pips of the layer prices
@ -696,7 +698,14 @@ func (s *Strategy) updateQuote(ctx context.Context) error {
if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok { if b, ok := makerBalances[s.makerMarket.QuoteCurrency]; ok {
if b.Available.Compare(s.makerMarket.MinNotional) > 0 { if b.Available.Compare(s.makerMarket.MinNotional) > 0 {
makerQuota.QuoteAsset.Add(b.Available) if s.MaxQuoteUsageRatio.Sign() > 0 {
quoteAvailable := b.Available.Mul(s.MaxQuoteUsageRatio)
makerQuota.QuoteAsset.Add(quoteAvailable)
} else {
// use all quote balances as much as possible
makerQuota.QuoteAsset.Add(b.Available)
}
} else { } else {
disableMakerBid = true disableMakerBid = true
s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String()) s.logger.Infof("%s maker bid disabled: insufficient quote balance %s", s.Symbol, b.String())