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fix price range check

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This commit is contained in:
c9s 2021-02-07 10:58:31 +08:00
parent 209ef66037
commit 367e9fcae1
1 changed files with 3 additions and 2 deletions
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5
pkg/strategy/grid/strategy.go
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@ -97,7 +97,7 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
baseBalance, ok := balances[s.Market.BaseCurrency]
if ok && baseBalance.Available > 0 {
log.Infof("placing sell order from %f ~ %f per grid %f", (currentPriceF + gridSize).Float64(), s.UpperPrice.Float64(), gridSize.Float64())
for price := currentPriceF + gridSize; price <= s.UpperPrice; price += gridSize {
for price := currentPriceF + gridSize; s.LowerPrice <= price && price <= s.UpperPrice; price += gridSize {
order := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeSell,
@ -117,7 +117,8 @@ func (s *Strategy) placeGridOrders(orderExecutor bbgo.OrderExecutor, session *bb
if ok && quoteBalance.Available > 0 {
log.Infof("placing buy order from %f ~ %f per grid %f", (currentPriceF - gridSize).Float64(), s.LowerPrice.Float64(), gridSize.Float64())
for price := currentPriceF - gridSize; price >= s.LowerPrice; price -= gridSize {
// check upper price here
for price := currentPriceF - gridSize; s.LowerPrice <= price && price <= s.UpperPrice; price -= gridSize {
order := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeBuy,