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scmaker: truncate price with price precision

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c9s 2023-06-14 16:58:44 +08:00
parent 68c3c96b10
commit 372028ebe6
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1 changed files with 16 additions and 11 deletions
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27
pkg/strategy/scmaker/strategy.go
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@ -280,19 +280,24 @@ func (s *Strategy) placeLiquidityOrders(ctx context.Context) {
// calculate and collect prices
for i := 0; i <= s.NumOfLiquidityLayers; i++ {
fi := fixedpoint.NewFromInt(int64(i))
if i == 0 {
bidPrices = append(bidPrices, ticker.Buy)
askPrices = append(askPrices, ticker.Sell)
} else if i == s.NumOfLiquidityLayers {
bidPrice := ticker.Buy
askPrice := ticker.Sell
if i == s.NumOfLiquidityLayers {
bwf := fixedpoint.NewFromFloat(bandWidth)
bidPrices = append(bidPrices, midPrice.Add(-bwf))
askPrices = append(askPrices, midPrice.Add(bwf))
} else {
bidPrice := midPrice.Sub(tickSize.Mul(fi))
askPrice := midPrice.Add(tickSize.Mul(fi))
bidPrices = append(bidPrices, bidPrice)
askPrices = append(askPrices, askPrice)
bidPrice = midPrice.Add(-bwf)
askPrice = midPrice.Add(bwf)
} else if i > 0 {
bidPrice = midPrice.Sub(tickSize.Mul(fi))
askPrice = midPrice.Add(tickSize.Mul(fi))
}
bidPrice = s.Market.TruncatePrice(bidPrice)
askPrice = s.Market.TruncatePrice(askPrice)
bidPrices = append(bidPrices, bidPrice)
askPrices = append(askPrices, askPrice)
}
availableBase := baseBal.Available