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xdepthmaker: remove price truncation

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c9s 2024-11-16 16:46:24 +08:00
parent b2b363ba42
commit 39b2354f08
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1 changed files with 2 additions and 4 deletions
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6
pkg/strategy/xdepthmaker/strategy.go
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@ -1026,18 +1026,16 @@ func (s *Strategy) generateMakerOrders(
depthPrice = depthPrice.Mul(fixedpoint.One.Sub(s.BidMargin))
}
depthPrice = depthPrice.Round(s.makerMarket.PricePrecision+1, fixedpoint.Down)
depthPrice = depthPrice.Round(s.makerMarket.PricePrecision, fixedpoint.Down)
case types.SideTypeSell:
if s.AskMargin.Sign() > 0 {
depthPrice = depthPrice.Mul(fixedpoint.One.Add(s.AskMargin))
}
depthPrice = depthPrice.Round(s.makerMarket.PricePrecision+1, fixedpoint.Up)
depthPrice = depthPrice.Round(s.makerMarket.PricePrecision, fixedpoint.Up)
}
depthPrice = s.makerMarket.TruncatePrice(depthPrice)
if lastMakerPrice.Sign() > 0 && depthPrice.Compare(lastMakerPrice) == 0 {
switch side {
case types.SideTypeBuy: