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grid2: add TestStrategy_calculateBaseQuoteInvestmentQuantity test case
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@ -777,6 +777,9 @@ func (s *Strategy) calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInv
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numberOfSellOrders++
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}
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// avoid placing a sell order above the last price
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numberOfSellOrders--
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// if the maxBaseQuantity is less than minQuantity, then we need to reduce the number of the sell orders
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// so that the quantity can be increased.
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baseQuantity := s.Market.TruncateQuantity(
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@ -785,7 +788,7 @@ func (s *Strategy) calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInv
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int64(numberOfSellOrders))))
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minBaseQuantity := fixedpoint.Max(
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s.Market.MinNotional.Div(lastPrice),
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s.Market.MinNotional.Div(s.UpperPrice),
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s.Market.MinQuantity)
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if baseQuantity.Compare(minBaseQuantity) <= 0 {
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@ -285,6 +285,41 @@ func TestStrategy_checkRequiredInvestmentByAmount(t *testing.T) {
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})
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}
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func TestStrategy_calculateBaseQuoteInvestmentQuantity(t *testing.T) {
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t.Run("basic", func(t *testing.T) {
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s := newTestStrategy()
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s.Market = types.Market{
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BaseCurrency: "ETH",
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QuoteCurrency: "USDT",
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TickSize: number(0.01),
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StepSize: number(0.00001),
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PricePrecision: 2,
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VolumePrecision: 6,
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MinNotional: number(8.000),
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MinQuantity: number(0.00030),
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}
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s.UpperPrice = number(200.0)
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s.LowerPrice = number(100.0)
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s.GridNum = 7
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s.Compound = true
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lastPrice := number(180.0)
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quoteInvestment := number(334.0) // 333.33
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baseInvestment := number(0.5)
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quantity, err := s.calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInvestment, lastPrice, []Pin{
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Pin(number(100.00)),
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Pin(number(116.67)),
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Pin(number(133.33)),
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Pin(number(150.00)),
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Pin(number(166.67)),
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Pin(number(183.33)),
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Pin(number(200.00)),
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})
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assert.NoError(t, err)
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assert.InDelta(t, 0.5, quantity.Float64(), 0.0001)
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})
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}
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func TestStrategy_calculateQuoteInvestmentQuantity(t *testing.T) {
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t.Run("quote quantity", func(t *testing.T) {
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@ -380,6 +415,7 @@ func newTestMarket() types.Market {
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BaseCurrency: "BTC",
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QuoteCurrency: "USDT",
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TickSize: number(0.01),
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StepSize: number(0.00001),
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PricePrecision: 2,
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VolumePrecision: 8,
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MinNotional: number(10.0),
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