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grid2: fix quote investment algorithm

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c9s 2023-02-13 14:05:52 +08:00
parent 7ed0a0225e
commit 3df846d878
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1 changed files with 10 additions and 0 deletions
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10
pkg/strategy/grid2/strategy.go
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@ -567,6 +567,11 @@ func (s *Strategy) calculateQuoteInvestmentQuantity(quoteInvestment, lastPrice f
continue continue
} }
// should never place a buy order at the upper price
if i == len(pins)-1 {
continue
}
totalQuotePrice = totalQuotePrice.Add(price) totalQuotePrice = totalQuotePrice.Add(price)
} }
} }
@ -645,6 +650,11 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
continue continue
} }
// should never place a buy order at the upper price
if i == len(pins)-1 {
continue
}
totalQuotePrice = totalQuotePrice.Add(price) totalQuotePrice = totalQuotePrice.Add(price)
} }
} }