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grid2: calculate minBaseQuantity

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c9s 2022-11-30 12:55:23 +08:00
parent 45328a9f3d
commit 46bebb1022
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pkg/strategy/grid2/strategy.go
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@ -358,11 +358,13 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
// if the maxBaseQuantity is less than minQuantity, then we need to reduce the number of the sell orders
// so that the quantity can be increased.
numberOfSellOrders++
minBaseQuantity := fixedpoint.Max(s.Market.MinNotional.Div(lastPrice), s.Market.MinQuantity)
maxBaseQuantity := fixedpoint.Zero
for maxBaseQuantity.Compare(s.Market.MinQuantity) <= 0 {
numberOfSellOrders--
maxBaseQuantity = baseInvestment.Div(fixedpoint.NewFromInt(int64(numberOfSellOrders)))
}
log.Infof("grid %s base investment quantity range: %f <=> %f", s.Symbol, minBaseQuantity.Float64(), maxBaseQuantity.Float64())
buyPlacedPrice := fixedpoint.Zero
totalQuotePrice := fixedpoint.Zero