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xmaker: adjust minimal quantity and minimal notional threshold

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This commit is contained in:
c9s 2022-01-09 10:18:31 +08:00
parent 7e9b768e4c
commit 471a1b2baa
1 changed files with 2 additions and 2 deletions
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4
pkg/strategy/xmaker/strategy.go
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@ -497,12 +497,12 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
// truncate quantity for the supported precision
quantity = s.sourceMarket.TruncateQuantity(quantity)
if notional.Float64() <= s.sourceMarket.MinNotional {
if notional.Float64() <= s.sourceMarket.MinNotional * 1.02 {
s.Notifiability.Notify("The adjusted amount %f is less than minimal notional %f, skipping hedge", notional.Float64(), s.sourceMarket.MinNotional)
return
}
if quantity.Float64() <= s.sourceMarket.MinQuantity {
if quantity.Float64() <= s.sourceMarket.MinQuantity * 1.02 {
s.Notifiability.Notify("The adjusted quantity %f is less than minimal quantity %f, skipping hedge", quantity.Float64(), s.sourceMarket.MinQuantity)
return
}