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xalign:add one more dust check

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c9s 2023-06-13 13:53:51 +08:00
parent 599b18fc3c
commit 476378e742
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1 changed files with 5 additions and 0 deletions
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5
pkg/strategy/xalign/strategy.go
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@ -155,6 +155,11 @@ func (s *Strategy) selectSessionForCurrency(ctx context.Context, sessions map[st
continue
}
if market.IsDustQuantity(q, price) {
log.Infof("%s ignore dust quantity: %f", currency, q.Float64())
return nil, nil
}
q = market.AdjustQuantityByMinNotional(q, price)
return session, &types.SubmitOrder{