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ktrade: rounding instead of ceil/floor

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austin362667 2022-08-30 09:45:51 +08:00 committed by Austin Liu
parent 1cc285985c
commit 49f7c3de46
1 changed files with 2 additions and 2 deletions
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4
pkg/strategy/ktrade/minute.go
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@ -60,14 +60,14 @@ func (s *Minute) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.General
// update ask price
newAskPrice := s.midPrice.Mul(fixedpoint.NewFromFloat(0.25)).Add(trade.Price.Mul(fixedpoint.NewFromFloat(0.75)))
log.Infof("short @ %f", newAskPrice.Float64())
s.placeOrder(context.Background(), types.SideTypeSell, s.Quantity, newAskPrice.Ceil(), symbol)
s.placeOrder(context.Background(), types.SideTypeSell, s.Quantity, newAskPrice.Round(2, 1), symbol)
} else if trade.Side == types.SideTypeSell && trade.Price.Compare(s.midPrice) < 0 && trade.Price.Compare(bestBid.Price) >= 0 {
_ = s.orderExecutor.GracefulCancel(context.Background())
// update bid price
newBidPrice := s.midPrice.Mul(fixedpoint.NewFromFloat(0.25)).Add(trade.Price.Mul(fixedpoint.NewFromFloat(0.75)))
log.Infof("long @ %f", newBidPrice.Float64())
s.placeOrder(context.Background(), types.SideTypeBuy, s.Quantity, newBidPrice.Floor(), symbol)
s.placeOrder(context.Background(), types.SideTypeBuy, s.Quantity, newBidPrice.Round(2, 1), symbol)
}