clean up legacy code

pkg/bbgo/order_processor.go

@@ -13,94 +13,6 @@ var (
 	ErrAssetBalanceLevelTooHigh = errors.New("asset balance level too high")
 )
 
-/*
-	tradingCtx := p.OrderExecutor.Context
-	currentPrice := tradingCtx.CurrentPrice
-	market := order.Market
-	quantity := order.Quantity
-
-	tradingCtx.Lock()
-	defer tradingCtx.Unlock()
-
-	switch order.Side {
-	case types.SideTypeBuy:
-
-		if balance, ok := tradingCtx.Balances[market.QuoteCurrency]; ok {
-			if balance.Available < p.MinQuoteBalance {
-				return errors.Wrapf(ErrQuoteBalanceLevelTooLow, "quote balance level is too low: %s < %s",
-					types.USD.FormatMoneyFloat64(balance.Available),
-					types.USD.FormatMoneyFloat64(p.MinQuoteBalance))
-			}
-
-			if baseBalance, ok := tradingCtx.Balances[market.BaseCurrency]; ok {
-				if util.NotZero(p.MaxBaseAssetBalance) && baseBalance.Available > p.MaxBaseAssetBalance {
-					return errors.Wrapf(ErrAssetBalanceLevelTooHigh, "asset balance level is too high: %f > %f", baseBalance.Available, p.MaxBaseAssetBalance)
-				}
-			}
-
-			available := math.Max(0.0, balance.Available-p.MinQuoteBalance)
-
-			if available < market.MinAmount {
-				return errors.Wrapf(ErrInsufficientQuoteBalance, "insufficient quote balance: %f < min amount %f", available, market.MinAmount)
-			}
-
-			quantity = adjustQuantityByMinAmount(quantity, currentPrice, market.MinAmount*1.01)
-			quantity = adjustQuantityByMaxAmount(quantity, currentPrice, available)
-			amount := quantity * currentPrice
-			if amount < market.MinAmount {
-				return fmt.Errorf("amount too small: %f < min amount %f", amount, market.MinAmount)
-			}
-		}
-
-	case types.SideTypeSell:
-
-		if balance, ok := tradingCtx.Balances[market.BaseCurrency]; ok {
-			if util.NotZero(p.MinBaseAssetBalance) && balance.Available < p.MinBaseAssetBalance {
-				return errors.Wrapf(ErrAssetBalanceLevelTooLow, "asset balance level is too low: %f > %f", balance.Available, p.MinBaseAssetBalance)
-			}
-
-			quantity = adjustQuantityByMinAmount(quantity, currentPrice, market.MinNotional*1.01)
-
-			available := balance.Available
-			quantity = math.Min(quantity, available)
-			if quantity < market.MinQuantity {
-				return errors.Wrapf(ErrInsufficientAssetBalance, "insufficient asset balance: %f > minimal quantity %f", available, market.MinQuantity)
-			}
-
-			notional := quantity * currentPrice
-			if notional < tradingCtx.Market.MinNotional {
-				return fmt.Errorf("notional %f < min notional: %f", notional, market.MinNotional)
-			}
-
-			// price tick10
-			// 2 -> 0.01 -> 0.1
-			// 4 -> 0.0001 -> 0.001
-			tick10 := math.Pow10(-market.PricePrecision + 1)
-			minProfitSpread := math.Max(p.MinProfitSpread, tick10)
-			estimatedFee := currentPrice * 0.0015 * 2 // double the fee
-			targetPrice := currentPrice - estimatedFee - minProfitSpread
-
-			stockQuantity := tradingCtx.StockManager.Stocks.QuantityBelowPrice(targetPrice)
-			if math.Round(stockQuantity*1e8) == 0.0 {
-				return fmt.Errorf("profitable stock not found: target price %f, profit spread: %f", targetPrice, minProfitSpread)
-			}
-
-			quantity = math.Min(quantity, stockQuantity)
-			if quantity < market.MinLot {
-				return fmt.Errorf("quantity %f less than min lot %f", quantity, market.MinLot)
-			}
-
-			notional = quantity * currentPrice
-			if notional < tradingCtx.Market.MinNotional {
-				return fmt.Errorf("notional %f < min notional: %f", notional, market.MinNotional)
-			}
-		}
-	}
-
-	order.Quantity = quantity
-	order.QuantityString = market.FormatVolume(quantity)
-*/
-
 // adjustQuantityByMinAmount adjusts the quantity to make the amount greater than the given minAmount
 func adjustQuantityByMinAmount(quantity, currentPrice, minAmount float64) float64 {
 	// modify quantity for the min amount

pkg/strategy/grid/strategy.go

@@ -63,7 +63,7 @@ type Strategy struct {
 	// e.g., 0.001, so that your orders will be submitted at price like 0.127, 0.128, 0.129, 0.130
 	GridPips fixedpoint.Value `json:"gridPips"`
 
-	MinProfitSpread fixedpoint.Value `json:"minProfitSpread"`
+	ProfitSpread fixedpoint.Value `json:"profitSpread"`
 
 	// GridNum is the grid number, how many orders you want to post on the orderbook.
 	GridNum int `json:"gridNumber"`
@@ -165,7 +165,7 @@ func (s *Strategy) updateAskOrders(orderExecutor bbgo.OrderExecutor, session *bb
 
 func (s *Strategy) updateOrders(orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) {
 	// skip order updates if up-band - down-band < min profit spread
-	if (s.boll.LastUpBand() - s.boll.LastDownBand()) <= s.MinProfitSpread.Float64() {
+	if (s.boll.LastUpBand() - s.boll.LastDownBand()) <= s.ProfitSpread.Float64() {
 		log.Infof("boll: down band price == up band price, skipping...")
 		return
 	}