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bollgrid: generate the last order if balance is not enough

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This commit is contained in:
Larry850806 2021-04-15 15:49:06 +08:00
parent 3becb32843
commit 4b53b3c96a
1 changed files with 10 additions and 4 deletions
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14
pkg/strategy/bollgrid/strategy.go
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@ -156,17 +156,20 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
if price >= currentPrice {
continue
}
// adjust buy quantity using current quote balance
quantity := bbgo.AdjustQuantityByMaxAmount(s.Quantity, price, quoteBalance.Float64())
order := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeBuy,
Type: types.OrderTypeLimit,
Market: s.Market,
Quantity: s.Quantity,
Quantity: quantity,
Price: price,
TimeInForce: "GTC",
}
quoteQuantity := fixedpoint.NewFromFloat(order.Quantity).MulFloat64(price)
if quoteBalance < quoteQuantity {
if quantity < s.MinQuantity {
// don't submit this order if buy quantity is too small
log.Infof("quote balance %f is not enough, stop generating buy orders", quoteBalance.Float64())
break
}
@ -217,17 +220,20 @@ func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]type
if price <= currentPrice {
continue
}
// adjust sell quantity using current base balance
quantity := math.Min(s.Quantity, baseBalance.Float64())
order := types.SubmitOrder{
Symbol: s.Symbol,
Side: types.SideTypeSell,
Type: types.OrderTypeLimit,
Market: s.Market,
Quantity: s.Quantity,
Quantity: quantity,
Price: price,
TimeInForce: "GTC",
}
baseQuantity := fixedpoint.NewFromFloat(order.Quantity)
if baseBalance < baseQuantity {
if quantity < s.MinQuantity {
// don't submit this order if sell quantity is too small
log.Infof("base balance %f is not enough, stop generating sell orders", baseBalance.Float64())
break
}