lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

bollgrid: generate the last order if balance is not enough

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
pkg/strategy/bollgrid/strategy.go
View File

@ -156,17 +156,20 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
if price >= currentPrice { if price >= currentPrice {
continue continue
} }
// adjust buy quantity using current quote balance
quantity := bbgo.AdjustQuantityByMaxAmount(s.Quantity, price, quoteBalance.Float64())
order := types.SubmitOrder{ order := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Side: types.SideTypeBuy, Side: types.SideTypeBuy,
Type: types.OrderTypeLimit, Type: types.OrderTypeLimit,
Market: s.Market, Market: s.Market,
Quantity: s.Quantity, Quantity: quantity,
Price: price, Price: price,
TimeInForce: "GTC", TimeInForce: "GTC",
} }
quoteQuantity := fixedpoint.NewFromFloat(order.Quantity).MulFloat64(price) 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()) log.Infof("quote balance %f is not enough, stop generating buy orders", quoteBalance.Float64())
break break
} }
@ -217,17 +220,20 @@ func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]type
if price <= currentPrice { if price <= currentPrice {
continue continue
} }
// adjust sell quantity using current base balance
quantity := math.Min(s.Quantity, baseBalance.Float64())
order := types.SubmitOrder{ order := types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Side: types.SideTypeSell, Side: types.SideTypeSell,
Type: types.OrderTypeLimit, Type: types.OrderTypeLimit,
Market: s.Market, Market: s.Market,
Quantity: s.Quantity, Quantity: quantity,
Price: price, Price: price,
TimeInForce: "GTC", TimeInForce: "GTC",
} }
baseQuantity := fixedpoint.NewFromFloat(order.Quantity) 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()) log.Infof("base balance %f is not enough, stop generating sell orders", baseBalance.Float64())
break break
} }