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support: add minBaseAssetBalance

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This commit is contained in:
c9s 2021-06-17 19:28:11 +08:00
parent f9fa6e96c3
commit 4bc0612265
1 changed files with 12 additions and 2 deletions
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14
pkg/strategy/support/strategy.go
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@ -58,6 +58,8 @@ type Strategy struct {
ResistanceMinVolume fixedpoint.Value `json:"resistanceMinVolume"`
ResistanceTakerBuyRatio fixedpoint.Value `json:"resistanceTakerBuyRatio"`
MinBaseAssetBalance fixedpoint.Value `json:"minBaseAssetBalance"`
// Max BaseAsset balance to buy
MaxBaseAssetBalance fixedpoint.Value `json:"maxBaseAssetBalance"`
MinQuoteAssetBalance fixedpoint.Value `json:"minQuoteAssetBalance"`
@ -160,8 +162,16 @@ func (s *Strategy) calculateQuantity(session *bbgo.ExchangeSession, side types.S
quantity = fixedpoint.NewFromFloat(qf)
}
if side == types.SideTypeBuy {
baseBalance, _ := session.Account.Balance(s.Market.BaseCurrency)
baseBalance, _ := session.Account.Balance(s.Market.BaseCurrency)
if side == types.SideTypeSell {
// quantity = bbgo.AdjustQuantityByMaxAmount(quantity, closePrice, quota)
if s.MinBaseAssetBalance > 0 && (baseBalance.Total() - quantity) < s.MinBaseAssetBalance {
quota := baseBalance.Available - s.MinBaseAssetBalance
quantity = bbgo.AdjustQuantityByMaxAmount(quantity, closePrice, quota)
}
} else if side == types.SideTypeBuy {
if s.MaxBaseAssetBalance > 0 && baseBalance.Total()+quantity > s.MaxBaseAssetBalance {
quota := s.MaxBaseAssetBalance - baseBalance.Total()
quantity = bbgo.AdjustQuantityByMaxAmount(quantity, closePrice, quota)