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grid2: fix require quote and require base calculation

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c9s 2022-11-11 02:24:52 +08:00
parent 2c373959a8
commit 4c8db08ccc
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 24 additions and 4 deletions
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28
pkg/strategy/grid2/strategy.go
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@ -200,12 +200,32 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
pin := s.grid.Pins[i]
price := fixedpoint.Value(pin)
q := s.QuantityOrAmount.CalculateQuantity(price)
if price.Compare(lastPrice) >= 0 {
// sell
requiredBase = requiredBase.Add(q)
// sell orders
if requiredBase.Compare(totalBase) < 0 {
if q := s.QuantityOrAmount.Quantity; !q.IsZero() {
requiredBase = requiredBase.Add(s.QuantityOrAmount.Quantity)
} else if amount := s.QuantityOrAmount.Amount; !amount.IsZero() {
qq := s.QuantityOrAmount.CalculateQuantity(price)
requiredBase = requiredBase.Add(qq)
}
} else if i > 0 {
// convert buy quote to requiredQuote
nextLowerPin := s.grid.Pins[i-1]
nextLowerPrice := fixedpoint.Value(nextLowerPin)
if q := s.QuantityOrAmount.Quantity; !q.IsZero() {
requiredQuote = requiredQuote.Add(q.Mul(nextLowerPrice))
} else if amount := s.QuantityOrAmount.Amount; !amount.IsZero() {
requiredQuote = requiredQuote.Add(amount)
}
}
} else {
requiredQuote = requiredQuote.Add(q)
// buy orders
if q := s.QuantityOrAmount.Quantity; !q.IsZero() {
requiredQuote = requiredQuote.Add(q.Mul(price))
} else if amount := s.QuantityOrAmount.Amount; !amount.IsZero() {
requiredQuote = requiredQuote.Add(amount)
}
}
}