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grid2: move out baseInvestment, quoteInvestment check

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c9s 2022-11-16 17:08:57 +08:00
parent 051755ec54
commit 4eb21d5209
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1 changed files with 9 additions and 7 deletions
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16
pkg/strategy/grid2/strategy.go
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@ -250,13 +250,6 @@ func (s *Strategy) checkRequiredInvestmentByQuantity(baseInvestment, quoteInvest
}
func (s *Strategy) checkRequiredInvestmentByAmount(baseInvestment, quoteInvestment, baseBalance, quoteBalance, amount, lastPrice fixedpoint.Value, pins []Pin) (requiredBase, requiredQuote fixedpoint.Value, err error) {
if baseInvestment.Compare(baseBalance) > 0 {
return fixedpoint.Zero, fixedpoint.Zero, fmt.Errorf("baseInvestment setup %f is greater than the total base balance %f", baseInvestment.Float64(), baseBalance.Float64())
}
if quoteInvestment.Compare(quoteBalance) > 0 {
return fixedpoint.Zero, fixedpoint.Zero, fmt.Errorf("quoteInvestment setup %f is greater than the total quote balance %f", quoteInvestment.Float64(), quoteBalance.Float64())
}
// check more investment budget details
requiredBase = fixedpoint.Zero
@ -336,6 +329,15 @@ func (s *Strategy) setupGridOrders(ctx context.Context, session *bbgo.ExchangeSe
totalBase := baseBalance.Available
totalQuote := quoteBalance.Available
if !s.BaseInvestment.IsZero() && !s.QuoteInvestment.IsZero() {
if s.BaseInvestment.Compare(totalBase) > 0 {
return fmt.Errorf("baseInvestment setup %f is greater than the total base balance %f", s.BaseInvestment.Float64(), totalBase.Float64())
}
if s.QuoteInvestment.Compare(totalQuote) > 0 {
return fmt.Errorf("quoteInvestment setup %f is greater than the total quote balance %f", s.QuoteInvestment.Float64(), totalQuote.Float64())
}
}
// shift 1 grid because we will start from the buy order
// if the buy order is filled, then we will submit another sell order at the higher grid.
quantityOrAmountIsSet := s.QuantityOrAmount.IsSet()