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check dust quantity by taker price

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This commit is contained in:
narumi 2024-02-06 17:21:26 +08:00
parent 541d19d826
commit 502685f5d8
1 changed files with 9 additions and 12 deletions
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21
pkg/strategy/atrpin/strategy.go
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@ -119,20 +119,17 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
position := s.Strategy.OrderExecutor.Position() position := s.Strategy.OrderExecutor.Position()
log.Infof("position: %+v", position) log.Infof("position: %+v", position)
if !position.IsDust() {
side := types.SideTypeBuy
takerPrice := ticker.Sell
if position.IsLong() {
side = types.SideTypeSell
takerPrice = ticker.Buy
}
if !position.IsDust(takerPrice) {
log.Infof("%s position is not dust", s.Symbol) log.Infof("%s position is not dust", s.Symbol)
side := types.SideTypeSell
takerPrice := fixedpoint.Zero
if position.IsShort() {
side = types.SideTypeBuy
takerPrice = ticker.Sell
} else if position.IsLong() {
side = types.SideTypeSell
takerPrice = ticker.Buy
}
orderForms = append(orderForms, types.SubmitOrder{ orderForms = append(orderForms, types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
Type: types.OrderTypeLimit, Type: types.OrderTypeLimit,