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grid2: consider profitSpread in calculateQuoteBaseInvestmentQuantity

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This commit is contained in:
c9s 2022-12-06 01:19:24 +08:00
parent a8c957fc8d
commit 541c0e76b5
1 changed files with 10 additions and 3 deletions
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13
pkg/strategy/grid2/strategy.go
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@ -444,9 +444,10 @@ func (s *Strategy) checkRequiredInvestmentByAmount(baseBalance, quoteBalance, am
}
} else {
// for orders that buy
if i+1 == si {
if s.ProfitSpread.IsZero() && i+1 == si {
continue
}
requiredQuote = requiredQuote.Add(amount)
}
}
@ -502,7 +503,7 @@ func (s *Strategy) calculateQuoteInvestmentQuantity(quoteInvestment, lastPrice f
}
} else {
// for orders that buy
if i+1 == si {
if s.ProfitSpread.IsZero() && i+1 == si {
continue
}
@ -525,9 +526,15 @@ func (s *Strategy) calculateQuoteBaseInvestmentQuantity(quoteInvestment, baseInv
for i := len(pins) - 1; i >= 0; i-- {
pin := pins[i]
price := fixedpoint.Value(pin)
if price.Compare(lastPrice) < 0 {
sellPrice := price
if s.ProfitSpread.Sign() > 0 {
sellPrice = sellPrice.Add(s.ProfitSpread)
}
if sellPrice.Compare(lastPrice) < 0 {
break
}
numberOfSellOrders++
}