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pivotshort: quantity calculation -- sub debt

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c9s 2022-07-22 11:47:48 +08:00
parent 76def2fe9d
commit 54affd2f99
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1 changed files with 6 additions and 4 deletions
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10
pkg/strategy/pivotshort/breaklow.go
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@ -374,16 +374,18 @@ func useQuantityOrBaseBalance(session *bbgo.ExchangeSession, market types.Market
} }
// spot margin use the equity value, so we use the total quote balance here // spot margin use the equity value, so we use the total quote balance here
maxPositionQuantity := risk.CalculateMaxPosition(price, accountValue, leverage) maxPosition := risk.CalculateMaxPosition(price, accountValue, leverage)
debt := baseBalance.Debt()
log.Infof("margin leverage: calculated maxPositionQuantity=%f price=%f accountValue=%f %s leverage=%f", log.Infof("margin leverage: calculated maxPosition=%f debt=%f price=%f accountValue=%f %s leverage=%f",
maxPositionQuantity.Float64(), maxPosition.Float64(),
debt.Float64(),
price.Float64(), price.Float64(),
accountValue.Float64(), accountValue.Float64(),
market.QuoteCurrency, market.QuoteCurrency,
leverage.Float64()) leverage.Float64())
return maxPositionQuantity, nil return maxPosition.Sub(debt), nil
} }
if session.Futures || session.IsolatedFutures { if session.Futures || session.IsolatedFutures {