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grid2: consider quote fee in the buy order

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c9s 2023-03-03 15:50:31 +08:00
parent bfcb60d9d7
commit 5b18f19b9c
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 12 additions and 6 deletions
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18
pkg/strategy/grid2/strategy.go
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@ -446,10 +446,6 @@ func (s *Strategy) processFilledOrder(o types.Order) {
profit = s.calculateProfit(o, newPrice, newQuantity)
case types.SideTypeBuy:
if feeCurrency == s.Market.BaseCurrency {
newQuantity = newQuantity.Sub(feeQuantityReduction)
}
newSide = types.SideTypeSell
if !s.ProfitSpread.IsZero() {
newPrice = newPrice.Add(s.ProfitSpread)
@ -459,9 +455,19 @@ func (s *Strategy) processFilledOrder(o types.Order) {
}
}
if s.EarnBase {
newQuantity = fixedpoint.Max(orderExecutedQuoteAmount.Div(newPrice).Sub(feeQuantityReduction), s.Market.MinQuantity)
if feeCurrency == s.Market.QuoteCurrency {
orderExecutedQuoteAmount = orderExecutedQuoteAmount.Sub(feeQuantityReduction)
}
if s.EarnBase {
newQuantity = orderExecutedQuoteAmount.Div(newPrice)
} else {
if feeCurrency == s.Market.BaseCurrency {
newQuantity = newQuantity.Sub(feeQuantityReduction)
}
}
newQuantity = fixedpoint.Max(newQuantity, s.Market.MinQuantity)
}
orderForm := types.SubmitOrder{