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xmaker: call TruncateQuantity when the quantity is adjusted

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c9s 2021-12-26 15:45:39 +08:00
parent 902e27ede4
commit 65da02af2c
1 changed files with 1 additions and 0 deletions
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pkg/strategy/xmaker/strategy.go
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@ -538,6 +538,7 @@ func (s *Strategy) Hedge(ctx context.Context, pos fixedpoint.Value) {
if quote.Available < notional { if quote.Available < notional {
// adjust price to higher 0.1%, so that we can ensure that the order can be executed // adjust price to higher 0.1%, so that we can ensure that the order can be executed
quantity = bbgo.AdjustQuantityByMaxAmount(quantity, fixedpoint.NewFromFloat(lastPrice*1.001), quote.Available) quantity = bbgo.AdjustQuantityByMaxAmount(quantity, fixedpoint.NewFromFloat(lastPrice*1.001), quote.Available)
quantity = s.sourceMarket.TruncateQuantity(quantity)
} }
} }