deposit2transfer: ignore dust deposits

pkg/strategy/deposit2transfer/strategy.go

@@ -55,6 +55,9 @@ type Strategy struct {
 	Interval      types.Duration `json:"interval"`
 	TransferDelay types.Duration `json:"transferDelay"`
 
+	IgnoreDust  bool                        `json:"ignoreDust"`
+	DustAmounts map[string]fixedpoint.Value `json:"dustAmounts"`
+
 	SlackAlert *SlackAlert `json:"slackAlert"`
 
 	marginTransferService marginTransferService
@@ -85,6 +88,15 @@ func (s *Strategy) Defaults() error {
 		s.TransferDelay = types.Duration(3 * time.Second)
 	}
 
+	if s.DustAmounts == nil {
+		s.DustAmounts = map[string]fixedpoint.Value{
+			"USDC": fixedpoint.NewFromFloat(1.0),
+			"USDT": fixedpoint.NewFromFloat(1.0),
+			"BTC":  fixedpoint.NewFromFloat(0.00001),
+			"ETH":  fixedpoint.NewFromFloat(0.00001),
+		}
+	}
+
 	return nil
 }
 
@@ -129,6 +141,16 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	return nil
 }
 
+func (s *Strategy) isDust(asset string, amount fixedpoint.Value) bool {
+	if s.IgnoreDust {
+		if dustAmount, ok := s.DustAmounts[asset]; ok {
+			return amount.Compare(dustAmount) <= 0
+		}
+	}
+
+	return false
+}
+
 func (s *Strategy) tickWatcher(ctx context.Context, interval time.Duration) {
 	ticker := time.NewTicker(interval)
 	defer ticker.Stop()
@@ -284,6 +306,10 @@ func (s *Strategy) scanDepositHistory(ctx context.Context, asset string, duratio
 			continue
 		}
 
+		if s.isDust(asset, deposit.Amount) {
+			continue
+		}
+
 		// if the deposit record is already in the watch list, update it
 		if _, ok := s.watchingDeposits[deposit.TransactionID]; ok {
 			s.addWatchingDeposit(deposit)

pkg/strategy/xmaker/signal_book.go

@@ -28,6 +28,7 @@ type StreamBookSetter interface {
 type OrderBookBestPriceVolumeSignal struct {
 	RatioThreshold fixedpoint.Value `json:"ratioThreshold"`
 	MinVolume      fixedpoint.Value `json:"minVolume"`
+	MinQuoteVolume fixedpoint.Value `json:"minQuoteVolume"`
 
 	symbol string
 	book   *types.StreamOrderBook