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grid2: add base round down for buy order

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c9s 2023-03-07 18:37:45 +08:00
parent 62eed9605d
commit 756a3bb43f
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1 changed files with 7 additions and 2 deletions
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9
pkg/strategy/grid2/strategy.go
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@ -432,10 +432,15 @@ func (s *Strategy) processFilledOrder(o types.Order) {
// for quote amount, always round down with price precision to prevent the quote currency fund locking rounding issue
origQuoteAmount := orderExecutedQuoteAmount
orderExecutedQuoteAmount = orderExecutedQuoteAmount.Round(s.Market.PricePrecision, fixedpoint.Down)
s.logger.Infof("round down %s %s order quote quantity %s to %s by quote precision %d", s.Symbol, newSide, origQuoteAmount.String(), orderExecutedQuoteAmount.String(), s.Market.PricePrecision)
s.logger.Infof("round down buy order quote quantity %s to %s by quote quantity precision %d", origQuoteAmount.String(), orderExecutedQuoteAmount.String(), s.Market.PricePrecision)
newQuantity = orderExecutedQuoteAmount.Div(newPrice)
newQuantity = fixedpoint.Max(orderExecutedQuoteAmount.Div(newPrice), s.Market.MinQuantity)
origQuantity := newQuantity
newQuantity = newQuantity.Round(s.Market.VolumePrecision, fixedpoint.Down)
s.logger.Infof("round down %s %s order base quantity %s to %s by base precision %d", s.Symbol, newSide, origQuantity.String(), newQuantity.String(), s.Market.VolumePrecision)
newQuantity = fixedpoint.Max(newQuantity, s.Market.MinQuantity)
} else if s.QuantityOrAmount.Quantity.Sign() > 0 {
newQuantity = s.QuantityOrAmount.Quantity
}