lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-10 09:11:55 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

xmaker: adjust credit buffer algo

Browse Source
This commit is contained in:
c9s 2024-08-28 16:37:39 +08:00
parent 1d6282a10b
commit 77b7b29739
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
pkg/strategy/xmaker/strategy.go
View File

@ -402,14 +402,14 @@ func (s *Strategy) updateQuote(ctx context.Context) {
if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok { if quote, ok := hedgeAccount.Balance(s.sourceMarket.QuoteCurrency); ok {
netQuote := quote.Net() netQuote := quote.Net()
if netQuote.Sign() > 0 { if netQuote.Sign() > 0 {
hedgeQuota.BaseAsset.Add(netQuote.Mul(creditBufferRatio).Div(bestBid.Price)) hedgeQuota.QuoteAsset.Add(netQuote.Mul(creditBufferRatio))
} }
} }
if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok { if base, ok := hedgeAccount.Balance(s.sourceMarket.BaseCurrency); ok {
netBase := base.Net() netBase := base.Net()
if netBase.Sign() > 0 { if netBase.Sign() > 0 {
hedgeQuota.QuoteAsset.Add(netBase.Mul(creditBufferRatio).Mul(bestAsk.Price)) hedgeQuota.BaseAsset.Add(netBase.Mul(creditBufferRatio))
} }
} }
// netValueInUsd, err := s.accountValueCalculator.NetValue(ctx) // netValueInUsd, err := s.accountValueCalculator.NetValue(ctx)