lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 08:15:15 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #996 from andycheng123/fix/general-order-executor

Browse Source 
fix/general-order-executor: do not check for base balance for futures
This commit is contained in:
Andy Cheng 2022-10-18 19:14:18 +08:00 committed by GitHub
commit 7dd951e39c
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 9 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
pkg/bbgo/order_executor_general.go
View File

@ -230,6 +230,7 @@ func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context,
var err error
for i := 0; i < submitOrderRetryLimit; i++ {
q := submitOrder.Quantity.Mul(fixedpoint.One.Sub(quantityReduceDelta))
if !e.session.Futures {
if submitOrder.Side == types.SideTypeSell {
if baseBalance, ok := e.session.GetAccount().Balance(e.position.Market.BaseCurrency); ok {
q = fixedpoint.Min(q, baseBalance.Available)
@ -239,6 +240,7 @@ func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context,
q = fixedpoint.Min(q, quoteBalance.Available.Div(price))
}
}
}
log.Warnf("retrying order, adjusting order quantity: %v -> %v", submitOrder.Quantity, q)
submitOrder.Quantity = q