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

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fix/general-order-executor: do not check for base balance for futures
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Andy Cheng 2022-10-18 19:14:18 +08:00 committed by GitHub
commit 7dd951e39c
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1 changed files with 9 additions and 7 deletions
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16
pkg/bbgo/order_executor_general.go
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@ -230,13 +230,15 @@ 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 submitOrder.Side == types.SideTypeSell {
if baseBalance, ok := e.session.GetAccount().Balance(e.position.Market.BaseCurrency); ok {
q = fixedpoint.Min(q, baseBalance.Available)
}
} else {
if quoteBalance, ok := e.session.GetAccount().Balance(e.position.Market.QuoteCurrency); ok {
q = fixedpoint.Min(q, quoteBalance.Available.Div(price))
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)
}
} else {
if quoteBalance, ok := e.session.GetAccount().Balance(e.position.Market.QuoteCurrency); ok {
q = fixedpoint.Min(q, quoteBalance.Available.Div(price))
}
}
}
log.Warnf("retrying order, adjusting order quantity: %v -> %v", submitOrder.Quantity, q)