From 898204f5fa8f7b1f57761036c8bb1ed703f6e3d8 Mon Sep 17 00:00:00 2001
From: c9s <yoan@maicoin.com>
Date: Sun, 16 Jan 2022 01:15:34 +0800
Subject: [PATCH] bollmaker: adjust quantity to met the min notional condition
 before we submit

---
 pkg/strategy/bollmaker/strategy.go | 16 ++++++++++++++++
 1 file changed, 16 insertions(+)

diff --git a/pkg/strategy/bollmaker/strategy.go b/pkg/strategy/bollmaker/strategy.go
index 2fec2d503..996d90039 100644
--- a/pkg/strategy/bollmaker/strategy.go
+++ b/pkg/strategy/bollmaker/strategy.go
@@ -353,6 +353,10 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
 	if midPrice < s.state.Position.AverageCost.MulFloat64(1.0-s.MinProfitSpread.Float64()) && canBuy {
 		// submitOrders = append(submitOrders, buyOrder)
 	}
+
+	buyOrder = s.adjustOrderQuantity(buyOrder)
+	sellOrder = s.adjustOrderQuantity(sellOrder)
+
 	if canBuy {
 		submitOrders = append(submitOrders, buyOrder)
 	}
@@ -369,6 +373,18 @@ func (s *Strategy) placeOrders(ctx context.Context, orderExecutor bbgo.OrderExec
 	s.activeMakerOrders.Add(createdOrders...)
 }
 
+func (s *Strategy) adjustOrderQuantity(submitOrder types.SubmitOrder) types.SubmitOrder {
+	if submitOrder.Quantity*submitOrder.Price < s.market.MinNotional {
+		submitOrder.Quantity = bbgo.AdjustFloatQuantityByMinAmount(submitOrder.Quantity, submitOrder.Price, s.market.MinNotional)
+	}
+
+	if submitOrder.Quantity < s.market.MinQuantity {
+		submitOrder.Quantity = math.Max(submitOrder.Quantity, s.market.MinQuantity)
+	}
+
+	return submitOrder
+}
+
 func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
 	if s.MinProfitSpread == 0 {
 		s.MinProfitSpread = fixedpoint.NewFromFloat(0.001)