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bbgo: optimize AdjustQuantityByMaxAmount, early return

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This commit is contained in:
c9s 2021-07-08 10:26:20 +08:00
parent 31358a69d1
commit 8ada9eef02
1 changed files with 4 additions and 4 deletions
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8
pkg/bbgo/order_processor.go
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@ -18,12 +18,12 @@ var (
func AdjustQuantityByMaxAmount(quantity, currentPrice, maxAmount fixedpoint.Value) fixedpoint.Value {
// modify quantity for the min amount
amount := currentPrice.Mul(quantity)
if amount > maxAmount {
ratio := maxAmount.Div(amount)
quantity = quantity.Mul(ratio)
if amount < maxAmount {
return quantity
}
return quantity
ratio := maxAmount.Div(amount)
return quantity.Mul(ratio)
}
// AdjustQuantityByMinAmount adjusts the quantity to make the amount greater than the given minAmount