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grid2: improve base quote investment check

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c9s 2023-05-26 14:49:56 +08:00
parent cf5d71b4bc
commit 8c09c9668a
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 9 additions and 5 deletions
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14
pkg/strategy/grid2/strategy.go
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@ -850,12 +850,16 @@ func (s *Strategy) calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInv
}
}
quoteSideQuantity := quoteInvestment.Div(totalQuotePrice)
if numberOfSellOrders > 0 {
return fixedpoint.Min(quoteSideQuantity, baseQuantity), nil
if totalQuotePrice.Sign() > 0 && quoteInvestment.Sign() > 0 {
quoteSideQuantity := quoteInvestment.Div(totalQuotePrice)
if numberOfSellOrders > 0 {
return fixedpoint.Min(quoteSideQuantity, baseQuantity), nil
}
return quoteSideQuantity, nil
}
return quoteSideQuantity, nil
return baseQuantity, nil
}
func (s *Strategy) newTriggerPriceHandler(ctx context.Context, session *bbgo.ExchangeSession) types.KLineCallback {
@ -1079,7 +1083,7 @@ func (s *Strategy) openGrid(ctx context.Context, session *bbgo.ExchangeSession)
}
} else {
// calculate the quantity from the investment configuration
if !s.QuoteInvestment.IsZero() && !s.BaseInvestment.IsZero() {
if !s.BaseInvestment.IsZero() {
quantity, err2 := s.calculateBaseQuoteInvestmentQuantity(s.QuoteInvestment, s.BaseInvestment, lastPrice, s.grid.Pins)
if err2 != nil {
s.EmitGridError(err2)