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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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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 totalQuotePrice.Sign() > 0 && quoteInvestment.Sign() > 0 {
if numberOfSellOrders > 0 { quoteSideQuantity := quoteInvestment.Div(totalQuotePrice)
return fixedpoint.Min(quoteSideQuantity, baseQuantity), nil 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 { 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 { } else {
// calculate the quantity from the investment configuration // 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) quantity, err2 := s.calculateBaseQuoteInvestmentQuantity(s.QuoteInvestment, s.BaseInvestment, lastPrice, s.grid.Pins)
if err2 != nil { if err2 != nil {
s.EmitGridError(err2) s.EmitGridError(err2)