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FEATURE: round down executed amount to avoid insufficient balance

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chiahung 2023-08-31 12:40:01 +08:00
parent 2c4b6e8cd1
commit 9dc7244d8a
1 changed files with 2 additions and 0 deletions
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2
pkg/strategy/grid2/strategy.go
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@ -460,6 +460,8 @@ func (s *Strategy) processFilledOrder(o types.Order) {
// will be used for calculating quantity
orderExecutedQuoteAmount := executedQuantity.Mul(executedPrice)
// round down order executed quote amount to avoid insufficient balance
orderExecutedQuoteAmount = orderExecutedQuoteAmount.Round(s.Market.PricePrecision, fixedpoint.Down)
// collect trades for fee
// fee calculation is used to reduce the order quantity