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Use fixedpoint type to calculate the balance

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This commit is contained in:
Larry850806 2021-02-10 16:00:19 +08:00
parent 6d399647cf
commit 9f6d9028fa
1 changed files with 12 additions and 10 deletions
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22
pkg/strategy/bollgrid/strategy.go
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@ -95,9 +95,9 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types.SubmitOrder, error) {
balances := session.Account.Balances()
quoteBalance := balances[s.Market.QuoteCurrency].Available.Float64()
quoteBalance := balances[s.Market.QuoteCurrency].Available
if quoteBalance <= 0 {
return nil, fmt.Errorf("quote balance %s is zero: %+v", s.Market.QuoteCurrency, quoteBalance)
return nil, fmt.Errorf("quote balance %s is zero: %+v", s.Market.QuoteCurrency, quoteBalance.Float64())
}
upBand, downBand := s.boll.LastUpBand(), s.boll.LastDownBand()
@ -142,11 +142,12 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
Price: price,
TimeInForce: "GTC",
}
if quoteBalance < order.Quantity * price {
log.Infof("quote balance %f is not enough, stop generating buy orders", quoteBalance)
quotaQuantity := fixedpoint.NewFromFloat(order.Quantity).MulFloat64(price)
if quoteBalance < quotaQuantity {
log.Infof("quote balance %f is not enough, stop generating buy orders", quoteBalance.Float64())
break
}
quoteBalance -= order.Quantity * price
quoteBalance = quotaQuantity.Sub(quotaQuantity)
log.Infof("submitting order: %s", order.String())
orders = append(orders, order)
}
@ -155,9 +156,9 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]types.SubmitOrder, error) {
balances := session.Account.Balances()
baseBalance := balances[s.Market.BaseCurrency].Available.Float64()
baseBalance := balances[s.Market.BaseCurrency].Available
if baseBalance <= 0 {
return nil, fmt.Errorf("base balance %s is zero: %+v", s.Market.BaseCurrency, baseBalance)
return nil, fmt.Errorf("base balance %s is zero: %+v", s.Market.BaseCurrency, baseBalance.Float64())
}
upBand, downBand := s.boll.LastUpBand(), s.boll.LastDownBand()
@ -202,11 +203,12 @@ func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]type
Price: price,
TimeInForce: "GTC",
}
if baseBalance < order.Quantity {
log.Infof("base balance %f is not enough, stop generating sell orders", baseBalance)
baseQuantity := fixedpoint.NewFromFloat(order.Quantity)
if baseBalance < baseQuantity {
log.Infof("base balance %f is not enough, stop generating sell orders", baseBalance.Float64())
break
}
baseBalance -= order.Quantity
baseBalance = baseBalance.Sub(baseQuantity)
log.Infof("submitting order: %s", order.String())
orders = append(orders, order)
}