From a3a262783ff4637848fef16398b4c877081249cb Mon Sep 17 00:00:00 2001
From: zenix <zenixls2@gmail.com>
Date: Tue, 15 Feb 2022 18:59:10 +0900
Subject: [PATCH] fix: set backtest cancel Delta to be 1e-11

---
 pkg/fixedpoint/dec.go         |  3 +--
 pkg/strategy/grid/strategy.go | 23 ++++++++++++++++++-----
 pkg/types/account.go          |  2 +-
 3 files changed, 20 insertions(+), 8 deletions(-)

diff --git a/pkg/fixedpoint/dec.go b/pkg/fixedpoint/dec.go
index 1e13e5db5..574f2cf90 100644
--- a/pkg/fixedpoint/dec.go
+++ b/pkg/fixedpoint/dec.go
@@ -790,8 +790,7 @@ func (dn Value) Int64() int64 {
 		return 0
 	}
 	if dn.sign != signNegInf && dn.sign != signPosInf {
-		if 0 < dn.exp && dn.exp < digitsMax &&
-			(dn.coef%pow10[digitsMax-dn.exp]) == 0 { // usual case
+		if 0 < dn.exp && dn.exp < digitsMax {
 			return int64(dn.sign) * int64(dn.coef/pow10[digitsMax-dn.exp])
 		} else if dn.exp <= 0 && dn.coef != 0 {
 			result := math.Log10(float64(dn.coef)) - float64(digitsMax) + float64(dn.exp)
diff --git a/pkg/strategy/grid/strategy.go b/pkg/strategy/grid/strategy.go
index d76f9a0ec..ffcdd0ffe 100644
--- a/pkg/strategy/grid/strategy.go
+++ b/pkg/strategy/grid/strategy.go
@@ -149,6 +149,12 @@ func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]type
 	numGrids := fixedpoint.NewFromInt(s.GridNum)
 	gridSpread := priceRange.Div(numGrids)
 
+	if gridSpread.IsZero() {
+		return nil, fmt.Errorf(
+			"either numGrids(%v) is too big or priceRange(%v) is too small, "+
+				"the differences of grid prices become zero", numGrids, priceRange)
+	}
+
 	// find the nearest grid price from the current price
 	startPrice := fixedpoint.Max(
 		s.LowerPrice,
@@ -156,9 +162,9 @@ func (s *Strategy) generateGridSellOrders(session *bbgo.ExchangeSession) ([]type
 			s.UpperPrice.Sub(currentPrice).Div(gridSpread).Trunc().Mul(gridSpread)))
 
 	if startPrice.Compare(s.UpperPrice) > 0 {
-		return nil, fmt.Errorf("current price %s exceeded the upper price boundary %s",
-			currentPrice.String(),
-			s.UpperPrice.String())
+		return nil, fmt.Errorf("current price %v exceeded the upper price boundary %v",
+			currentPrice,
+			s.UpperPrice)
 	}
 
 	balances := session.Account.Balances()
@@ -230,13 +236,20 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
 	}
 
 	if currentPrice.Compare(s.LowerPrice) < 0 {
-		return nil, fmt.Errorf("current price %s is lower than the lower price %s", currentPrice.String(), s.LowerPrice.String())
+		return nil, fmt.Errorf("current price %v is lower than the lower price %v",
+			currentPrice, s.LowerPrice)
 	}
 
 	priceRange := s.UpperPrice.Sub(s.LowerPrice)
 	numGrids := fixedpoint.NewFromInt(s.GridNum)
 	gridSpread := priceRange.Div(numGrids)
 
+	if gridSpread.IsZero() {
+		return nil, fmt.Errorf(
+			"either numGrids(%v) is too big or priceRange(%v) is too small, "+
+				"the differences of grid prices become zero", numGrids, priceRange)
+	}
+
 	// Find the nearest grid price for placing buy orders:
 	// buyRange = currentPrice - lowerPrice
 	// numOfBuyGrids = Floor(buyRange / gridSpread)
@@ -250,7 +263,7 @@ func (s *Strategy) generateGridBuyOrders(session *bbgo.ExchangeSession) ([]types
 			currentPrice.Sub(s.LowerPrice).Div(gridSpread).Trunc().Mul(gridSpread)))
 
 	if startPrice.Compare(s.LowerPrice) < 0 {
-		return nil, fmt.Errorf("current price %s exceeded the lower price boundary %v",
+		return nil, fmt.Errorf("current price %v exceeded the lower price boundary %v",
 			currentPrice,
 			s.UpperPrice)
 	}
diff --git a/pkg/types/account.go b/pkg/types/account.go
index a055ae789..e998d2941 100644
--- a/pkg/types/account.go
+++ b/pkg/types/account.go
@@ -316,7 +316,7 @@ func (a *Account) UseLockedBalance(currency string, fund fixedpoint.Value) error
 	return fmt.Errorf("trying to use more than locked: locked %v < want to use %v", balance.Locked, fund)
 }
 
-var QuantityDelta = fixedpoint.MustNewFromString("0.0000000000001")
+var QuantityDelta = fixedpoint.MustNewFromString("0.00000000001")
 
 func (a *Account) UnlockBalance(currency string, unlocked fixedpoint.Value) error {
 	a.Lock()