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xgap: fix price and balance checking

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c9s 2024-06-13 15:55:40 +08:00
parent 88ce5a4928
commit a5831bbf13
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 18 additions and 2 deletions
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20
pkg/strategy/xgap/strategy.go
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@ -311,9 +311,15 @@ func (s *Strategy) placeOrders(ctx context.Context) {
return
}
if bestBid.Price.IsZero() || bestAsk.Price.IsZero() {
log.Warn("bid price or ask price is zero")
return
}
var spread = bestAsk.Price.Sub(bestBid.Price)
var spreadPercentage = spread.Div(bestAsk.Price)
log.Infof("spread=%s %s ask=%s bid=%s",
log.Infof("spread:%s %s ask:%s bid:%s",
spread.String(), spreadPercentage.Percentage(),
bestAsk.Price.String(), bestBid.Price.String())
// var spreadPercentage = spread.Float64() / bestBid.Price.Float64()
@ -330,6 +336,7 @@ func (s *Strategy) placeOrders(ctx context.Context) {
log.Errorf("base balance %s not found", s.tradingMarket.BaseCurrency)
return
}
quoteBalance, ok := balances[s.tradingMarket.QuoteCurrency]
if !ok {
log.Errorf("quote balance %s not found", s.tradingMarket.QuoteCurrency)
@ -348,9 +355,14 @@ func (s *Strategy) placeOrders(ctx context.Context) {
return
}
maxQuantity := fixedpoint.Min(baseBalance.Available, quoteBalance.Available.Div(price))
maxQuantity := baseBalance.Available
if !quoteBalance.Available.IsZero() {
maxQuantity = fixedpoint.Min(maxQuantity, quoteBalance.Available.Div(price))
}
quantity := minQuantity
// if we set the fixed quantity, we should use the fixed
if s.Quantity.Sign() > 0 {
quantity = fixedpoint.Max(s.Quantity, quantity)
} else if s.SimulateVolume {
@ -374,8 +386,12 @@ func (s *Strategy) placeOrders(ctx context.Context) {
quantity = quantity.Mul(fixedpoint.NewFromFloat(jitter))
}
log.Infof("%s quantity: %f", s.Symbol, quantity.Float64())
quantity = fixedpoint.Min(quantity, maxQuantity)
log.Infof("%s adjusted quantity: %f", s.Symbol, quantity.Float64())
orderForms := []types.SubmitOrder{
{
Symbol: s.Symbol,