lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-09-20 08:11:08 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

limit adjustment order quantity

Browse Source
This commit is contained in:
c9s 2024-04-22 14:42:52 +08:00
parent 489889d1e6
commit a9db21adfa
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 7 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
pkg/strategy/liquiditymaker/strategy.go
View File

@ -41,7 +41,8 @@ type Strategy struct {
LiquidityUpdateInterval types.Interval `json:"liquidityUpdateInterval"`
AdjustmentUpdateInterval types.Interval `json:"adjustmentUpdateInterval"`
AdjustmentUpdateInterval types.Interval `json:"adjustmentUpdateInterval"`
MaxAdjustmentOrderQuantity fixedpoint.Value `json:"maxAdjustmentOrderQuantity"`
NumOfLiquidityLayers int `json:"numOfLiquidityLayers"`
LiquiditySlideRule *bbgo.SlideRule `json:"liquidityScale"`
@ -171,6 +172,11 @@ func (s *Strategy) placeAdjustmentOrders(ctx context.Context) {
var adjOrders []types.SubmitOrder
posSize := s.Position.Base.Abs()
if !s.MaxAdjustmentOrderQuantity.IsZero() {
posSize = fixedpoint.Min(posSize, s.MaxAdjustmentOrderQuantity)
}
tickSize := s.Market.TickSize
if s.Position.IsShort() {