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bbgo: fix order executor error message and add price check

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c9s 2023-06-06 15:50:07 +08:00
parent ca78a3379a
commit b90564be90
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 10 additions and 3 deletions
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13
pkg/bbgo/order_executor_general.go
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@ -268,7 +268,7 @@ func (e *GeneralOrderExecutor) reduceQuantityAndSubmitOrder(ctx context.Context,
submitOrder.Quantity = q
if e.position.Market.IsDustQuantity(submitOrder.Quantity, price) {
return nil, types.NewZeroAssetError(fmt.Errorf("dust quantity"))
return nil, types.NewZeroAssetError(fmt.Errorf("dust quantity, quantity = %f, price = %f", submitOrder.Quantity.Float64(), price.Float64()))
}
createdOrder, err2 := e.SubmitOrders(ctx, submitOrder)
@ -334,10 +334,15 @@ func (e *GeneralOrderExecutor) NewOrderFromOpenPosition(ctx context.Context, opt
return nil, err
}
if price.IsZero() {
return nil, errors.New("unable to calculate quantity: zero price given")
}
quantity = quoteQuantity.Div(price)
}
if e.position.Market.IsDustQuantity(quantity, price) {
log.Warnf("dust quantity: %v", quantity)
log.Errorf("can not submit order: dust quantity, quantity = %f, price = %f", quantity.Float64(), price.Float64())
return nil, nil
}
@ -389,9 +394,11 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
if err != nil {
return nil, err
}
if submitOrder == nil {
return nil, nil
}
price := options.Price
side := "long"
@ -399,7 +406,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
side = "short"
}
Notify("Opening %s %s position with quantity %v at price %v", e.position.Symbol, side, submitOrder.Quantity, price)
Notify("Opening %s %s position with quantity %f at price %f", e.position.Symbol, side, submitOrder.Quantity.Float64(), price.Float64())
createdOrder, err := e.SubmitOrders(ctx, *submitOrder)
if err == nil {