lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Merge pull request #1663 from c9s/narumi/rebalance-round-down-qty

Browse Source 
FIX: [rebalance] round down quantity
This commit is contained in:
なるみ 2024-07-09 05:21:49 +01:00 committed by GitHub
commit be27d32bd8
No known key found for this signature in database
GPG Key ID: B5690EEEBB952194
1 changed files with 5 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

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

@ -136,8 +136,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
// the shutdown handler, you can cancel all orders
bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
defer wg.Done()
_ = s.OrderExecutorMap.GracefulCancel(ctx)
bbgo.Sync(ctx, s)
if err := s.activeOrderBook.GracefulCancel(ctx, s.Session.Exchange); err != nil {
log.WithError(err).Errorf("failed to cancel orders")
}
})
s.cron = cron.New()
@ -174,7 +175,7 @@ func (s *Strategy) rebalance(ctx context.Context) {
createdOrders, err := s.OrderExecutorMap.SubmitOrders(ctx, *order)
if err != nil {
log.WithError(err).Error("failed to submit orders")
log.WithError(err).Errorf("failed to submit order: %s", order.String())
return
}
s.activeOrderBook.Add(createdOrders...)
@ -259,6 +260,7 @@ func (s *Strategy) generateOrder(ctx context.Context) (*types.SubmitOrder, error
} else if side == types.SideTypeSell {
quantity = fixedpoint.Min(quantity, balances[market.BaseCurrency].Available)
}
quantity = market.RoundDownQuantityByPrecision(quantity)
price := s.PriceType.Map(ticker, side)