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xmaker: fix price calculation

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c9s 2021-05-13 09:55:53 +08:00
parent 3437515d6a
commit c520cfa540
1 changed files with 1 additions and 1 deletions
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2
pkg/strategy/xmaker/strategy.go
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@ -324,7 +324,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
} }
accumulativeAskQuantity += askQuantity accumulativeAskQuantity += askQuantity
askPrice := aggregatePrice(sourceBook.Asks, accumulativeBidQuantity) askPrice := aggregatePrice(sourceBook.Asks, accumulativeAskQuantity)
askPrice = askPrice.MulFloat64(1.0 + s.AskMargin.Float64()) askPrice = askPrice.MulFloat64(1.0 + s.AskMargin.Float64())
if i > 0 && s.Pips > 0 { if i > 0 && s.Pips > 0 {
askPrice += fixedpoint.NewFromFloat(s.makerMarket.TickSize * float64(s.Pips)) askPrice += fixedpoint.NewFromFloat(s.makerMarket.TickSize * float64(s.Pips))