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xmaker: improve pips

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This commit is contained in:
c9s 2022-01-05 11:34:07 +08:00
parent e997220321
commit c8bf85f4e2
1 changed files with 2 additions and 2 deletions
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4
pkg/strategy/xmaker/strategy.go
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@ -396,7 +396,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
bidPrice = bidPrice.MulFloat64(1.0 - bidMargin.Float64())
if i > 0 && pips > 0 {
bidPrice -= pips.MulFloat64(s.makerMarket.TickSize)
bidPrice -= pips.MulFloat64(float64(i) * s.makerMarket.TickSize)
}
if makerQuota.QuoteAsset.Lock(bidQuantity.Mul(bidPrice)) && hedgeQuota.BaseAsset.Lock(bidQuantity) {
@ -445,7 +445,7 @@ func (s *Strategy) updateQuote(ctx context.Context, orderExecutionRouter bbgo.Or
askPrice = askPrice.MulFloat64(1.0 + askMargin.Float64())
if i > 0 && pips > 0 {
askPrice += pips.MulFloat64(s.makerMarket.TickSize)
askPrice += pips.MulFloat64(float64(i) * s.makerMarket.TickSize)
}
if makerQuota.BaseAsset.Lock(askQuantity) && hedgeQuota.QuoteAsset.Lock(askQuantity.Mul(askPrice)) {