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use PricePrecision for quote round up

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chiahung 2023-11-09 17:17:59 +08:00
parent 80ea46ca92
commit c8c9659dd1
1 changed files with 2 additions and 2 deletions
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4
pkg/strategy/grid2/strategy.go
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@ -1365,7 +1365,7 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
// because the precision issue, we need to round up quote quantity and add it into used quote
// e.g. quote we calculate : 8888.85, but it may lock 8888.9 due to their precision.
roundUpQuoteQuantity := quoteQuantity.Round(s.Market.VolumePrecision, fixedpoint.Up)
roundUpQuoteQuantity := quoteQuantity.Round(s.Market.PricePrecision, fixedpoint.Up)
usedQuote = usedQuote.Add(roundUpQuoteQuantity)
}
} else {
@ -1384,7 +1384,7 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
// because the precision issue, we need to round up quote quantity and add it into used quote
// e.g. quote we calculate : 8888.85, but it may lock 8888.9 due to their precision.
roundUpQuoteQuantity := quoteQuantity.Round(s.Market.VolumePrecision, fixedpoint.Up)
roundUpQuoteQuantity := quoteQuantity.Round(s.Market.PricePrecision, fixedpoint.Up)
if usedQuote.Add(roundUpQuoteQuantity).Compare(totalQuote) > 0 {
if i > 0 {
s.logger.Errorf("used quote %f > total quote %f, this should not happen", usedQuote.Add(quoteQuantity).Float64(), totalQuote.Float64())