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bbgo: check e.session.Margin flag

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c9s 2022-09-19 16:00:12 +08:00
parent b3ae4929be
commit c8f5bf8b08
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GPG Key ID: 7385E7E464CB0A54
1 changed files with 2 additions and 2 deletions
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4
pkg/bbgo/order_executor_general.go
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@ -266,7 +266,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
}
quoteQuantity := quantity.Mul(price)
if !e.marginQuoteMaxBorrowable.IsZero() && quoteQuantity.Compare(e.marginQuoteMaxBorrowable) > 0 {
if e.session.Margin && !e.marginQuoteMaxBorrowable.IsZero() && quoteQuantity.Compare(e.marginQuoteMaxBorrowable) > 0 {
log.Warnf("adjusting quantity %f according to the max margin quote borrowable amount: %f", quantity.Float64(), e.marginQuoteMaxBorrowable.Float64())
quantity = AdjustQuantityByMaxAmount(quantity, price, e.marginQuoteMaxBorrowable)
}
@ -291,7 +291,7 @@ func (e *GeneralOrderExecutor) OpenPosition(ctx context.Context, options OpenPos
}
}
if !e.marginBaseMaxBorrowable.IsZero() && quantity.Sub(baseBalance.Available).Compare(e.marginBaseMaxBorrowable) > 0 {
if e.session.Margin && !e.marginBaseMaxBorrowable.IsZero() && quantity.Sub(baseBalance.Available).Compare(e.marginBaseMaxBorrowable) > 0 {
log.Warnf("adjusting %f quantity according to the max margin base borrowable amount: %f", quantity.Float64(), e.marginBaseMaxBorrowable.Float64())
// quantity = fixedpoint.Min(quantity, e.marginBaseMaxBorrowable)
quantity = baseBalance.Available.Add(e.marginBaseMaxBorrowable)