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strategy: use Market.IsDustQuantity instead

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This commit is contained in:
Andy Cheng 2022-06-01 10:51:57 +08:00
parent 237d1205e8
commit cd96c01131
1 changed files with 9 additions and 10 deletions
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19
pkg/strategy/supertrend/strategy.go
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@ -290,12 +290,10 @@ func (s *Strategy) calculateQuantity(currentPrice fixedpoint.Value) fixedpoint.V
}
func (s *Strategy) HasTradableBase(currentPrice fixedpoint.Value) bool {
base := s.Position.GetBase()
quantity := base.Abs()
if quantity.Compare(s.Market.MinQuantity) > 0 && quantity.Mul(currentPrice).Compare(s.Market.MinNotional) > 0 {
return true
if s.Market.IsDustQuantity(s.Position.GetBase().Abs(), currentPrice) {
return false
}
return false
return true
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
@ -369,9 +367,11 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
demaSignal = types.DirectionNone
}
base := s.Position.GetBase()
baseSign := base.Sign()
// TP/SL if there's non-dust position
if s.HasTradableBase(kline.GetClose()) {
baseSign := s.Position.GetBase().Sign()
if !s.Market.IsDustQuantity(base.Abs(), kline.GetClose()) {
if s.StopLossByTriggeringK && !s.currentStopLossPrice.IsZero() && ((baseSign < 0 && kline.GetClose().Compare(s.currentStopLossPrice) > 0) || (baseSign > 0 && kline.GetClose().Compare(s.currentStopLossPrice) < 0)) {
// SL by triggered Kline low
if err := s.ClosePosition(ctx, fixedpoint.One); err != nil {
@ -422,11 +422,10 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
}
if side == types.SideTypeSell || side == types.SideTypeBuy {
baseSign := s.Position.GetBase().Sign()
// Close opposite position if any
if s.HasTradableBase(kline.GetClose()) && ((side == types.SideTypeSell && baseSign > 0) || (side == types.SideTypeBuy && baseSign < 0)) {
if !s.Market.IsDustQuantity(base.Abs(), kline.GetClose()) && ((side == types.SideTypeSell && baseSign > 0) || (side == types.SideTypeBuy && baseSign < 0)) {
if err := s.ClosePosition(ctx, fixedpoint.One); err != nil {
s.Notify("can not place position close order")
s.Notify("can not place close position order")
}
}