lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-25 16:25:16 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

remove diff quantity check

Browse Source
This commit is contained in:
c9s 2023-06-16 15:57:21 +08:00
parent b59b42c3fa
commit d730340b7a
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 3 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
pkg/strategy/xfunding/strategy.go
View File

@ -638,7 +638,7 @@ func (s *Strategy) reduceFuturesPosition(ctx context.Context) {
if futuresBase.Compare(fixedpoint.Zero) < 0 {
orderPrice := ticker.Buy
orderQuantity := futuresBase.Abs()
orderQuantity = fixedpoint.Max(orderQuantity, s.minQuantity)
// orderQuantity = fixedpoint.Max(orderQuantity, s.minQuantity)
orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Infof("skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)
@ -745,7 +745,8 @@ func (s *Strategy) syncFuturesPosition(ctx context.Context) {
log.Infof("position diff quantity: %s", diffQuantity.String())
orderQuantity := fixedpoint.Max(diffQuantity, s.minQuantity)
orderQuantity := diffQuantity
// orderQuantity := fixedpoint.Max(diffQuantity, s.minQuantity)
orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Warnf("unexpected dust quantity, skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)