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remove diff quantity check

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c9s 2023-06-16 15:57:21 +08:00
parent b59b42c3fa
commit d730340b7a
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1 changed files with 3 additions and 2 deletions
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5
pkg/strategy/xfunding/strategy.go
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@ -638,7 +638,7 @@ func (s *Strategy) reduceFuturesPosition(ctx context.Context) {
if futuresBase.Compare(fixedpoint.Zero) < 0 { if futuresBase.Compare(fixedpoint.Zero) < 0 {
orderPrice := ticker.Buy orderPrice := ticker.Buy
orderQuantity := futuresBase.Abs() orderQuantity := futuresBase.Abs()
orderQuantity = fixedpoint.Max(orderQuantity, s.minQuantity) // orderQuantity = fixedpoint.Max(orderQuantity, s.minQuantity)
orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice) orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice)
if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) { if s.futuresMarket.IsDustQuantity(orderQuantity, orderPrice) {
log.Infof("skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket) 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()) 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) orderQuantity = s.futuresMarket.AdjustQuantityByMinNotional(orderQuantity, orderPrice)
if s.futuresMarket.IsDustQuantity(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) log.Warnf("unexpected dust quantity, skip futures order with dust quantity %s, market = %+v", orderQuantity.String(), s.futuresMarket)