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grid2: do not place sell order at price[0]

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c9s 2023-02-15 21:51:22 +08:00
parent 6dfd18bd49
commit ec8e50822a
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1 changed files with 7 additions and 3 deletions
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10
pkg/strategy/grid2/strategy.go
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@ -955,6 +955,12 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
// TODO: add fee if we don't have the platform token. BNB, OKB or MAX... // TODO: add fee if we don't have the platform token. BNB, OKB or MAX...
if price.Compare(lastPrice) >= 0 { if price.Compare(lastPrice) >= 0 {
si = i si = i
// do not place sell order when i == 0
if i == 0 {
continue
}
if usedBase.Add(quantity).Compare(totalBase) < 0 { if usedBase.Add(quantity).Compare(totalBase) < 0 {
submitOrders = append(submitOrders, types.SubmitOrder{ submitOrders = append(submitOrders, types.SubmitOrder{
Symbol: s.Symbol, Symbol: s.Symbol,
@ -967,7 +973,7 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
Tag: orderTag, Tag: orderTag,
}) })
usedBase = usedBase.Add(quantity) usedBase = usedBase.Add(quantity)
} else if i > 0 { } else {
// if we don't have enough base asset // if we don't have enough base asset
// then we need to place a buy order at the next price. // then we need to place a buy order at the next price.
nextPin := pins[i-1] nextPin := pins[i-1]
@ -984,8 +990,6 @@ func (s *Strategy) generateGridOrders(totalQuote, totalBase, lastPrice fixedpoin
}) })
quoteQuantity := quantity.Mul(price) quoteQuantity := quantity.Mul(price)
usedQuote = usedQuote.Add(quoteQuantity) usedQuote = usedQuote.Add(quoteQuantity)
} else if i == 0 {
// skip i == 0
} }
} else { } else {
// if price spread is not enabled, and we have already placed a sell order index on the top of this price, // if price spread is not enabled, and we have already placed a sell order index on the top of this price,