grid2: log base fee rounding precision

pkg/strategy/grid2/backtest_test.go

@@ -7,6 +7,7 @@ import (
 	"os"
 	"testing"
 
+	"github.com/sirupsen/logrus"
 	"github.com/stretchr/testify/assert"
 
 	"github.com/c9s/bbgo/pkg/backtest"
@@ -14,6 +15,7 @@ import (
 	"github.com/c9s/bbgo/pkg/exchange"
 	"github.com/c9s/bbgo/pkg/service"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/util"
 )
 
 func RunBacktest(t *testing.T, strategy bbgo.SingleExchangeStrategy) {
@@ -154,3 +156,29 @@ func RunBacktest(t *testing.T, strategy bbgo.SingleExchangeStrategy) {
 	<-doneC
 	// }}}
 }
+
+func TestBacktestStrategy(t *testing.T) {
+	if v, ok := util.GetEnvVarBool("TEST_BACKTEST"); !ok || !v {
+		t.Skip("backtest flag is required")
+		return
+	}
+
+	market := types.Market{
+		BaseCurrency:    "BTC",
+		QuoteCurrency:   "USDT",
+		TickSize:        number(0.01),
+		PricePrecision:  2,
+		VolumePrecision: 8,
+	}
+	strategy := &Strategy{
+		logger:          logrus.NewEntry(logrus.New()),
+		Symbol:          "BTCUSDT",
+		Market:          market,
+		GridProfitStats: newGridProfitStats(market),
+		UpperPrice:      number(60_000),
+		LowerPrice:      number(28_000),
+		GridNum:         100,
+		QuoteInvestment: number(9000.0),
+	}
+	RunBacktest(t, strategy)
+}

pkg/strategy/grid2/strategy.go

@@ -417,7 +417,10 @@ func (s *Strategy) processFilledOrder(o types.Order) {
 		s.logger.Infof("GRID BUY ORDER BASE FEE: %s %s", baseSellQuantityReduction.String(), s.Market.BaseCurrency)
 
 		baseSellQuantityReduction = baseSellQuantityReduction.Round(s.Market.VolumePrecision, fixedpoint.Up)
-		s.logger.Infof("GRID BUY ORDER BASE FEE (Rounding): %s %s", baseSellQuantityReduction.String(), s.Market.BaseCurrency)
+		s.logger.Infof("GRID BUY ORDER BASE FEE (Rounding with precision %d): %s %s",
+			s.Market.VolumePrecision,
+			baseSellQuantityReduction.String(),
+			s.Market.BaseCurrency)
 
 		newQuantity = newQuantity.Sub(baseSellQuantityReduction)
 

pkg/strategy/grid2/strategy_test.go

@@ -13,11 +13,9 @@ import (
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	gridmocks "github.com/c9s/bbgo/pkg/strategy/grid2/mocks"
 	"github.com/c9s/bbgo/pkg/types"
 	"github.com/c9s/bbgo/pkg/types/mocks"
-	"github.com/c9s/bbgo/pkg/util"
-
-	gridmocks "github.com/c9s/bbgo/pkg/strategy/grid2/mocks"
 )
 
 func init() {
@@ -919,29 +917,3 @@ func TestStrategy_checkMinimalQuoteInvestment(t *testing.T) {
 		assert.EqualError(t, err, "need at least 14979.995500 USDT for quote investment, 10000.000000 USDT given")
 	})
 }
-
-func TestBacktestStrategy(t *testing.T) {
-	if v, ok := util.GetEnvVarBool("TEST_BACKTEST"); !ok || !v {
-		t.Skip("backtest flag is required")
-		return
-	}
-
-	market := types.Market{
-		BaseCurrency:    "BTC",
-		QuoteCurrency:   "USDT",
-		TickSize:        number(0.01),
-		PricePrecision:  2,
-		VolumePrecision: 8,
-	}
-	strategy := &Strategy{
-		logger:          logrus.NewEntry(logrus.New()),
-		Symbol:          "BTCUSDT",
-		Market:          market,
-		GridProfitStats: newGridProfitStats(market),
-		UpperPrice:      number(60_000),
-		LowerPrice:      number(28_000),
-		GridNum:         100,
-		QuoteInvestment: number(9000.0),
-	}
-	RunBacktest(t, strategy)
-}