Merge pull request #1073 from c9s/fix/dec-rounding

fix: fix fixedpoint rounding

pkg/fixedpoint/convert.go

@@ -41,16 +41,18 @@ func (v Value) Trunc() Value {
 
 func (v Value) Round(r int, mode RoundingMode) Value {
 	pow := math.Pow10(r)
-	result := v.Float64() * pow
+	f := v.Float64() * pow
 	switch mode {
 	case Up:
-		return NewFromFloat(math.Ceil(result) / pow)
+		f = math.Ceil(f) / pow
 	case HalfUp:
-		return NewFromFloat(math.Floor(result+0.5) / pow)
+		f = math.Floor(f+0.5) / pow
 	case Down:
-		return NewFromFloat(math.Floor(result) / pow)
+		f = math.Floor(f) / pow
 	}
-	return v
+
+	s := strconv.FormatFloat(f, 'f', r, 64)
+	return MustNewFromString(s)
 }
 
 func (v Value) Value() (driver.Value, error) {

pkg/fixedpoint/dec_test.go

@@ -2,10 +2,11 @@ package fixedpoint
 
 import (
 	"encoding/json"
-	"github.com/stretchr/testify/assert"
-	"gopkg.in/yaml.v3"
 	"math/big"
 	"testing"
+
+	"github.com/stretchr/testify/assert"
+	"gopkg.in/yaml.v3"
 )
 
 const Delta = 1e-9
@@ -124,6 +125,12 @@ func TestRound(t *testing.T) {
 	assert.Equal(t, "1.23", s.Round(2, Down).String())
 }
 
+func TestNewFromString(t *testing.T) {
+	f, err := NewFromString("0.00000003")
+	assert.NoError(t, err)
+	assert.Equal(t, "0.00000003", f.String())
+}
+
 func TestFromString(t *testing.T) {
 	f := MustNewFromString("0.004075")
 	assert.Equal(t, "0.004075", f.String())

pkg/strategy/grid2/strategy.go

@@ -416,7 +416,7 @@ func (s *Strategy) processFilledOrder(o types.Order) {
 		baseSellQuantityReduction = s.aggregateOrderBaseFee(o)
 		s.logger.Infof("GRID BUY ORDER BASE FEE: %s %s", baseSellQuantityReduction.String(), s.Market.BaseCurrency)
 
-		baseSellQuantityReduction = baseSellQuantityReduction.Round(s.Market.VolumePrecision, fixedpoint.Up)
+		baseSellQuantityReduction = roundUpMarketQuantity(s.Market, baseSellQuantityReduction)
 		s.logger.Infof("GRID BUY ORDER BASE FEE (Rounding with precision %d): %s %s",
 			s.Market.VolumePrecision,
 			baseSellQuantityReduction.String(),
@@ -1766,3 +1766,7 @@ func (s *Strategy) openOrdersMismatches(ctx context.Context, session *bbgo.Excha
 
 	return false, nil
 }
+
+func roundUpMarketQuantity(market types.Market, v fixedpoint.Value) fixedpoint.Value {
+	return v.Round(market.VolumePrecision, fixedpoint.Up)
+}

pkg/strategy/grid2/strategy_test.go

@@ -917,3 +917,13 @@ func TestStrategy_checkMinimalQuoteInvestment(t *testing.T) {
 		assert.EqualError(t, err, "need at least 14979.995500 USDT for quote investment, 10000.000000 USDT given")
 	})
 }
+
+func Test_roundUpMarketQuantity(t *testing.T) {
+	q := number("0.00000003")
+	assert.Equal(t, "0.00000003", q.String())
+
+	q3 := roundUpMarketQuantity(types.Market{
+		VolumePrecision: 8,
+	}, q)
+	assert.Equal(t, "0.00000003", q3.String(), "rounding prec 8")
+}