bbgo_origin/pkg/strategy/tri/utils.go
2023-07-05 15:51:16 +08:00

29 lines
670 B
Go

package tri
import (
"math"
"github.com/c9s/bbgo/pkg/types"
)
func fitQuantityByBase(quantity, balance float64) (float64, float64) {
q := math.Min(quantity, balance)
r := q / balance
return q, r
}
// 1620 x 2 , quote balance = 1000 => rate = 1000/(1620*2) = 0.3086419753, quantity = 0.61728395
func fitQuantityByQuote(price, quantity, quoteBalance float64) (float64, float64) {
quote := quantity * price
minQuote := math.Min(quote, quoteBalance)
q := minQuote / price
r := minQuote / quoteBalance
return q, r
}
func logSubmitOrders(orders [3]types.SubmitOrder) {
for i, order := range orders {
log.Infof("SUBMIT ORDER #%d: %s", i, order.String())
}
}