mirror of
https://github.com/c9s/bbgo.git
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62 lines
1.8 KiB
Go
62 lines
1.8 KiB
Go
package bbgo
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import (
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"github.com/c9s/bbgo/pkg/fixedpoint"
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"github.com/pkg/errors"
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)
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var (
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ErrQuoteBalanceLevelTooLow = errors.New("quote balance level is too low")
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ErrInsufficientQuoteBalance = errors.New("insufficient quote balance")
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ErrAssetBalanceLevelTooLow = errors.New("asset balance level too low")
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ErrInsufficientAssetBalance = errors.New("insufficient asset balance")
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ErrAssetBalanceLevelTooHigh = errors.New("asset balance level too high")
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)
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// AdjustQuantityByMaxAmount adjusts the quantity to make the amount greater than the given minAmount
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func AdjustQuantityByMaxAmount(quantity, currentPrice, maxAmount fixedpoint.Value) fixedpoint.Value {
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// modify quantity for the min amount
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amount := currentPrice.Mul(quantity)
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if amount < maxAmount {
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return quantity
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}
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ratio := maxAmount.Div(amount)
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return quantity.Mul(ratio)
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}
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// AdjustQuantityByMinAmount adjusts the quantity to make the amount greater than the given minAmount
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func AdjustQuantityByMinAmount(quantity, currentPrice, minAmount fixedpoint.Value) fixedpoint.Value {
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// modify quantity for the min amount
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amount := currentPrice.Mul(quantity)
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if amount < minAmount {
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ratio := minAmount.Div(amount)
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quantity = quantity.Mul(ratio)
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}
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return quantity
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}
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// AdjustFloatQuantityByMinAmount adjusts the quantity to make the amount greater than the given minAmount
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func AdjustFloatQuantityByMinAmount(quantity, currentPrice, minAmount float64) float64 {
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// modify quantity for the min amount
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amount := currentPrice * quantity
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if amount < minAmount {
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ratio := minAmount / amount
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quantity *= ratio
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}
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return quantity
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}
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func AdjustFloatQuantityByMaxAmount(quantity float64, price float64, maxAmount float64) float64 {
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amount := price * quantity
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if amount > maxAmount {
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ratio := maxAmount / amount
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quantity *= ratio
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}
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return quantity
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}
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