bbgo_origin/pkg/bbgo/order_processor.go

50 lines
1.4 KiB
Go

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