Ignore dust in any asset

This commit is contained in:
whtv committed 2021-03-09 11:25:37 +01:00
1 parent 6dcbe3ff9c
commit 3396f46433
1 file changed
+23 -34
@@ -975,39 +975,28 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
ABSOLUTE_DUST_IN_QUOTED_ASSET = tradingSystemStage.config.absoluteDustInQuotedAsset
}
switch (tradingEngineStage.stageDefinedIn.value) {
case 'Base Asset': {
if (
tradingEngineStage.stageBaseAsset.sizeFilled.value
*
ROUNDING_ERROR_CORRECTION_FACTOR
+
ABSOLUTE_DUST_IN_BASE_ASSET
>=
tradingEngineStage.stageBaseAsset.targetSize.value
) {
positionFilled()
} else {
checkCloseStageEvent(tradingSystemStage)
}
break
}
case 'Quoted Asset': {
if (
tradingEngineStage.stageQuotedAsset.sizeFilled.value
*
ROUNDING_ERROR_CORRECTION_FACTOR
+
ABSOLUTE_DUST_IN_QUOTED_ASSET
>=
tradingEngineStage.stageQuotedAsset.targetSize.value
) {
positionFilled()
} else {
checkCloseStageEvent(tradingSystemStage)
}
break
}
if (
tradingEngineStage.stageBaseAsset.sizeFilled.value
*
ROUNDING_ERROR_CORRECTION_FACTOR
+
ABSOLUTE_DUST_IN_BASE_ASSET
>=
tradingEngineStage.stageBaseAsset.targetSize.value
) {
positionFilled()
} else if (
tradingEngineStage.stageQuotedAsset.sizeFilled.value
*
ROUNDING_ERROR_CORRECTION_FACTOR
+
ABSOLUTE_DUST_IN_QUOTED_ASSET
>=
tradingEngineStage.stageQuotedAsset.targetSize.value
) {
positionFilled()
} else {
checkCloseStageEvent(tradingSystemStage)
}
function positionFilled() {
@@ -1181,4 +1170,4 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
}
throw 'Error Already Recorded'
}
}
}