Ignore dust in any asset
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6dcbe3ff9c
commit
3396f46433
1 file changed
+23
-34
+23
-34
@@ -975,39 +975,28 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
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ABSOLUTE_DUST_IN_QUOTED_ASSET = tradingSystemStage.config.absoluteDustInQuotedAsset
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}
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switch (tradingEngineStage.stageDefinedIn.value) {
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case 'Base Asset': {
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if (
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tradingEngineStage.stageBaseAsset.sizeFilled.value
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*
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ROUNDING_ERROR_CORRECTION_FACTOR
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+
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ABSOLUTE_DUST_IN_BASE_ASSET
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>=
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tradingEngineStage.stageBaseAsset.targetSize.value
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) {
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positionFilled()
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} else {
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checkCloseStageEvent(tradingSystemStage)
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}
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break
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}
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case 'Quoted Asset': {
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if (
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tradingEngineStage.stageQuotedAsset.sizeFilled.value
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*
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ROUNDING_ERROR_CORRECTION_FACTOR
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+
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ABSOLUTE_DUST_IN_QUOTED_ASSET
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>=
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tradingEngineStage.stageQuotedAsset.targetSize.value
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) {
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positionFilled()
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} else {
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checkCloseStageEvent(tradingSystemStage)
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}
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break
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}
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if (
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tradingEngineStage.stageBaseAsset.sizeFilled.value
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*
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ROUNDING_ERROR_CORRECTION_FACTOR
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+
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ABSOLUTE_DUST_IN_BASE_ASSET
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>=
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tradingEngineStage.stageBaseAsset.targetSize.value
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) {
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positionFilled()
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} else if (
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tradingEngineStage.stageQuotedAsset.sizeFilled.value
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*
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ROUNDING_ERROR_CORRECTION_FACTOR
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+
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ABSOLUTE_DUST_IN_QUOTED_ASSET
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>=
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tradingEngineStage.stageQuotedAsset.targetSize.value
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) {
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positionFilled()
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} else {
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checkCloseStageEvent(tradingSystemStage)
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}
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function positionFilled() {
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@@ -1181,4 +1170,4 @@ exports.newSuperalgosBotModulesTradingStages = function (processIndex) {
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}
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throw 'Error Already Recorded'
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}
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}
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}
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