From 3396f46433f4f75bda5e5441ccae93da255abd77 Mon Sep 17 00:00:00 2001 From: whtv <28059402+whtv@users.noreply.github.com> Date: Tue, 9 Mar 2021 11:25:37 +0100 Subject: [PATCH] Ignore dust in any asset --- .../Low-Frequency-Trading/TradingStages.js | 57 ++++++++----------- 1 file changed, 23 insertions(+), 34 deletions(-) diff --git a/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js index df0e92cae..cbae4558a 100644 --- a/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js +++ b/Projects/Superalgos/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/TradingStages.js @@ -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' } -} \ No newline at end of file +}