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This commit is contained in:
Luis Fernando Molina committed 2020-10-27 09:18:25 +01:00
1 parent 8deaea9330
commit 5cda19de6a
3 files changed
+30 -14
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TaskServer/LowFrequencyTrading/TradingOrders.js
+13 -7
View File
@@ -259,17 +259,21 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
await calculateOrderSize()
/* Check Size: We are not going to create Orders which size is equal or less to zero. */
if (tradingEngineOrder.orderBaseAsset.size.value <= 0 || tradingEngineOrder.orderQuotedAsset.size.value <= 0) {
if (tradingEngineOrder.orderBaseAsset.size.value <= 0) {
tradingSystem.warnings.push(
[
tradingEngineOrder.orderBaseAsset.size.id,
'Could not open this order because its size would be zero.'
'Could not open this order because its size is zero.'
]
)
return
}
if (tradingEngineOrder.orderQuotedAsset.size.value <= 0) {
tradingSystem.warnings.push(
[
tradingEngineOrder.orderQuotedAsset.size.id,
'Could not open this order because its size would be zero.'
'Could not open this order because its size is zero.'
]
)
return
@@ -378,6 +382,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
case 'Base Asset': {
/* Size in Base Asset */
tradingEngineOrder.orderBaseAsset.size.value = algorithmSizeInBaseAsset * tradingSystemOrder.config.percentageOfAlgorithmSize / 100
tradingEngineOrder.orderBaseAsset.size.value = global.PRECISE(tradingEngineOrder.orderBaseAsset.size.value, 10)
/* Check that the Size calculated would not surpass Stage Target Size */
if (
@@ -391,7 +396,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
tradingSystem.warnings.push(
[
tradingEngineOrder.orderBaseAsset.size.id,
tradingEngineStage.stageBaseAsset.targetSize.id,
'Order size (' + previousValue + ') shrinked (' + tradingEngineOrder.orderBaseAsset.size.value + ') so that the Size Placed (' + tradingEngineStage.stageBaseAsset.sizePlaced.value + ') does not exceed the Target Size (' + tradingEngineStage.stageBaseAsset.targetSize.value + ') for the stage.'
]
)
@@ -404,6 +409,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
case 'Quoted Asset': {
/* Size in Quoted Asset */
tradingEngineOrder.orderQuotedAsset.size.value = algorithmSizeInQuotedAsset * tradingSystemOrder.config.percentageOfAlgorithmSize / 100
tradingEngineOrder.orderQuotedAsset.size.value = global.PRECISE(tradingEngineOrder.orderQuotedAsset.size.value, 10)
/* Check that the Size calculated would not surpass Stage Target Size */
if (
@@ -417,7 +423,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
tradingSystem.warnings.push(
[
tradingEngineOrder.orderQuotedAsset.size.id,
tradingEngineStage.stageQuotedAsset.targetSize.id,
'Order size (' + previousValue + ') shrinked (' + tradingEngineOrder.orderQuotedAsset.size.value + ') so that the Size Placed (' + tradingEngineStage.stageQuotedAsset.sizePlaced.value + ') does not exceed the Target Size (' + tradingEngineStage.stageQuotedAsset.targetSize.value + ') for the stage.'
]
)
@@ -440,7 +446,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
) {
tradingSystem.warnings.push(
[
tradingEngineOrder.orderQuotedAsset.size.id,
[tradingEngine.current.episode.episodeQuotedAsset.balance.id, tradingEngineOrder.orderQuotedAsset.size.id],
'Order Size Quoted Asset (' + tradingEngineOrder.orderQuotedAsset.size.value + ') changed to Balance Quoted Asset (' + tradingEngine.current.episode.episodeQuotedAsset.balance.value + ') so that the Balance does not drop below zero.'
]
)
@@ -456,7 +462,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
) {
tradingSystem.warnings.push(
[
tradingEngineOrder.orderBaseAsset.size.id,
[tradingEngine.current.episode.episodeBaseAsset.balance.id, tradingEngineOrder.orderBaseAsset.size.id],
'Order Size Base Asset (' + tradingEngineOrder.orderBaseAsset.size.value + ') changed to Balance Base Asset (' + tradingEngine.current.episode.episodeBaseAsset.balance.value + ') so that the Balance does not drop below zero.'
]
)