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bugs fixed

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Luis Fernando Molina committed 2020-08-06 14:34:08 +02:00
1 parent 11aa3d6bf7
commit 65ddc2e805
2 files changed
+17 -15
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LowFrequencyTrading/TradingExecution.js
+3 -1
View File
@@ -303,7 +303,9 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
}
/* Filter by what is defined at the Strategy */
if (tradingSystemOrder.simulatedExchangeEvents === undefined) { return }
if (tradingSystemOrder.simulatedExchangeEvents === undefined) {
badDefinitionUnhandledException(undefined, 'tradingSystemOrder.simulatedExchangeEvents === undefined', tradingSystemOrder)
}
let previousBaseAssetSizeFilled = tradingEngineOrder.orderBaseAsset.sizeFilled.value
let previousQuotedAssetSizeFilled = tradingEngineOrder.orderQuotedAsset.sizeFilled.value
LowFrequencyTrading/TradingStages.js
+14 -14
View File
@@ -922,25 +922,25 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
*/
if (
(
tradingEngine.current.strategyOpenStage.stageBaseAsset.sizePlaced >=
tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize
tradingEngine.current.strategyCloseStage.stageBaseAsset.sizePlaced >=
tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize
||
tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizePlaced >=
tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize
tradingEngine.current.strategyCloseStage.stageQuotedAsset.sizePlaced >=
tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize
)
&&
(
tradingEngine.current.strategyOpenStage.stageBaseAsset.sizeFilled.value +
tradingEngine.current.strategyOpenStage.stageBaseAsset.feesPaid.value >=
tradingEngine.current.strategyOpenStage.stageBaseAsset.sizePlaced.value
tradingEngine.current.strategyCloseStage.stageBaseAsset.sizeFilled.value +
tradingEngine.current.strategyCloseStage.stageBaseAsset.feesPaid.value >=
tradingEngine.current.strategyCloseStage.stageBaseAsset.sizePlaced.value
||
tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizeFilled.value +
tradingEngine.current.strategyOpenStage.stageQuotedAsset.feesPaid.value >=
tradingEngine.current.strategyOpenStage.stageQuotedAsset.sizePlaced.value
tradingEngine.current.strategyCloseStage.stageQuotedAsset.sizeFilled.value +
tradingEngine.current.strategyCloseStage.stageQuotedAsset.feesPaid.value >=
tradingEngine.current.strategyCloseStage.stageQuotedAsset.sizePlaced.value
)
) {
changeStageStatus('Close Stage', 'Closed', 'Size Placed Filled')
@@ -983,11 +983,11 @@ exports.newTradingStages = function newTradingStages(bot, logger, tradingEngineM
/*
Here we will transform the position size into targets for each asset of the stage.
*/
tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize.value = tradingEngine.current.position.positionBaseAsset.exitTargetSize.value
tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize.value = tradingEngine.current.position.positionQuotedAsset.exitTargetSize.value
tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize.value = tradingEngine.current.position.positionBaseAsset.exitTargetSize.value
tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize.value = tradingEngine.current.position.positionQuotedAsset.exitTargetSize.value
tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyOpenStage.stageBaseAsset.targetSize.value, 10)
tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyOpenStage.stageQuotedAsset.targetSize.value, 10)
tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyCloseStage.stageBaseAsset.targetSize.value, 10)
tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize.value = global.PRECISE(tradingEngine.current.strategyCloseStage.stageQuotedAsset.targetSize.value, 10)
}
function exitPositionAndStrategy() {