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Update TradingExecution.js

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This commit is contained in:
Luis Fernando Molina committed 2020-08-03 14:18:25 +02:00
1 parent fcff949379
commit 6cc55c2de4
1 file changed
+12 -12
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LowFrequencyTrading/TradingExecution.js
+12 -12
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@@ -294,12 +294,12 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
/* We are going to ESTIMATE the size in the oposite asset type, because we will need it later */
switch (traingEngineOrderAsset.type) {
case 'Order Base Asset': {
tradingEngineOrder.orderQuotedAsset.size = tradingEngineOrder.orderBaseAsset.size * tradingEngineOrder.rate
tradingEngineOrder.size.value = global.PRECISE(tradingEngineOrder.size.value, 10)
tradingEngineOrder.orderQuotedAsset.size.value = tradingEngineOrder.orderBaseAsset.size.value * tradingEngineOrder.rate.value
tradingEngineOrder.orderQuotedAsset.size.value = global.PRECISE(tradingEngineOrder.orderQuotedAsset.size.value, 10)
}
case 'Order Quoted Asset': {
tradingEngineOrder.orderBaseAsset.size = tradingEngineOrder.orderQuotedAsset.size / tradingEngineOrder.rate
tradingEngineOrder.size.value = global.PRECISE(tradingEngineOrder.size.value, 10)
tradingEngineOrder.orderBaseAsset.size.value = tradingEngineOrder.orderQuotedAsset.size.value / tradingEngineOrder.rate.value
tradingEngineOrder.orderBaseAsset.size.value = global.PRECISE(tradingEngineOrder.orderBaseAsset.size.value, 10)
}
}
}
@@ -655,38 +655,38 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
function updateStageAssets() {
/* Stage Base Asset: Undo the previous accounting */
tradingEngineStage.stageBaseAsset.sizeFilled.value =
tradingEngineStage.stageBaseAsset.value -
tradingEngineStage.stageBaseAsset.sizeFilled.value -
previousBaseAssetSizeFilled
tradingEngineStage.stageBaseAsset.feesPaid.value =
tradingEngineStage.feesPaid.value -
tradingEngineStage.stageBaseAsset.feesPaid.value -
previousBaseAssetFeesPaid
/* Stage Base Asset: Account the current filling and fees */
tradingEngineStage.stageBaseAsset.sizeFilled.value =
tradingEngineStage.stageBaseAsset.value +
tradingEngineStage.stageBaseAsset.sizeFilled.value +
tradingEngineOrder.orderBaseAsset.sizeFilled.value
tradingEngineStage.stageBaseAsset.feesPaid.value =
tradingEngineStage.feesPaid.value +
tradingEngineStage.stageBaseAsset.feesPaid.value +
tradingEngineOrder.orderBaseAsset.feesPaid.value
/* Stage Quote Asset: Undo the previous accounting */
tradingEngineStage.stageQuotedAsset.sizeFilled.value =
tradingEngineStage.stageQuotedAsset.value -
tradingEngineStage.stageQuotedAsset.sizeFilled.value -
previousQuotedAssetSizeFilled
tradingEngineStage.stageQuotedAsset.feesPaid.value =
tradingEngineStage.feesPaid.value -
tradingEngineStage.stageQuotedAsset.feesPaid.value -
previousQuotedAssetFeesPaid
/* Stage Quote Asset: Account the current filling and fees */
tradingEngineStage.stageQuotedAsset.sizeFilled.value =
tradingEngineStage.stageQuotedAsset.value +
tradingEngineStage.stageQuotedAsset.sizeFilled.value +
tradingEngineOrder.orderQuotedAsset.sizeFilled.value
tradingEngineStage.stageQuotedAsset.feesPaid.value =
tradingEngineStage.feesPaid.value +
tradingEngineStage.stageQuotedAsset.feesPaid.value +
tradingEngineOrder.orderQuotedAsset.feesPaid.value
tradingEngineStage.stageBaseAsset.sizeFilled.value = global.PRECISE(tradingEngineStage.stageBaseAsset.sizeFilled.value, 10)