diff --git a/LowFrequencyTrading/TradingExecution.js b/LowFrequencyTrading/TradingExecution.js index ba3904f3d..5a4687696 100644 --- a/LowFrequencyTrading/TradingExecution.js +++ b/LowFrequencyTrading/TradingExecution.js @@ -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)