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Update TradingOrders.js

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This commit is contained in:
Luis Fernando Molina committed 2020-08-11 20:20:45 +02:00
1 parent f9dfe24440
commit 99f26cc014
1 file changed
+7 -7
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LowFrequencyTrading/TradingOrders.js
+7 -7
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@@ -348,9 +348,9 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
let previousQuotedAssetFeesPaid = tradingEngineOrder.orderQuotedAsset.feesPaid.value
actualRateSimulation()
feesPaidSimulation()
percentageFilledSimulation()
sizeFilledSimulation()
feesPaidSimulation()
doTheAccounting(
tradingEngineStage,
@@ -422,7 +422,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
if (tradingEngineOrder.orderBaseAsset.feesPaid.value === tradingEngineOrder.orderBaseAsset.feesPaid.config.initialValue) {
tradingEngineOrder.orderBaseAsset.feesPaid.value =
tradingEngineOrder.orderBaseAsset.size.value *
tradingEngineOrder.orderBaseAsset.sizeFilled.value *
tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage / 100
calculatedBasedOnTradingSystem = true
@@ -431,7 +431,7 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
if (tradingEngineOrder.orderQuotedAsset.feesPaid.value === tradingEngineOrder.orderQuotedAsset.feesPaid.config.initialValue) {
tradingEngineOrder.orderQuotedAsset.feesPaid.value =
tradingEngineOrder.orderQuotedAsset.size.value *
tradingEngineOrder.orderQuotedAsset.sizeFilled.value *
tradingSystemOrder.simulatedExchangeEvents.simulatedFeesPaid.config.percentage / 100
calculatedBasedOnTradingSystem = true
@@ -446,11 +446,11 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
case 'Market Order': {
tradingEngineOrder.orderBaseAsset.feesPaid.value =
tradingEngineOrder.orderBaseAsset.size.value *
tradingEngineOrder.orderBaseAsset.sizeFilled.value *
bot.SESSION.parameters.feeStructure.config.taker / 100
tradingEngineOrder.orderQuotedAsset.feesPaid.value =
tradingEngineOrder.orderQuotedAsset.size.value *
tradingEngineOrder.orderQuotedAsset.sizeFilled.value *
bot.SESSION.parameters.feeStructure.config.taker / 100
break
@@ -458,11 +458,11 @@ exports.newTradingOrders = function newTradingOrders(bot, logger, tradingEngineM
case 'Limit Order': {
tradingEngineOrder.orderBaseAsset.feesPaid.value =
tradingEngineOrder.orderBaseAsset.size.value *
tradingEngineOrder.orderBaseAsset.sizeFilled.value *
bot.SESSION.parameters.feeStructure.config.maker / 100
tradingEngineOrder.orderQuotedAsset.feesPaid.value =
tradingEngineOrder.orderQuotedAsset.size.value *
tradingEngineOrder.orderQuotedAsset.sizeFilled.value *
bot.SESSION.parameters.feeStructure.config.maker / 100
break