diff --git a/LowFrequencyTrading/TradingOrders.js b/LowFrequencyTrading/TradingOrders.js index 24819f706..ca57a2380 100644 --- a/LowFrequencyTrading/TradingOrders.js +++ b/LowFrequencyTrading/TradingOrders.js @@ -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