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tradingEngine.current.position.rate.value = global.PRECISE(rate, 10) } function applySlippageToRate() { diff --git a/TaskServer/LowFrequencyTrading/TradingSystem.js b/TaskServer/LowFrequencyTrading/TradingSystem.js index b4a4273c2..f85cc686e 100644 --- a/TaskServer/LowFrequencyTrading/TradingSystem.js +++ b/TaskServer/LowFrequencyTrading/TradingSystem.js @@ -517,7 +517,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Open Execution') evalFormulas(stageNode, 'Open Execution') - checkExecution(executionNode, true, false, tradingEngine.current.position.size.value, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) + checkExecution(executionNode, true, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) /* From here on, the state is officially Open */ tradingStrategyModule.updateStageStatus('Open Stage', 'Open') @@ -537,7 +537,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Open Execution') evalFormulas(stageNode, 'Open Execution') - checkExecution(executionNode, false, false, tradingEngine.current.position.size.value, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) + checkExecution(executionNode, false, false, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) /* The Open is finished when the fillSize reaches the Position Size. @@ -565,7 +565,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Open Execution') evalFormulas(stageNode, 'Open Execution') - checkExecution(executionNode, false, true, tradingEngine.current.position.size.value, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) + checkExecution(executionNode, false, true, tradingEngine.current.position.size, tradingEngine.current.position.openStageOrdersSize, tradingEngine.current.position.openStageFilledSize) } /* @@ -951,7 +951,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM evalConditions(stageNode, 'Close Execution') evalFormulas(stageNode, 'Close Execution') - checkExecution(executionNode, false, false, tradingEngine.current.position.openStageFilledSize.value, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize) + checkExecution(executionNode, false, false, tradingEngine.current.position.openStageFilledSize, tradingEngine.current.position.closeStageOrdersSize, tradingEngine.current.position.closeStageFilledSize) /* Close the Stage Validation */ if (tradingEngine.current.position.closeStageFilledSize.value === tradingEngine.current.position.openStageFilledSize.value) { @@ -1107,6 +1107,11 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM function checkExecution(executionNode, stageIsOpening, stageIsClosing, stageSizeLimit, stageOrdersSize, stageFilledSize) { + /* Enforcing Precision Limit */ + stageSizeLimit.value = global.PRECISE(stageSizeLimit.value, 10) + stageOrdersSize.value = global.PRECISE(stageOrdersSize.value, 10) + stageFilledSize.value = global.PRECISE(stageFilledSize.value, 10) + checkExecutionAlgorithms(executionNode) function checkExecutionAlgorithms(executionNode) { @@ -1153,9 +1158,10 @@ exports.newTradingSystem = function newTradingSystem(bot, logger, tradingEngineM /* Order Size Calculation */ tradingEngineOrder.size.value = formulas.get(executionAlgorithm.positionSize.formula.id) * tradingSystemOrder.config.positionSizePercentage / 100 - if (stageOrdersSize.value + tradingEngineOrder.size.value > stageSizeLimit) { + if (stageOrdersSize.value + tradingEngineOrder.size.value > stageSizeLimit.value) { /* We reduce the size to the remaining size of the position. */ - tradingEngineOrder.size.value = stageSizeLimit - stageOrdersSize.value + tradingEngineOrder.size.value = stageSizeLimit.value - stageOrdersSize.value + tradingEngineOrder.size.value = global.PRECISE(tradingEngineOrder.size.value, 10) } if (tradingEngineOrder.size.value <= 0) { continue }