FIX: [xgap] adjust mid price (round and truncate by price precision) #1971
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
…rt it for sharing among modules
…truncation; include unit tests
c9s
reviewed
Apr 9, 2025
pkg/util/round_precision_test.go
Outdated
| "github.com/stretchr/testify/assert" | ||
| ) | ||
|
|
||
| func number(a interface{}) fixedpoint.Value { |
There was a problem hiding this comment.
there is a testhelper package you can import:
import . "github.com/c9s/bbgo/pkg/testing/testhelper"
// then you call Number()
c9s
reviewed
Apr 9, 2025
pkg/strategy/xgap/strategy.go
Outdated
| if pricePrecision <= 0 { | ||
| return price | ||
| } | ||
| rate := math.Pow(10, float64(-pricePrecision))*0.1 + 1 |
There was a problem hiding this comment.
perhaps we can call RoundAndTruncatePrice directly, since Round(v * 10.0) / 10.0 almost equals to this?
c9s
reviewed
Apr 9, 2025
pkg/strategy/xgap/strategy.go
Outdated
| } | ||
| rate := math.Pow(10, float64(-pricePrecision))*0.1 + 1 | ||
| priceAdjusted := util.RoundAndTruncatePrice(price.Mul(fixedpoint.NewFromFloat(rate)), pricePrecision) | ||
| log.Infof("adjusted price: %s -> %s", price.String(), priceAdjusted.String()) |
There was a problem hiding this comment.
log the price from the caller, not inside the function?
c9s
reviewed
Apr 9, 2025
pkg/util/round_precision_test.go
Outdated
| return fixedpoint.Zero | ||
| } | ||
|
|
||
| func Test_RoundPrice(t *testing.T) { |
There was a problem hiding this comment.
name it as TestRoundAndTruncatePrice?
Test{func name} is the convention
gx578007
reviewed
Apr 9, 2025
pkg/strategy/xgap/strategy.go
Outdated
| @@ -320,7 +321,8 @@ func (s *Strategy) placeOrders(ctx context.Context) { | |||
| spreadPercentage.Percentage(), | |||
| bestAsk.Price.String(), bestBid.Price.String(), midPrice) | |||
|
|
|||
| var price = midPrice | |||
| var price = adjustPrice(midPrice, s.tradingMarket.PricePrecision) | |||
| log.Infof("adjusted price: %s -> %s", midPrice.String(), price.String()) | |||
There was a problem hiding this comment.
How about logging price precision as well?
c9s
approved these changes
Apr 9, 2025
gx578007
approved these changes
Apr 9, 2025
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
roundAndTruncatePriceingridstrategyxgap