scmaker: fix the layer price

c9s · Jun 15, 2023 · a7b2051 · a7b2051
1 parent 472a9fd
commit a7b2051
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Showing 2 changed files with 9 additions and 9 deletions.
diff --git a/config/scmaker.yaml b/config/scmaker.yaml
@@ -8,7 +8,7 @@ sessions:
 exchangeStrategies:
 - on: max
   scmaker:
-    symbol: USDCUSDT
+    symbol: &symbol USDCUSDT
 
     ## adjustmentUpdateInterval is the interval for adjusting position
     adjustmentUpdateInterval: 1m
@@ -45,7 +45,7 @@ backtest:
   startTime: "2023-05-20"
   endTime: "2023-06-01"
   symbols:
-  - USDCUSDT
+  - *symbol
   account:
     max:
       makerFeeRate: 0.0%

diff --git a/pkg/strategy/scmaker/strategy.go b/pkg/strategy/scmaker/strategy.go
@@ -280,6 +280,7 @@ func (s *Strategy) placeLiquidityOrders(ctx context.Context) {
 	// calculate and collect prices
 	for i := 0; i <= s.NumOfLiquidityLayers; i++ {
 		fi := fixedpoint.NewFromInt(int64(i))
+		sp := tickSize.Mul(fi)
 
 		bidPrice := ticker.Buy
 		askPrice := ticker.Sell
@@ -289,17 +290,16 @@ func (s *Strategy) placeLiquidityOrders(ctx context.Context) {
 			bidPrice = midPrice.Add(bwf.Neg())
 			askPrice = midPrice.Add(bwf)
 		} else if i > 0 {
-			sp := tickSize.Mul(fi)
 			bidPrice = midPrice.Sub(sp)
 			askPrice = midPrice.Add(sp)
+		}
 
-			if bidPrice.Compare(ticker.Buy) < 0 {
-				bidPrice = ticker.Buy.Sub(sp)
-			}
+		if i > 0 && bidPrice.Compare(ticker.Buy) < 0 {
+			bidPrice = ticker.Buy.Sub(sp)
+		}
 
-			if askPrice.Compare(ticker.Sell) > 0 {
-				askPrice = ticker.Sell.Add(sp)
-			}
+		if i > 0 && askPrice.Compare(ticker.Sell) > 0 {
+			askPrice = ticker.Sell.Add(sp)
 		}
 
 		bidPrice = s.Market.TruncatePrice(bidPrice)