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Resize order on reorder #1406

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Feb 22, 2018
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Resize order on reorder #1406

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29 changes: 23 additions & 6 deletions lib/engine.js
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Original file line number Diff line number Diff line change
Expand Up @@ -334,8 +334,7 @@ module.exports = function (s, conf) {
// 8. if not filled after timer, repeat process
// 9. if filled, record order stats
function executeSignal (signal, _cb, size, is_reorder, is_taker) {

let price
let price, buy_pct, sell_pct
delete s[(signal === 'buy' ? 'sell' : 'buy') + '_order']
s.last_signal = signal
if (!is_reorder && s[signal + '_order']) {
Expand Down Expand Up @@ -376,17 +375,30 @@ module.exports = function (s, conf) {
err.desc = 'could not execute ' + signal + ': error fetching quote'
return cb(err)
}
if (is_reorder && s[signal + '_order']) {
if (signal === 'buy') {
reorder_pct = n(size).multiply(s.buy_order.price).divide(s.balance.currency).multiply(100).add(fee)
} else {
reorder_pct = n(size).divide(s.balance.asset).multiply(100)
}
msg('price changed, resizing order, ' + reorder_pct + '% remain')
size = null
}
if (signal === 'buy') {
price = nextBuyForQuote(s, quote)
if (!size) {
let buy_pct = so.buy_pct
if (is_reorder) {
buy_pct = reorder_pct
} else {
buy_pct = so.buy_pct
}
if(so.buy_max_amt){ // account for held assets as buy_max
let adjusted_buy_max_amt = n(so.buy_max_amt).subtract(s.asset_capital).value()
let buy_max_as_pct = n(adjusted_buy_max_amt).divide(s.balance.currency).multiply(100).value()
buy_pct = buy_max_as_pct
}else{ // account for held assets as %
let held_pct = n(s.asset_capital).divide(s.balance.currency).multiply(100).value()
let to_buy_pct = n(so.buy_pct).subtract(held_pct).value()
let to_buy_pct = n(buy_pct).subtract(held_pct).value()
buy_pct = to_buy_pct
}
if (so.order_type === 'maker' && (buy_pct + s.exchange.takerFee < 100 || !s.exchange.makerBuy100Workaround)) {
Expand All @@ -402,12 +414,12 @@ module.exports = function (s, conf) {
} else {
size = n(trade_balance).subtract(expected_fee).divide(price).format('0.00000000')
}
msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)')
}
if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || ('min_total' in s.product && s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) {
if (s.product.max_size && Number(size) > Number(s.product.max_size)) {
size = s.product.max_size
}
msg('preparing buy order over ' + fa(size) + ' of ' + fc(tradeable_balance) + ' (' + buy_pct + '%) tradeable balance with a expected fee of ' + fc(expected_fee) + ' (' + fee + '%)')
if (!s.last_sell_price && s.my_prev_trades.length) {
var prev_sells = s.my_prev_trades.filter(trade => trade.type === 'sell')
if (prev_sells.length) {
Expand Down Expand Up @@ -450,7 +462,12 @@ module.exports = function (s, conf) {
else if (signal === 'sell') {
price = nextSellForQuote(s, quote)
if (!size) {
size = n(s.balance.asset).multiply(so.sell_pct / 100).format('0.00000000')
if (is_reorder) {
sell_pct = reorder_pct
} else {
sell_pct = so.sell_pct
}
size = n(s.balance.asset).multiply(sell_pct / 100).format('0.00000000')
}
if ((s.product.min_size && Number(size) >= Number(s.product.min_size)) || (s.product.min_total && n(size).multiply(price).value() >= Number(s.product.min_total))) {
if (s.product.max_size && Number(size) > Number(s.product.max_size)) {
Expand Down