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Recalculate price for virtual orders #690

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Nov 21, 2019
Merged

Recalculate price for virtual orders #690

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24 changes: 12 additions & 12 deletions dexbot/strategies/staggered_orders.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1960,21 +1960,21 @@ def place_virtual_buy_order(self, amount, price):
:return dict | order: Returns virtual order instance
"""
symbol = self.market['base']['symbol']
precision = self.market['base']['precision']

order = VirtualOrder()
order['price'] = price
order['id'] = str(uuid.uuid4())

quote_asset = Amount(amount, self.market['quote']['symbol'], bitshares_instance=self.bitshares)
precise_quote_amount = round(amount, self.market['quote']['precision'])
quote_asset = Amount(precise_quote_amount, self.market['quote']['symbol'], bitshares_instance=self.bitshares)
order['quote'] = quote_asset

base_asset = Amount(amount * price, self.market['base']['symbol'], bitshares_instance=self.bitshares)
precise_base_amount = round(amount * price, self.market['base']['precision'])
base_asset = Amount(precise_base_amount, self.market['base']['symbol'], bitshares_instance=self.bitshares)
order['base'] = base_asset
order['for_sale'] = base_asset
order['price'] = precise_base_amount / precise_quote_amount

self.log.info('Placing a virtual buy order with {:.{prec}f} {} @ {:.8f}'
.format(order['base']['amount'], symbol, price, prec=precision))
.format(order['base']['amount'], symbol, order['price'], prec=self.market['base']['precision']))
self.virtual_orders.append(order)

# Immediately lower avail balance
Expand All @@ -1992,21 +1992,21 @@ def place_virtual_sell_order(self, amount, price):
:return dict | order: Returns virtual order instance
"""
symbol = self.market['quote']['symbol']
precision = self.market['quote']['precision']

order = VirtualOrder()
order['id'] = str(uuid.uuid4())
order['price'] = price ** -1

quote_asset = Amount(amount * price, self.market['base']['symbol'], bitshares_instance=self.bitshares)
precise_quote_amount = round(amount * price, self.market['base']['precision'])
quote_asset = Amount(precise_quote_amount, self.market['base']['symbol'], bitshares_instance=self.bitshares)
order['quote'] = quote_asset

base_asset = Amount(amount, self.market['quote']['symbol'], bitshares_instance=self.bitshares)
precise_base_amount = round(amount, self.market['quote']['precision'])
base_asset = Amount(precise_base_amount, self.market['quote']['symbol'], bitshares_instance=self.bitshares)
order['base'] = base_asset
order['for_sale'] = base_asset
order['price'] = precise_base_amount / precise_quote_amount

self.log.info('Placing a virtual sell order with {:.{prec}f} {} @ {:.8f}'
.format(amount, symbol, price, prec=precision))
.format(amount, symbol, order['price'], prec=self.market['quote']['precision']))
self.virtual_orders.append(order)

# Immediately lower avail balance
Expand Down