xmaker: fix aggregatePrice function

c9s · Aug 28, 2024 · 8de0c67 · 8de0c67
1 parent e187614
commit 8de0c67
Showing 1 changed file with 6 additions and 12 deletions.
diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
@@ -167,29 +167,23 @@ func (s *Strategy) CrossSubscribe(sessions map[string]*bbgo.ExchangeSession) {
 }
 
 func aggregatePrice(pvs types.PriceVolumeSlice, requiredQuantity fixedpoint.Value) (price fixedpoint.Value) {
-	q := requiredQuantity
-	totalAmount := fixedpoint.Zero
-
 	if len(pvs) == 0 {
 		price = fixedpoint.Zero
 		return price
-	} else if pvs[0].Volume.Compare(requiredQuantity) >= 0 {
-		return pvs[0].Price
 	}
 
+	sumAmount := fixedpoint.Zero
+	sumQty := fixedpoint.Zero
 	for i := 0; i < len(pvs); i++ {
 		pv := pvs[i]
-		if pv.Volume.Compare(q) >= 0 {
-			totalAmount = totalAmount.Add(q.Mul(pv.Price))
+		sumQty = sumQty.Add(pv.Volume)
+		sumAmount = sumAmount.Add(pv.Volume.Mul(pv.Price))
+		if sumQty.Compare(requiredQuantity) >= 0 {
 			break
 		}
-
-		q = q.Sub(pv.Volume)
-		totalAmount = totalAmount.Add(pv.Volume.Mul(pv.Price))
 	}
 
-	price = totalAmount.Div(requiredQuantity)
-	return price
+	return sumAmount.Div(sumQty)
 }
 
 func (s *Strategy) Initialize() error {