Merge pull request #1663 from c9s/narumi/rebalance-round-down-qty

FIX: [rebalance] round down quantity

pkg/strategy/rebalance/strategy.go

@@ -136,8 +136,9 @@ func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.
  // the shutdown handler, you can cancel all orders
  bbgo.OnShutdown(ctx, func(ctx context.Context, wg *sync.WaitGroup) {
  defer wg.Done()
- _ = s.OrderExecutorMap.GracefulCancel(ctx)
- bbgo.Sync(ctx, s)
+ if err := s.activeOrderBook.GracefulCancel(ctx, s.Session.Exchange); err != nil {
+ log.WithError(err).Errorf("failed to cancel orders")
+ }
  })
 
  s.cron = cron.New()
@@ -174,7 +175,7 @@ func (s *Strategy) rebalance(ctx context.Context) {
 
  createdOrders, err := s.OrderExecutorMap.SubmitOrders(ctx, *order)
  if err != nil {
- log.WithError(err).Error("failed to submit orders")
+ log.WithError(err).Errorf("failed to submit order: %s", order.String())
  return
  }
  s.activeOrderBook.Add(createdOrders...)
@@ -259,6 +260,7 @@ func (s *Strategy) generateOrder(ctx context.Context) (*types.SubmitOrder, error
  } else if side == types.SideTypeSell {
  quantity = fixedpoint.Min(quantity, balances[market.BaseCurrency].Available)
  }
+ quantity = market.RoundDownQuantityByPrecision(quantity)
 
  price := s.PriceType.Map(ticker, side)