Merge e6debbf into 5a5c165

bitrinjani · Mar 12, 2018 · 7b26a1d · 7b26a1d
2 parents 5a5c165 + e6debbf
commit 7b26a1d
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Showing 3 changed files with 10 additions and 1 deletion.
diff --git a/src/PairTrader.ts b/src/PairTrader.ts
@@ -100,14 +100,21 @@ export default class PairTrader extends EventEmitter {
   private async sendOrder(quote: Quote, targetVolume: number, orderType: OrderType): Promise<OrderImpl> {
     this.log.info(t`SendingOrderTargettingQuote`, formatQuote(quote));
     const brokerConfig = findBrokerConfig(this.configStore.config, quote.broker);
+    const { config } = this.configStore;
     const { cashMarginType, leverageLevel } = brokerConfig;
     const orderSide = quote.side === QuoteSide.Ask ? OrderSide.Buy : OrderSide.Sell;
+    const orderPrice = 
+     (quote.side == QuoteSide.Ask && config.AcceptablePriceRange != undefined)
+     ? _.round(quote.price * (1 + config.AcceptablePriceRange/100)) as number
+     : (quote.side == QuoteSide.Bid && config.AcceptablePriceRange != undefined)
+     ? _.round(quote.price * (1 - config.AcceptablePriceRange/100)) as number
+     : quote.price;
     const order = new OrderImpl({
       symbol: this.configStore.config.symbol,
       broker: quote.broker,
       side: orderSide,
       size: targetVolume,
-      price: quote.price,
+      price: orderPrice,
       cashMarginType,
       type: orderType,
       leverageLevel

diff --git a/src/types/config.ts b/src/types/config.ts
@@ -101,6 +101,7 @@ export class ConfigRoot extends Castable {
   @cast maxTargetProfit: number;
   @cast maxTargetProfitPercent: number;
   @cast maxTargetVolumePercent: number;
+  @cast AcceptablePriceRange: number;
   @cast iterationInterval: number;
   @cast positionRefreshInterval: number;
   @cast sleepAfterSend: number;

diff --git a/webui/src/app/types/config.ts b/webui/src/app/types/config.ts
@@ -101,6 +101,7 @@ export class ConfigRoot extends Castable {
   @cast maxTargetProfit: number;
   @cast maxTargetProfitPercent: number;
   @cast maxTargetVolumePercent: number;
+  @cast AcceptablePriceRange: number;
   @cast iterationInterval: number;
   @cast positionRefreshInterval: number;
   @cast sleepAfterSend: number;