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RiskManager

- rid of EnsureVolatility
Alexey Kim vor 1 Monat
Ursprung
Commit
f0c8381f13
2 geänderte Dateien mit 0 neuen und 5 gelöschten Zeilen
  1. 0 1
      errors.go
  2. 0 4
      util/order.go

+ 0 - 1
errors.go

@@ -7,7 +7,6 @@ var (
 	ErrTooSmallOrder         = errors.New("too small order size")
 	ErrHighStoploss          = errors.New("base price is lower than stoploss")
 	ErrLowTakeProfit         = errors.New("base price is too close to take profit")
-	ErrLowVolatility         = errors.New("too low volatility")
 	ErrRiskManagementPrevent = errors.New("RiskManagement: prevent trading")
 	ErrOrderCreateTimeout    = errors.New("CreateOrder: timeout while meeting `limit_price`")
 )

+ 0 - 4
util/order.go

@@ -33,10 +33,6 @@ func CreateOrder(
 		return errors.New("`CreateOrder`: unknown Side for the current strategy")
 	}
 
-	if !rm.EnsureVolatility(symbol) {
-		return sentio.ErrLowVolatility
-	}
-
 	bid = sentio.ToFixed(quotes[symbol].BidPrice, 2)
 	tp = sentio.ToFixed(rm.TakeProfit(symbol, bid, false), 2)
 	sl = sentio.ToFixed(rm.StopLoss(symbol, bid, false), 2)