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Fix: floating number round #8

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Fix: floating number round #8

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27 changes: 21 additions & 6 deletions src/broker.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -60,20 +60,35 @@ export class Broker {
return Math.max(0, this.equity - marginUsed);
}

isGreaterWithPrecision(a: number, b: number, precision = 10) {
return (a - b) > -Math.pow(10, -precision);
}
isLessWithPrecision(a: number, b: number, precision = 10) {
return (b - a) > -Math.pow(10, -precision);
}

public newOrder(options: OrderOptions) {
const { price, size, stopPrice, limitPrice, slPrice, tpPrice, parentTrade } = options;
const isLong = size > 0;
const adjustedPrice = this.adjustPrice({ price, size });

if (isLong) {
if (!((limitPrice || stopPrice || adjustedPrice) > (slPrice || Number.NEGATIVE_INFINITY) && (limitPrice || stopPrice || adjustedPrice) < (tpPrice || Number.POSITIVE_INFINITY))) {
throw new RangeError(`Long orders require: SL (${slPrice}) < LIMIT (${limitPrice || stopPrice || adjustedPrice}) < TP (${tpPrice})`);
const basePrice = limitPrice || stopPrice || adjustedPrice;
const slBoundary = slPrice || Number.NEGATIVE_INFINITY;
const tpBoundary = tpPrice || Number.POSITIVE_INFINITY;

if (!(this.isGreaterWithPrecision(basePrice, slBoundary) && this.isLessWithPrecision(basePrice, tpBoundary))) {
throw new RangeError(`Long orders require: SL (${slPrice}) < LIMIT (${basePrice}) < TP (${tpPrice})`);
}
} else {
if (!((limitPrice || stopPrice || adjustedPrice) > (tpPrice || Number.NEGATIVE_INFINITY) && (limitPrice || stopPrice || adjustedPrice) < (slPrice || Number.POSITIVE_INFINITY))) {
throw new RangeError(`Short orders require: TP (${tpPrice}) < LIMIT (${limitPrice || stopPrice || adjustedPrice}) < SL (${slPrice})`);
} else {
const basePrice = limitPrice || stopPrice || adjustedPrice;
const tpBoundary = tpPrice || Number.NEGATIVE_INFINITY;
const slBoundary = slPrice || Number.POSITIVE_INFINITY;

if (!(this.isGreaterWithPrecision(basePrice, tpBoundary) && this.isLessWithPrecision(basePrice, slBoundary))) {
throw new RangeError(`Short orders require: TP (${tpPrice}) < LIMIT (${basePrice}) < SL (${slPrice})`);
}
}
}

const order = new Order(this, options);

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