check minimal order quantity

Author: narumiruna

pkg/strategy/rebalance/strategy.go

@@ -247,7 +247,9 @@ func (s *Strategy) generateSubmitOrders(ctx context.Context) (submitOrders []typ
 			Price:    currentPrice,
 		}
 
-		submitOrders = append(submitOrders, order)
+		if ok := s.checkMinimalOrderQuantity(order); ok {
+			submitOrders = append(submitOrders, order)
+		}
 	}
 
 	return submitOrders
@@ -294,3 +296,16 @@ func (s *Strategy) adjustMaxAmountByBalance(side types.SideType, currency string
 
 	return maxAmount
 }
+
+func (s *Strategy) checkMinimalOrderQuantity(order types.SubmitOrder) bool {
+	if order.Quantity.Compare(order.Market.MinQuantity) < 0 {
+		log.Infof("order quantity is too small: %f < %f", order.Quantity.Float64(), order.Market.MinQuantity.Float64())
+		return false
+	}
+
+	if order.Quantity.Mul(order.Price).Compare(order.Market.MinNotional) < 0 {
+		log.Infof("order min notional is too small: %f < %f", order.Quantity.Mul(order.Price).Float64(), order.Market.MinNotional.Float64())
+		return false
+	}
+	return true
+}