valentineus/overnight-trading-bot
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sixth version

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This commit is contained in:
Valentin Popov
2026-06-08 09:41:20 +00:00
parent 2d57c4ff1f
commit 8a552dec56
25 changed files with 545 additions and 130 deletions
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internal/risk/sizing.go
+7 -3
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@@ -13,8 +13,9 @@ import (
)
var (
ErrNoSizingCapacity = errors.New("no sizing capacity")
ErrFreeOrderBudget = errors.New("free order budget is insufficient")
ErrNoSizingCapacity = errors.New("no sizing capacity")
ErrFreeOrderBudget = errors.New("free order budget is insufficient")
ErrFreeOrderPolicyUnspecified = errors.New("free order policy is not configured")
)
type SizingConfig struct {
@@ -131,9 +132,12 @@ func NewFreeOrderBudget(store FreeOrderStore) FreeOrderBudget {
}
func (b FreeOrderBudget) Check(ctx context.Context, tradeDate time.Time, instr domain.Instrument, ordersNeeded int) (int, error) {
if instr.FreeOrderLimitPerDay <= 0 {
if instr.FreeOrderLimitPerDay < 0 {
return 0, nil
}
if instr.FreeOrderLimitPerDay == 0 {
return 0, ErrFreeOrderPolicyUnspecified
}
sent, err := b.store.GetFreeOrdersSent(ctx, tradeDate, instr.InstrumentUID)
if err != nil {
return 0, err