From 85b9e6bc25733f35e4f6d5d2d8a5e02d766ca331 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Tue, 19 Mar 2024 00:29:45 +0800
Subject: [PATCH] xalign: correct the base/quote currency balance name when
 it's reversed

---
 pkg/strategy/xalign/strategy.go | 31 +++++++++++++++++++++++++------
 1 file changed, 25 insertions(+), 6 deletions(-)

diff --git a/pkg/strategy/xalign/strategy.go b/pkg/strategy/xalign/strategy.go
index 00fa4dbf49..e9d534e5a4 100644
--- a/pkg/strategy/xalign/strategy.go
+++ b/pkg/strategy/xalign/strategy.go
@@ -131,18 +131,22 @@ func (s *Strategy) selectSessionForCurrency(
 			side = types.SideTypeSell
 		}
 
-		for _, quoteCurrency := range quoteCurrencies {
+		for _, fromQuoteCurrency := range quoteCurrencies {
 			// skip the same currency, because there is no such USDT/USDT market
-			if currency == quoteCurrency {
+			if currency == fromQuoteCurrency {
 				continue
 			}
 
-			// check both quoteCurrency/currency and currency/quoteCurrency
-			symbol := currency + quoteCurrency
+			// check both fromQuoteCurrency/currency and currency/fromQuoteCurrency
+			baseCurrency := currency
+			quoteCurrency := fromQuoteCurrency
+			symbol := currency + fromQuoteCurrency
 			market, ok := session.Market(symbol)
 			if !ok {
 				// for TWD in USDT/TWD market, buy TWD means sell USDT
-				symbol = quoteCurrency + currency
+				baseCurrency = fromQuoteCurrency
+				quoteCurrency = currency
+				symbol = fromQuoteCurrency + currency
 				market, ok = session.Market(symbol)
 				if !ok {
 					continue
@@ -196,6 +200,21 @@ func (s *Strategy) selectSessionForCurrency(
 					continue
 				}
 
+				// for currency = TWD in market USDT/TWD
+				// since the side is reversed, the quote currency is also "TWD" here.
+				//
+				// for currency = BTC in market BTC/USDT and the side is buy
+				// we want to check if the quote currency USDT used up another expected balance.
+				if quoteCurrency != currency {
+					if expectedQuoteBalance, ok := s.ExpectedBalances[quoteCurrency]; ok {
+						rest := quoteBalance.Total().Sub(requiredQuoteAmount)
+						if rest.Compare(expectedQuoteBalance) < 0 {
+							log.Warnf("required quote amount %f will use up the expected balance %f, skip", requiredQuoteAmount.Float64(), expectedQuoteBalance.Float64())
+							continue
+						}
+					}
+				}
+
 				maxAmount, ok := s.MaxAmounts[market.QuoteCurrency]
 				if ok {
 					requiredQuoteAmount = bbgo.AdjustQuantityByMaxAmount(requiredQuoteAmount, price, maxAmount)
@@ -224,7 +243,7 @@ func (s *Strategy) selectSessionForCurrency(
 					price = ticker.Sell
 				}
 
-				baseBalance, ok := session.Account.Balance(currency)
+				baseBalance, ok := session.Account.Balance(baseCurrency)
 				if !ok {
 					continue
 				}