fix errors

algo/mm.py

@@ -46,19 +46,19 @@ class MM:
     if not lastBuyAgreed and self._lastBuy is not None:
       logging.info(f"cancel buy")
       cancel_orders.append(self._lastBuy)
-      self._lastBuy = None
     elif lastBuyAgreed:
       logging.info(f"agree buy")
 
     if not lastSellAgreed and self._lastSell is not None:
       logging.info(f"cancel sell")
       cancel_orders.append(self._lastSell)
-      self._lastSell = None
     elif lastSellAgreed:
       logging.info(f"agree sell")
 
     if len(cancel_orders) != 0:
       await self._player.cancel(self._pair.names, cancel_orders)
+    self._lastBuy  = None
+    self._lastSell = None
 
     # execute cutting
     if cutting:
@@ -66,7 +66,6 @@ class MM:
         logging.info(f"-cut (change: {change}, pos: {pos} -> 0)")
       if posCut:
         logging.info(f"+cut (change: {change}, pos: {pos} -> 0)")
-      self._lastPrice = None
       self._lastBuy   = None
       self._lastSell  = None
       sell_amount = pos * lot
@@ -77,29 +76,29 @@ class MM:
       return
 
     # execute new cycle
-    buy_amount  = _quad( pos) * lot
-    sell_amount = _quad(-pos) * lot
-
+    self._lastPrice = None
     buy_price  = price * (1 - self._delta);
     sell_price = price * (1 + self._delta);
 
-    order_unit = pow(10, -sales.precision)
+    buy_amount  = min(_quad( pos) * lot, crncy.amount / buy_price)
+    sell_amount = min(_quad(-pos) * lot, sales.amount)
+    order_unit  = pow(10, -sales.precision)
 
     logging.info(f"new cycle (pos: {pos}, price: {price}, buy: {buy_amount}, sell: {sell_amount})")
 
     async def buy():
-      return (None if order_unit > buy_amount else
+      self._lastBuy = (
+          None if order_unit > buy_amount else
           await self._player.orderLimitBuy(
               self._pair.names, amount = buy_amount, price = buy_price))
 
     async def sell():
-      return (None if order_unit > sell_amount else
+      self._lastSell = (
+          None if order_unit > sell_amount else
           await self._player.orderLimitSell(
               self._pair.names, amount = sell_amount, price = sell_price))
 
-    orders = await asyncio.gather(buy(), sell())
-    self._lastBuy   = orders[0]
-    self._lastSell  = orders[1]
+    await asyncio.gather(buy(), sell())
     self._lastPrice = price
 
 # https://kijitora-2018.hatenablog.com/entry/2018/12/23/102913