FIX: [xgap] prevent order placement on price collision with existing orders #1974
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c9s
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Apr 10, 2025
pkg/strategy/xgap/strategy.go
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| @@ -394,6 +394,14 @@ func (s *Strategy) placeOrders(ctx context.Context) { | |||
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| log.Infof("%s adjusted quantity: %f", s.Symbol, quantity.Float64()) | |||
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| bid, ask, _ := s.tradingBook.BestBidAndAsk() | |||
| if price.Compare(bid.Price) <= 0 || price.Compare(ask.Price) >= 0 { | |||
| log.Infof( | |||
c9s
approved these changes
Apr 10, 2025
kbearXD
approved these changes
Apr 10, 2025
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