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[Staggered] fix sell order creation close to spread #1080

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merged 1 commit into from
Oct 13, 2023
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@GuillaumeDSM GuillaumeDSM requested a review from Herklos October 13, 2023 16:00
@GuillaumeDSM GuillaumeDSM self-assigned this Oct 13, 2023
@GuillaumeDSM GuillaumeDSM enabled auto-merge (rebase) October 13, 2023 16:00
@@ -1454,10 +1454,11 @@ def _bootstrap_parameters(self, sorted_orders, recently_closed_trades, lower_bou
# missing orders around spread point: symmetrical orders were not created when
# orders were filled => re-create them
next_missing_order_price = previous_order.origin_price + increment
spread_lower_boundary = self.current_price
spread_lower_boundary = order.origin_price - inferred_spread
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@GuillaumeDSM GuillaumeDSM merged commit 9be149d into dev Oct 13, 2023
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@GuillaumeDSM GuillaumeDSM deleted the grid_fix branch October 13, 2023 16:12
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