xmaker: fix sides
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@ -937,7 +937,7 @@ func aggregatePriceVolumeSliceWithPriceFilter(pvs types.PriceVolumeSlice, filter
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// tryArbitrage tries to arbitrage between the source and maker exchange
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func (s *Strategy) tryArbitrage(ctx context.Context, quote *Quote) (bool, error) {
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marginBidPrice := quote.BestBidPrice.Mul(fixedpoint.One.Sub(quote.BidMargin))
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marginAskPrice := quote.BestAskPrice.Mul(fixedpoint.One.Add(quote.BidMargin))
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marginAskPrice := quote.BestAskPrice.Mul(fixedpoint.One.Add(quote.AskMargin))
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var iocOrders []types.SubmitOrder
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if makerBid, makerAsk, ok := s.makerBook.BestBidAndAsk(); ok {
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@ -955,8 +955,8 @@ func (s *Strategy) tryArbitrage(ctx context.Context, quote *Quote) (bool, error)
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})
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} else if makerBid.Price.Compare(marginAskPrice) >= 0 {
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askPvs := s.makerBook.SideBook(types.SideTypeSell)
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sumPv := aggregatePriceVolumeSliceWithPriceFilter(askPvs, marginBidPrice)
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bidPvs := s.makerBook.SideBook(types.SideTypeBuy)
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sumPv := aggregatePriceVolumeSliceWithPriceFilter(bidPvs, marginBidPrice)
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// send ioc order for arbitrage
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iocOrders = append(iocOrders, types.SubmitOrder{
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