diff --git a/pkg/types/market.go b/pkg/types/market.go
index 87eaa6301..99b2f9efb 100644
--- a/pkg/types/market.go
+++ b/pkg/types/market.go
@@ -2,6 +2,7 @@ package types
 
 import (
 	"math"
+	"strconv"
 
 	"github.com/leekchan/accounting"
 
@@ -59,7 +60,14 @@ func (m Market) IsDustQuantity(quantity, price fixedpoint.Value) bool {
 
 // TruncateQuantity uses the step size to truncate floating number, in order to avoid the rounding issue
 func (m Market) TruncateQuantity(quantity fixedpoint.Value) fixedpoint.Value {
-	return fixedpoint.MustNewFromString(m.FormatQuantity(quantity))
+	var ts = m.StepSize.Float64()
+	var prec = int(math.Round(math.Log10(ts) * -1.0))
+	var pow10 = math.Pow10(prec)
+
+	qf := math.Trunc(quantity.Float64() * pow10)
+	qf = qf / pow10
+	qs := strconv.FormatFloat(qf, 'f', prec, 64)
+	return fixedpoint.MustNewFromString(qs)
 }
 
 func (m Market) TruncatePrice(price fixedpoint.Value) fixedpoint.Value {
@@ -136,15 +144,18 @@ func (m Market) CanonicalizeVolume(val fixedpoint.Value) float64 {
 	return math.Trunc(p*val.Float64()) / p
 }
 
-var minNotionalSealant = fixedpoint.NewFromFloat(1.0001)
-
 // AdjustQuantityByMinNotional adjusts the quantity to make the amount greater than the given minAmount
 func (m Market) AdjustQuantityByMinNotional(quantity, currentPrice fixedpoint.Value) fixedpoint.Value {
 	// modify quantity for the min amount
+	quantity = m.TruncateQuantity(quantity)
 	amount := currentPrice.Mul(quantity)
 	if amount.Compare(m.MinNotional) < 0 {
-		ratio := m.MinNotional.Mul(minNotionalSealant).Div(amount)
-		return quantity.Mul(ratio)
+		ratio := m.MinNotional.Div(amount)
+		quantity = quantity.Mul(ratio)
+
+		ts := m.StepSize.Float64()
+		prec := int(math.Round(math.Log10(ts) * -1.0))
+		return quantity.Round(prec, fixedpoint.Up)
 	}
 
 	return quantity
diff --git a/pkg/types/market_test.go b/pkg/types/market_test.go
index 809e60b0d..493c3a21d 100644
--- a/pkg/types/market_test.go
+++ b/pkg/types/market_test.go
@@ -191,3 +191,53 @@ func Test_formatQuantity(t *testing.T) {
 		})
 	}
 }
+
+func TestMarket_TruncateQuantity(t *testing.T) {
+	market := Market{
+		StepSize: fixedpoint.NewFromFloat(0.0001),
+	}
+
+	testCases := []struct {
+		input  string
+		expect string
+	}{
+		{"0.00573961", "0.0057"},
+		{"0.00579961", "0.0057"},
+		{"0.0057", "0.0057"},
+	}
+
+	for _, testCase := range testCases {
+		q := fixedpoint.MustNewFromString(testCase.input)
+		q2 := market.TruncateQuantity(q)
+		assert.Equalf(t, testCase.expect, q2.String(), "input: %s stepSize: %s", testCase.input, market.StepSize.String())
+	}
+
+}
+
+func TestMarket_AdjustQuantityByMinNotional(t *testing.T) {
+
+	market := Market{
+		Symbol:          "ETHUSDT",
+		StepSize:        fixedpoint.NewFromFloat(0.0001),
+		MinQuantity:     fixedpoint.NewFromFloat(0.0001),
+		MinNotional:     fixedpoint.NewFromFloat(10.0),
+		VolumePrecision: 8,
+		PricePrecision:  2,
+	}
+
+	// Quantity:0.00573961 Price:1750.99
+	testCases := []struct {
+		input  string
+		expect string
+	}{
+		{"0.00573961", "0.0058"},
+	}
+
+	price := fixedpoint.NewFromFloat(1750.99)
+	for _, testCase := range testCases {
+		q := fixedpoint.MustNewFromString(testCase.input)
+		q2 := market.AdjustQuantityByMinNotional(q, price)
+		assert.Equalf(t, testCase.expect, q2.String(), "input: %s stepSize: %s", testCase.input, market.StepSize.String())
+		assert.False(t, market.IsDustQuantity(q2, price))
+	}
+}