From 26b1fd2ae7ca617d885817b6625e621124954613 Mon Sep 17 00:00:00 2001 From: c9s Date: Mon, 16 Sep 2024 00:29:08 +0800 Subject: [PATCH] xmaker: fix price initialization --- pkg/strategy/xmaker/strategy.go | 7 ++++++- 1 file changed, 6 insertions(+), 1 deletion(-) diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go index 936f07735..b6074e210 100644 --- a/pkg/strategy/xmaker/strategy.go +++ b/pkg/strategy/xmaker/strategy.go @@ -480,8 +480,13 @@ func (s *Strategy) getLayerPrice( } } + sideBook := sourceBook.SideBook(side) + if pv, ok := sideBook.First(); ok { + price = pv.Price + } + if requiredDepth.Sign() > 0 { - price = aggregatePrice(sourceBook.SideBook(side), requiredDepth) + price = aggregatePrice(sideBook, requiredDepth) price = price.Mul(fixedpoint.One.Add(delta)) if i > 0 { price = price.Add(pips.Mul(s.makerMarket.TickSize))