diff --git a/pkg/strategy/tri/market.go b/pkg/strategy/tri/market.go
index eae513185..bf81fd192 100644
--- a/pkg/strategy/tri/market.go
+++ b/pkg/strategy/tri/market.go
@@ -2,6 +2,8 @@ package tri
 
 import (
 	"fmt"
+	"math"
+	"strconv"
 
 	"github.com/c9s/bbgo/pkg/fixedpoint"
 	"github.com/c9s/bbgo/pkg/sigchan"
@@ -18,12 +20,39 @@ type ArbMarket struct {
 	bestBid, bestAsk  types.PriceVolume
 	buyRate, sellRate float64
 	sigC              sigchan.Chan
+
+	truncateBaseQuantity, truncateQuoteQuantity QuantityTruncator
 }
 
 func (m *ArbMarket) String() string {
 	return m.Symbol
 }
 
+type QuantityTruncator func(value fixedpoint.Value) fixedpoint.Value
+
+func createBaseQuantityTruncator(m types.Market) QuantityTruncator {
+	var stepSizeFloat = m.StepSize.Float64()
+	var truncPrec = int(math.Round(math.Log10(stepSizeFloat) * -1.0))
+	return createRoundedTruncator(truncPrec)
+}
+
+func createPricePrecisionBasedQuoteQuantityTruncator(m types.Market) QuantityTruncator {
+	// note that MAX uses the price precision for its quote asset precision
+	return createRoundedTruncator(m.PricePrecision)
+}
+
+func createRoundedTruncator(truncPrec int) QuantityTruncator {
+	var truncPow10 = math.Pow10(truncPrec)
+	var roundPrec = truncPrec + 1
+	var roundPow10 = math.Pow10(roundPrec)
+	return func(value fixedpoint.Value) fixedpoint.Value {
+		v := value.Float64()
+		v = math.Trunc(math.Round(v*roundPow10)/10.0) / truncPow10
+		s := strconv.FormatFloat(v, 'f', truncPrec, 64)
+		return fixedpoint.MustNewFromString(s)
+	}
+}
+
 func (m *ArbMarket) getInitialBalance(balances types.BalanceMap, dir int) (fixedpoint.Value, string) {
 	if dir == 1 { // sell 1 BTC -> 19000 USDT
 		b, ok := balances[m.BaseCurrency]
@@ -31,14 +60,14 @@ func (m *ArbMarket) getInitialBalance(balances types.BalanceMap, dir int) (fixed
 			return fixedpoint.Zero, m.BaseCurrency
 		}
 
-		return m.market.TruncateQuantity(b.Available), m.BaseCurrency
+		return m.truncateBaseQuantity(b.Available), m.BaseCurrency
 	} else if dir == -1 {
 		b, ok := balances[m.QuoteCurrency]
 		if !ok {
 			return fixedpoint.Zero, m.QuoteCurrency
 		}
 
-		return m.market.TruncateQuantity(b.Available), m.QuoteCurrency
+		return m.truncateQuoteQuantity(b.Available), m.QuoteCurrency
 	}
 
 	return fixedpoint.Zero, ""
@@ -75,24 +104,22 @@ func (m *ArbMarket) updateRate() {
 
 func (m *ArbMarket) newOrder(dir int, transitingQuantity float64) (types.SubmitOrder, float64) {
 	if dir == 1 { // sell ETH -> BTC, sell USDT -> TWD
-		q, r := fitQuantityByBase(m.market.TruncateQuantity(m.bestBid.Volume).Float64(), transitingQuantity)
-		fq := fixedpoint.NewFromFloat(q)
+		q, r := fitQuantityByBase(m.truncateBaseQuantity(m.bestBid.Volume).Float64(), transitingQuantity)
 		return types.SubmitOrder{
 			Symbol:   m.Symbol,
 			Side:     types.SideTypeSell,
 			Type:     types.OrderTypeLimit,
-			Quantity: fq,
+			Quantity: fixedpoint.NewFromFloat(q),
 			Price:    m.bestBid.Price,
 			Market:   m.market,
 		}, r
 	} else if dir == -1 { // use 1 BTC to buy X ETH
-		q, r := fitQuantityByQuote(m.bestAsk.Price.Float64(), m.market.TruncateQuantity(m.bestAsk.Volume).Float64(), transitingQuantity)
-		fq := fixedpoint.NewFromFloat(q)
+		q, r := fitQuantityByQuote(m.bestAsk.Price.Float64(), m.truncateBaseQuantity(m.bestAsk.Volume).Float64(), transitingQuantity)
 		return types.SubmitOrder{
 			Symbol:   m.Symbol,
 			Side:     types.SideTypeBuy,
 			Type:     types.OrderTypeLimit,
-			Quantity: fq,
+			Quantity: fixedpoint.NewFromFloat(q),
 			Price:    m.bestAsk.Price,
 			Market:   m.market,
 		}, r
diff --git a/pkg/strategy/tri/strategy.go b/pkg/strategy/tri/strategy.go
index ec3c128c9..c4d8b39e3 100644
--- a/pkg/strategy/tri/strategy.go
+++ b/pkg/strategy/tri/strategy.go
@@ -773,11 +773,13 @@ func (s *Strategy) buildArbMarkets(session *bbgo.ExchangeSession, symbols []stri
 		}
 
 		m := &ArbMarket{
-			Symbol:        symbol,
-			market:        market,
-			BaseCurrency:  market.BaseCurrency,
-			QuoteCurrency: market.QuoteCurrency,
-			sigC:          sigC,
+			Symbol:                symbol,
+			market:                market,
+			BaseCurrency:          market.BaseCurrency,
+			QuoteCurrency:         market.QuoteCurrency,
+			sigC:                  sigC,
+			truncateBaseQuantity:  createBaseQuantityTruncator(market),
+			truncateQuoteQuantity: createPricePrecisionBasedQuoteQuantityTruncator(market),
 		}
 
 		if separateStream {