diff --git a/pkg/strategy/grid2/strategy_test.go b/pkg/strategy/grid2/strategy_test.go
index 4e4ada351..73ce5814a 100644
--- a/pkg/strategy/grid2/strategy_test.go
+++ b/pkg/strategy/grid2/strategy_test.go
@@ -245,6 +245,45 @@ func TestStrategy_generateGridOrders(t *testing.T) {
 		}, orders)
 	})
 
+	t.Run("base and quote with last price eq sell price", func(t *testing.T) {
+		s := newTestStrategy()
+		s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)
+		s.grid.CalculateArithmeticPins()
+		s.BaseGridNum = 4
+
+		quoteInvestment := number(10_000.0)
+		baseInvestment := number(0.1)
+		lastPrice := number(17000) // last price should not affect the sell order calculation
+
+		quantity, err := s.calculateBaseQuoteInvestmentQuantity(quoteInvestment, baseInvestment, lastPrice, s.grid.Pins)
+		assert.NoError(t, err)
+		assert.Equal(t, number(0.025), quantity)
+
+		s.QuantityOrAmount.Quantity = quantity
+
+		orders, err := s.generateGridOrders(quoteInvestment, baseInvestment, lastPrice)
+		assert.NoError(t, err)
+		if !assert.Equal(t, 10, len(orders)) {
+			for _, o := range orders {
+				t.Logf("- %s %s", o.Price.String(), o.Side)
+			}
+		}
+
+		assertPriceSide(t, []PriceSideAssert{
+			{number(20000.0), types.SideTypeSell},
+			{number(19000.0), types.SideTypeSell},
+			{number(18000.0), types.SideTypeSell},
+			{number(17000.0), types.SideTypeSell},
+			// -- 16_000 should be empty
+			{number(15000.0), types.SideTypeBuy},
+			{number(14000.0), types.SideTypeBuy},
+			{number(13000.0), types.SideTypeBuy},
+			{number(12000.0), types.SideTypeBuy},
+			{number(11000.0), types.SideTypeBuy},
+			{number(10000.0), types.SideTypeBuy},
+		}, orders)
+	})
+
 	t.Run("enough base + quote", func(t *testing.T) {
 		s := newTestStrategy()
 		s.grid = NewGrid(s.LowerPrice, s.UpperPrice, fixedpoint.NewFromInt(s.GridNum), s.Market.TickSize)