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xdepthmaker: use pips

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c9s 2024-11-16 02:32:18 +08:00
parent ae7d5e9dd8
commit 9cced25ffb
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1 changed files with 2 additions and 2 deletions
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4
pkg/strategy/xdepthmaker/strategy.go
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@ -1027,9 +1027,9 @@ func (s *Strategy) generateMakerOrders(
if lastMakerPrice.Sign() > 0 && depthPrice.Compare(lastMakerPrice) == 0 {
switch side {
case types.SideTypeBuy:
depthPrice = depthPrice.Sub(s.makerMarket.TickSize)
depthPrice = depthPrice.Sub(s.makerMarket.TickSize.Mul(s.Pips))
case types.SideTypeSell:
depthPrice = depthPrice.Add(s.makerMarket.TickSize)
depthPrice = depthPrice.Add(s.makerMarket.TickSize.Mul(s.Pips))
}
}