diff --git a/src/utils/utils.ts b/src/utils/utils.ts index 8faf676..d8afa0a 100644 --- a/src/utils/utils.ts +++ b/src/utils/utils.ts @@ -1440,12 +1440,17 @@ export const calculateDynamicSlippage = ( // use halfway to worst price as size adjusted slippage if (startPrice && worstPrice) { - const sizeAdjustedSlippage = + let sizeAdjustedSlippage = (startPrice.sub(worstPrice).abs().toNumber() / BN.max(startPrice, worstPrice).toNumber() / 2) * 100; + if (isMajor) { + // add additional size adjusted multiplier for majors + sizeAdjustedSlippage = sizeAdjustedSlippage * 1.2; + } + dynamicSlippage = Math.max(dynamicSlippage, sizeAdjustedSlippage); }