From 1c1ac678b6d221e5d4830b3472a482b9aa590dd4 Mon Sep 17 00:00:00 2001 From: Nick Caradonna Date: Mon, 27 Oct 2025 11:45:48 -0400 Subject: [PATCH] adjust spreadBaseSlippage --- src/utils/utils.ts | 7 +------ 1 file changed, 1 insertion(+), 6 deletions(-) diff --git a/src/utils/utils.ts b/src/utils/utils.ts index d8afa0a..851fbab 100644 --- a/src/utils/utils.ts +++ b/src/utils/utils.ts @@ -1415,7 +1415,7 @@ export const calculateDynamicSlippage = ( )?.toNum(); if (spreadInfo?.spreadPct) { - spreadBaseSlippage = spreadPctNum / 2; + spreadBaseSlippage = spreadPctNum * .9; // If the L2 is crossed (best bid > best ask), cap the spread contribution const bestBid = spreadInfo.bestBidPrice; @@ -1446,11 +1446,6 @@ export const calculateDynamicSlippage = ( 2) * 100; - if (isMajor) { - // add additional size adjusted multiplier for majors - sizeAdjustedSlippage = sizeAdjustedSlippage * 1.2; - } - dynamicSlippage = Math.max(dynamicSlippage, sizeAdjustedSlippage); }