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adjust spreadBaseSlippage

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This commit is contained in:
Nick Caradonna
2025-10-27 11:45:48 -04:00
parent e05274d625
commit 1c1ac678b6
1 changed files with 1 additions and 6 deletions
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7
src/utils/utils.ts
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@@ -1415,7 +1415,7 @@ export const calculateDynamicSlippage = (
)?.toNum(); )?.toNum();
if (spreadInfo?.spreadPct) { if (spreadInfo?.spreadPct) {
spreadBaseSlippage = spreadPctNum / 2; spreadBaseSlippage = spreadPctNum * .9;
// If the L2 is crossed (best bid > best ask), cap the spread contribution // If the L2 is crossed (best bid > best ask), cap the spread contribution
const bestBid = spreadInfo.bestBidPrice; const bestBid = spreadInfo.bestBidPrice;
@@ -1446,11 +1446,6 @@ export const calculateDynamicSlippage = (
2) * 2) *
100; 100;
if (isMajor) {
// add additional size adjusted multiplier for majors
sizeAdjustedSlippage = sizeAdjustedSlippage * 1.2;
}
dynamicSlippage = Math.max(dynamicSlippage, sizeAdjustedSlippage); dynamicSlippage = Math.max(dynamicSlippage, sizeAdjustedSlippage);
} }