adjust spreadBaseSlippage

This commit is contained in:
Nick Caradonna
2025-10-27 11:45:48 -04:00
parent e05274d625
commit 1c1ac678b6

View File

@@ -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);
}