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ammended market maker spread algorithm
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bruce-mig committed Nov 30, 2023
1 parent 5d543fa commit f67c13d
Showing 1 changed file with 1 addition and 5 deletions.
6 changes: 1 addition & 5 deletions marketmaker/maker.go
Original file line number Diff line number Diff line change
Expand Up @@ -85,11 +85,7 @@ func (mm *MarketMaker) makerLoop() {
bestAsk.Price = bestBid.Price + mm.priceOffset*2
}

spread := bestAsk.Price - bestAsk.Price

// logrus.WithFields(logrus.Fields{
// "spread": spread,
// }).Info("market SPREAD =========================>")
spread := bestAsk.Price - bestBid.Price

if spread <= mm.minSpread {
continue
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