Skip to content

Commit

Permalink
Use ask for cashman orders cuz spreads too tight
Browse files Browse the repository at this point in the history
  • Loading branch information
brndnmtthws committed Jul 7, 2023
1 parent 5fde242 commit bec785c
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion thetagang/portfolio_manager.py
Original file line number Diff line number Diff line change
Expand Up @@ -1766,7 +1766,7 @@ def make_order():
)

amount = cash_balance - target_cash_balance
price = midpoint_or_market_price(ticker)
price = ticker.ask
qty = amount // price

if qty > 0:
Expand Down

0 comments on commit bec785c

Please sign in to comment.