xgap: add MOQ adjustment

c9s · Mar 6, 2025 · 0a2378c · 0a2378c
1 parent 874c7f8
commit 0a2378c
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pkg/strategy/xgap/strategy.go b/pkg/strategy/xgap/strategy.go
@@ -237,7 +237,7 @@ func (s *Strategy) makeSpread(ctx context.Context, bestBid, bestAsk types.PriceV
 			Symbol:   s.Symbol,
 			Side:     types.SideTypeSell,
 			Type:     types.OrderTypeLimit,
-			Quantity: bestBid.Volume,
+			Quantity: fixedpoint.Min(bestBid.Volume, s.tradingMarket.MinQuantity),
 			Price:    bestBid.Price,
 			Market:   s.tradingMarket,
 		},