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(fix) update dmanv2 controller

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This commit is contained in:
Michael Feng
2023-10-27 09:58:33 -07:00
parent dc59c499ce
commit 2aa3f526b6
1 changed files with 1 additions and 1 deletions
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2
quants_lab/controllers/dman_v2.py
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@@ -82,7 +82,7 @@ class DManV2(MarketMakingControllerBase):
"""
close_price = self.get_close_price(self.config.exchange, self.config.trading_pair)
amount = order_level.order_amount_usd / close_price
price_multiplier, spread_multiplier, side_filter = self.get_price_and_spread_multiplier()
price_multiplier, spread_multiplier = self.get_price_and_spread_multiplier()
price_adjusted = close_price * (1 + price_multiplier)
side_multiplier = -1 if order_level.side == TradeType.BUY else 1