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add 1% to grid/trailing allocations
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+7
-5
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1 file changed

+7
-5
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passivbot-rust/src/closes.rs

Lines changed: 7 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -313,7 +313,7 @@ pub fn calc_next_close_long(
313313
trailing_allocation = 0.0;
314314
}
315315
let grid_allocation = round_(
316-
position.size - trailing_allocation,
316+
(position.size - trailing_allocation) * 1.01, // add 1% to avoid hitting the threshold exactly
317317
exchange_params.qty_step,
318318
);
319319
let position_mod = Position {
@@ -340,8 +340,10 @@ pub fn calc_next_close_long(
340340
if grid_allocation < min_entry_qty {
341341
grid_allocation = 0.0;
342342
}
343-
let trailing_allocation =
344-
round_(position.size - grid_allocation, exchange_params.qty_step);
343+
let trailing_allocation = round_(
344+
(position.size - grid_allocation) * 1.01,
345+
exchange_params.qty_step,
346+
);
345347
let position_mod = Position {
346348
size: f64::min(position.size, f64::max(trailing_allocation, min_entry_qty)),
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price: position.price,
@@ -632,7 +634,7 @@ pub fn calc_next_close_short(
632634
trailing_allocation = 0.0;
633635
}
634636
let grid_allocation = round_(
635-
position_size_abs - trailing_allocation,
637+
(position_size_abs - trailing_allocation) * 1.01,
636638
exchange_params.qty_step,
637639
);
638640
let position_mod = Position {
@@ -659,7 +661,7 @@ pub fn calc_next_close_short(
659661
grid_allocation = 0.0;
660662
}
661663
let trailing_allocation = round_(
662-
position_size_abs - grid_allocation,
664+
(position_size_abs - grid_allocation) * 1.01,
663665
exchange_params.qty_step,
664666
);
665667
let position_mod = Position {

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