From 10a39ca42ce1392d3890156b324bae29dd17d50b Mon Sep 17 00:00:00 2001 From: Tyler Goodlet Date: Fri, 14 Apr 2023 01:55:48 -0400 Subject: [PATCH] More detailed dark-slap comments --- piker/clearing/_ems.py | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/piker/clearing/_ems.py b/piker/clearing/_ems.py index ad13e8f0..0d666ef0 100644 --- a/piker/clearing/_ems.py +++ b/piker/clearing/_ems.py @@ -1250,6 +1250,11 @@ async def process_client_order_cmds( pred = mk_check(trigger_price, last, action) + # NOTE: for dark orders currently we submit + # the triggered live order at a price 5 ticks + # above/below the L1 prices. + # TODO: make this configurable from our top level + # config, prolly in a .clearing` section? spread_slap: float = 5 min_tick = float(flume.symbol.size_tick) min_tick_digits = float_digits(min_tick)