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More detailed dark-slap comments

rekt_pps
Tyler Goodlet 2023-04-14 01:55:48 -04:00
parent 0917b580c9
commit 10a39ca42c
1 changed files with 5 additions and 0 deletions
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5
piker/clearing/_ems.py
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@ -1250,6 +1250,11 @@ async def process_client_order_cmds(
pred = mk_check(trigger_price, last, action) 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 spread_slap: float = 5
min_tick = float(flume.symbol.size_tick) min_tick = float(flume.symbol.size_tick)
min_tick_digits = float_digits(min_tick) min_tick_digits = float_digits(min_tick)