diff --git a/piker/_ems.py b/piker/_ems.py index 07fabe29..17c68831 100644 --- a/piker/_ems.py +++ b/piker/_ems.py @@ -539,11 +539,17 @@ async def _ems_main( if action == 'buy': tickfilter = ('ask', 'last', 'trade') percent_away = 0.005 - abs_diff_away = 2 * mt + + # TODO: we probably need to scale this based + # on some near term historical spread + # measure? + abs_diff_away = 3 * mt + elif action == 'sell': tickfilter = ('bid', 'last', 'trade') percent_away = -0.005 - abs_diff_away = -2 * mt + abs_diff_away = -3 * mt + else: # alert tickfilter = ('trade', 'utrade', 'last') percent_away = 0