From 990c3a1eacc3b6a95ce522c74301d4f0ea714b16 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Tue, 26 Jan 2021 11:26:30 -0500
Subject: [PATCH] Try out 3 ticks away as limit submission

---
 piker/_ems.py | 10 ++++++++--
 1 file changed, 8 insertions(+), 2 deletions(-)

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