Try out 3 ticks away as limit submission

2021-01-26 11:26:30 -05:00 · 2021-01-26 11:26:30 -05:00 · 990c3a1eac
parent cc5af7319f
commit 990c3a1eac
1 changed files with 8 additions and 2 deletions
--- 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