xmaker: fix price initialization

c9s · Sep 15, 2024 · 26b1fd2 · 26b1fd2
1 parent 80430fe
commit 26b1fd2
Showing 1 changed file with 6 additions and 1 deletion.
diff --git a/pkg/strategy/xmaker/strategy.go b/pkg/strategy/xmaker/strategy.go
@@ -480,8 +480,13 @@ func (s *Strategy) getLayerPrice(
 		}
 	}
 
+	sideBook := sourceBook.SideBook(side)
+	if pv, ok := sideBook.First(); ok {
+		price = pv.Price
+	}
+
 	if requiredDepth.Sign() > 0 {
-		price = aggregatePrice(sourceBook.SideBook(side), requiredDepth)
+		price = aggregatePrice(sideBook, requiredDepth)
 		price = price.Mul(fixedpoint.One.Add(delta))
 		if i > 0 {
 			price = price.Add(pips.Mul(s.makerMarket.TickSize))