You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
maxQuoteQuantity is being calculated as price*quantity, which fails to take fees into account when the order is a bid that matches against a resting offer. Instead, maxQuoteQuantity should be set to price*quantity*(1+fee_rate), unless the order is post-only.
The text was updated successfully, but these errors were encountered:
Ideal version of course takes into account the actual fees expected, but given there are scenarios where it's not obvious if order will be a taker or maker, this is not foolproof.
Alternatively the current PR (#86) fixes the issue properly by assuming taker fees as long as its not a postOnly order.
maxQuoteQuantity
is being calculated asprice*quantity
, which fails to take fees into account when the order is a bid that matches against a resting offer. Instead,maxQuoteQuantity
should be set toprice*quantity*(1+fee_rate)
, unless the order is post-only.The text was updated successfully, but these errors were encountered: