From 5646b1d5f4023066506de1973643901ea74d8328 Mon Sep 17 00:00:00 2001 From: Giulio De Pasquale Date: Sun, 24 Jan 2021 14:29:12 +0000 Subject: [PATCH] abs in delta calculation --- rustybot/src/strategy.rs | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/rustybot/src/strategy.rs b/rustybot/src/strategy.rs index 538fcb1..c782dad 100644 --- a/rustybot/src/strategy.rs +++ b/rustybot/src/strategy.rs @@ -238,7 +238,7 @@ impl OrderStrategy for FastOrderStrategy { .current_form .price() .ok_or("The active order does not have a price!")?; - let delta = (1.0 - (offer_comparison / order_price)) * 100.0; + let delta = (1.0 - (offer_comparison / order_price).abs()) * 100.0; if delta > self.threshold { messages.push(Message::SubmitOrder {