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Consistent behavior on floatingMaker order canceling
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The bot was canceling existing orders when one side had been fully
filled, *except* for SOL-PERP, in which case it always canceled them
even if they were partially filled. This had the effect that a SOL_PERP
position grew rapidly unbalanced, regardless of how much the market
was moving.

See issue drift-labs#66.
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ricardojmendez committed Sep 6, 2023
1 parent 3f2c067 commit 90b98cb
Showing 1 changed file with 1 addition and 4 deletions.
5 changes: 1 addition & 4 deletions src/bots/floatingMaker.ts
Original file line number Diff line number Diff line change
Expand Up @@ -326,10 +326,7 @@ export class FloatingPerpMakerBot implements Bot {
// cancel orders if not quoting both sides of the market
let placeNewOrders = openOrders.length === 0;

if (
(openOrders.length > 0 && openOrders.length != 2) ||
marketIndex === 0
) {
if (openOrders.length > 0 && openOrders.length != 2) {
// cancel orders
try {
await Promise.all(
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