bugfix for limit/diagonal tranche building
This commit is contained in:
@@ -206,10 +206,11 @@ function buildTranches() {
|
||||
if (endTime <= s.clock)
|
||||
warnings.push(`Tranche already expired at ${new Date(endTime*1000)}`)
|
||||
const t = newTranche({
|
||||
marketOrder: true,
|
||||
slippage: builder.slippage,
|
||||
fraction: ws[i] * MAX_FRACTION,
|
||||
startTime: ts[i],
|
||||
endTime, // always give at least 60 seconds of window to execute
|
||||
slippage: builder.slippage,
|
||||
})
|
||||
tranches.push(t)
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user