upd

YieldsLabs · Apr 30, 2024 · 1b2657c · 1b2657c
1 parent c051a8a
commit 1b2657c
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/sor/_router.py b/sor/_router.py
@@ -307,6 +307,10 @@ async def close_position(self, command: ClosePosition):
                 f"Trying to reduce order -> algo price: {price}, theo price: {exit_price}, spread: {spread}, max spread: {max_spread}"
             )
 
+            if max_spread < 0:
+                self.exchange.close_full_position(symbol, position_side)
+                break
+
             curr_time = time.time()
             expired_orders = [
                 order_id