diff --git a/sor/_router.py b/sor/_router.py index fdfd89c6..8d468d79 100644 --- a/sor/_router.py +++ b/sor/_router.py @@ -117,7 +117,7 @@ async def open_position(self, command: OpenPosition): pending_order = position.entry_order() entry_price = pending_order.price - size = 2 * pending_order.size + size = pending_order.size num_orders = min( max(1, int(size / symbol.min_position_size)), self.config["max_order_slice"]