brndnmtthws / thetagang

ThetaGang is an IBKR bot for collecting money
GNU Affero General Public License v3.0
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Price update: adjust prices after submission #295

Closed brndnmtthws closed 1 year ago

brndnmtthws commented 1 year ago

Sometimes the spreads are too wide on certain contracts, so we don't get fills unless the price is adjusted after the order is submitted and the spreads get less wide. The simplest fix is to just reset the price to the midpoint again after submitting the order, although this 1) doesn't always guarantee the order will fill and 2) may occasionally result in less than ideal fills, but usually you still get an improvement over the bid or ask price, provided it moves in the right direction.