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fix(hedger): define dynamic_buffer in manage_orders

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DiTus
2025-12-19 22:52:53 +01:00
parent 63c01bcf51
commit 17bc3fad03
1 changed files with 1 additions and 0 deletions
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clp_hedger.py
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@ -509,6 +509,7 @@ class ScalperHedger:
# Dynamic Buffer logic (Simplified for Decimal) # Dynamic Buffer logic (Simplified for Decimal)
# Using base buffer for now, can be enhanced # Using base buffer for now, can be enhanced
dynamic_buffer = PRICE_BUFFER_PCT
if pct_diff > dynamic_buffer: if pct_diff > dynamic_buffer:
logger.info(f"Price moved {pct_diff*100:.3f}% > {dynamic_buffer*100:.3f}%. Cancelling {oid}.") logger.info(f"Price moved {pct_diff*100:.3f}% > {dynamic_buffer*100:.3f}%. Cancelling {oid}.")
self.cancel_order(COIN_SYMBOL, oid) self.cancel_order(COIN_SYMBOL, oid)