diff --git a/clp_hedger.py b/clp_hedger.py index c50279e..1abd7ad 100644 --- a/clp_hedger.py +++ b/clp_hedger.py @@ -607,7 +607,11 @@ class ScalperHedger: logger.info("Order filled immediately.") return status_obj["filled"]["oid"] elif "error" in status_obj: - logger.error(f"Order API Error: {status_obj['error']}") + err_msg = status_obj['error'] + if "Post only order would have immediately matched" in err_msg: + logger.warning(f"[RETRY] Maker order rejected (Price crossed BBO). Will recalculate and retry. Msg: {err_msg}") + else: + logger.error(f"Order API Error: {err_msg}") else: logger.error(f"Order Failed: {order_result}")