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fix(hedger): handle Post-Only rejection by logging retry warning instead of error

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DiTus
2025-12-21 17:12:21 +01:00
parent 85e4e6508d
commit 73c77521d9
1 changed files with 5 additions and 1 deletions
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6
clp_hedger.py
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@ -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}")