Cashman: use ask to buy, bid to sell

brndnmtthws · Jul 27, 2023 · 625c323 · 625c323
1 parent 41157ee
commit 625c323
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/thetagang/portfolio_manager.py b/thetagang/portfolio_manager.py
@@ -1766,7 +1766,7 @@ def make_order() -> tuple[Optional[Ticker], Optional[LimitOrder]]:
                     )
 
                     amount = cash_balance - target_cash_balance
-                    price = ticker.ask
+                    price = ticker.ask if amount > 0 else ticker.bid
                     qty = amount // price
 
                     if qty > 0: