diff --git a/pkg/strategy/liquiditymaker/generator.go b/pkg/strategy/liquiditymaker/generator.go index d21d79b835..6f8c066e89 100644 --- a/pkg/strategy/liquiditymaker/generator.go +++ b/pkg/strategy/liquiditymaker/generator.go @@ -81,12 +81,17 @@ func (g *LiquidityOrderGenerator) Generate( price := layerPrices[i] s := layerScales[i] - quantity := factor * s + quantity := g.Market.TruncateQuantity(fixedpoint.NewFromFloat(factor * s)) + + if g.Market.IsDustQuantity(quantity, price) { + continue + } + orders = append(orders, types.SubmitOrder{ Symbol: g.Symbol, Price: price, Type: types.OrderTypeLimitMaker, - Quantity: g.Market.TruncateQuantity(fixedpoint.NewFromFloat(quantity)), + Quantity: quantity, Side: side, Market: g.Market, })