From 34200efd545a1d41cf27422ce2768d8c77da2a74 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Tue, 14 May 2024 17:34:26 +0800
Subject: [PATCH] liquiditymaker: skip dust quantity

---
 pkg/strategy/liquiditymaker/generator.go | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

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,
 		})