Fix one instance of small limit order fills at wrong price

manifoldmarkets · Sep 16, 2024 · f7d565a · f7d565a
1 parent 22edf57
commit f7d565a
Showing 1 changed file with 4 additions and 1 deletion.
diff --git a/common/src/calculate-cpmm-arbitrage.ts b/common/src/calculate-cpmm-arbitrage.ts
@@ -52,7 +52,10 @@ export function calculateCpmmMultiArbitrageBet(
       : MIN_CPMM_PROB
   if (
     (answerToBuy.prob < MIN_CPMM_PROB && outcome === 'NO') ||
-    (answerToBuy.prob > MAX_CPMM_PROB && outcome === 'YES')
+    (answerToBuy.prob > MAX_CPMM_PROB && outcome === 'YES') ||
+    // Fixes limit order fills at current price when limitProb is set to a diff price and user has shares to redeem
+    (answerToBuy.prob > limitProb && outcome === 'YES') ||
+    (answerToBuy.prob < limitProb && outcome === 'NO')
   ) {
     return noFillsReturn(outcome, answerToBuy, collectedFees)
   }