(fix) update dmanv2 controller

hummingbot · Oct 27, 2023 · 2aa3f52 · 2aa3f52
1 parent dc59c49
commit 2aa3f52
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/quants_lab/controllers/dman_v2.py b/quants_lab/controllers/dman_v2.py
@@ -82,7 +82,7 @@ def get_position_config(self, order_level: OrderLevel) -> PositionConfig:
         """
         close_price = self.get_close_price(self.config.exchange, self.config.trading_pair)
         amount = order_level.order_amount_usd / close_price
-        price_multiplier, spread_multiplier, side_filter = self.get_price_and_spread_multiplier()
+        price_multiplier, spread_multiplier = self.get_price_and_spread_multiplier()
 
         price_adjusted = close_price * (1 + price_multiplier)
         side_multiplier = -1 if order_level.side == TradeType.BUY else 1