diff --git a/quants_lab/controllers/dman_v2.py b/quants_lab/controllers/dman_v2.py index 2a322f3c..e220352b 100644 --- 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