use mid price to calculate weight

narumiruna · narumiruna · commit add9372eba78 · 2023-03-13T15:30:33.000Z
diff --git a/pkg/strategy/rebalance/strategy.go b/pkg/strategy/rebalance/strategy.go
@@ -175,7 +175,7 @@ func (s *Strategy) prices(ctx context.Context) (types.ValueMap, error) {
 			return nil, err
 		}
 
-		m[currency] = ticker.Last
+		m[currency] = ticker.Buy.Add(ticker.Sell).Div(fixedpoint.NewFromFloat(2.0))
 	}
 	return m, nil
 }

Original file line number	Diff line number	Diff line change
`@@ -175,7 +175,7 @@ func (s *Strategy) prices(ctx context.Context) (types.ValueMap, error) {`
`175`	`175`	`return nil, err`
`176`	`176`	`}`
`177`	`177`
`178`		`- m[currency] = ticker.Last`
	`178`	`+ m[currency] = ticker.Buy.Add(ticker.Sell).Div(fixedpoint.NewFromFloat(2.0))`
`179`	`179`	`}`
`180`	`180`	`return m, nil`
`181`	`181`	`}`