When target spread is not reached for whatever reason, we have a fallback logic which cancels furthest buy or sell order to free funds for closer order. Analyzing trading history I observed that this behavior may not be always optimal. Shifting sell orders in some cases may cause selling asset cheaper than it was bought initially (observed with buy slope mode)

Suggestion: on the sell side, don't cancel furthest orders ever, instead just place closer sell order using available (not allocated) funds.