diff --git a/x/amm/keeper/pool.go b/x/amm/keeper/pool.go
index 380f03f1..d686af13 100644
--- a/x/amm/keeper/pool.go
+++ b/x/amm/keeper/pool.go
@@ -91,12 +91,14 @@ func (k Keeper) IteratePoolOrders(ctx sdk.Context, pool types.Pool, isBuy bool,
 					qty = types.Amount0DeltaRoundingDec(currentSqrtPrice, orderSqrtPrice, orderLiquidity, false)
 					openQty = sdk.MinDec(reserveBalance, qty)
 				}
-				if openQty.IsPositive() && (openQty.GTE(pool.MinOrderQuantity) || orderTick == tick) {
+				if openQty.IsPositive() && (orderTick == tick || (openQty.GTE(pool.MinOrderQuantity))) {
 					if cb(orderPrice, qty, openQty) {
 						return true
 					}
 					reserveBalance = reserveBalance.Sub(exchangetypes.DepositAmount(isBuy, orderPrice, qty))
 					currentPrice = orderPrice
+				} else { // No more possible order price
+					break
 				}
 				if orderTick == tick {
 					break
@@ -129,30 +131,36 @@ func NextOrderTick(
 		intermediate := liquidityDec.Power(2).Add(
 			minOrderQty.Mul(liquidityDec).MulTruncate(currentSqrtPrice).MulInt64(4))
 		orderSqrtPrice := utils.DecApproxSqrt(intermediate).Sub(liquidityDec).QuoTruncate(minOrderQty.MulInt64(2))
-		if !orderSqrtPrice.IsPositive() || orderSqrtPrice.GTE(currentSqrtPrice) {
+		if !orderSqrtPrice.IsPositive() {
 			return 0, false
 		}
 		// 2. Check min order quote
 		orderSqrtPrice2 := currentSqrtPrice.Mul(liquidityDec).Sub(minOrderQuote).QuoTruncate(liquidityDec)
-		if !orderSqrtPrice2.IsPositive() || orderSqrtPrice2.GTE(currentSqrtPrice) {
+		if !orderSqrtPrice2.IsPositive() {
 			return 0, false
 		}
 		orderPrice := sdk.MinDec(orderSqrtPrice, orderSqrtPrice2).Power(2)
+		if orderPrice.GTE(currentPrice) {
+			return 0, false
+		}
 		tick = types.AdjustPriceToTickSpacing(orderPrice, tickSpacing, false)
 		return tick, true
 	}
 	// 1. Check min order qty
 	orderSqrtPrice := currentSqrtPrice.Mul(liquidityDec).
 		QuoRoundUp(liquidityDec.Sub(minOrderQty.Mul(currentSqrtPrice)))
-	if !orderSqrtPrice.IsPositive() || orderSqrtPrice.LTE(currentSqrtPrice) {
+	if !orderSqrtPrice.IsPositive() {
 		return 0, false
 	}
 	// 2. Check min order quote
 	orderSqrtPrice2 := minOrderQuote.Mul(currentSqrtPrice).QuoRoundUp(liquidityDec).Add(currentSqrtPrice)
-	if !orderSqrtPrice2.IsPositive() || orderSqrtPrice2.LTE(currentSqrtPrice) {
+	if !orderSqrtPrice2.IsPositive() {
 		return 0, false
 	}
 	orderPrice := sdk.MaxDec(orderSqrtPrice, orderSqrtPrice2).Power(2)
+	if orderPrice.LTE(currentPrice) {
+		return 0, false
+	}
 	tick = types.AdjustPriceToTickSpacing(orderPrice, tickSpacing, true)
 	return tick, true
 }
diff --git a/x/amm/keeper/pool_test.go b/x/amm/keeper/pool_test.go
index caee4ef9..1ab084db 100644
--- a/x/amm/keeper/pool_test.go
+++ b/x/amm/keeper/pool_test.go
@@ -199,3 +199,27 @@ func (s *KeeperTestSuite) TestSwapEdgecase1() {
 
 	s.SwapExactAmountIn(ordererAddr, []uint64{market.Id}, utils.ParseDecCoin("35987097uusd"), utils.ParseDecCoin("0ucre"), false)
 }
+
+func (s *KeeperTestSuite) TestPoolOrdersEdgecase() {
+	// Check if there's no infinite loop in IteratePoolOrders.
+	market, pool := s.CreateMarketAndPool("ucre", "uusd", utils.ParseDec("0.000000089916180444"))
+	marketState := s.App.ExchangeKeeper.MustGetMarketState(s.Ctx, market.Id)
+	marketState.LastPrice = utils.ParseDecP("0.000000089795000000")
+	s.App.ExchangeKeeper.SetMarketState(s.Ctx, market.Id, marketState)
+
+	lpAddr := s.FundedAccount(1, enoughCoins)
+	s.AddLiquidity(
+		lpAddr, pool.Id, types.MinPrice, types.MaxPrice,
+		utils.ParseCoins("13010176813853779ucre,1169825406uusd"))
+
+	obs := s.App.ExchangeKeeper.ConstructMemOrderBookSide(s.Ctx, market, exchangetypes.MemOrderBookSideOptions{
+		IsBuy:             false,
+		MaxNumPriceLevels: 1,
+	}, nil)
+	s.Require().Len(obs.Levels(), 1)
+	obs = s.App.ExchangeKeeper.ConstructMemOrderBookSide(s.Ctx, market, exchangetypes.MemOrderBookSideOptions{
+		IsBuy:             true,
+		MaxNumPriceLevels: 1,
+	}, nil)
+	s.Require().Len(obs.Levels(), 1)
+}