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sellSideStrategy should be smarter about executing levels #46

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nikhilsaraf opened this issue Nov 7, 2018 · 0 comments
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sellSideStrategy should be smarter about executing levels #46

nikhilsaraf opened this issue Nov 7, 2018 · 0 comments
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@nikhilsaraf
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Desired Behavior

I want to avoid placing modify orders for all levels if I replenish the inside level

Impact

The desired behavior will allow me to be more efficient with my operations to the exchange

Feature Suggestion

We can achieve the desired behavior by having the sellSideStrategy check if it needs to place an order inside instead of modifying all offers

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