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This repository has been archived by the owner on Feb 1, 2024. It is now read-only.
first we need to divide the volume in the backing offers and then run the filter against the min volume requirement. This will ensure we are placing orders on the primary exchange that have a chance of being fully offset on the backing exchange.
In order to facilitate this, we need to fetch a few additional "buffer" orders from the backing exchange to ensure that we don't end up with an empty list of orders, or less orders than we wanted to place because the orders were all filtered out.
The text was updated successfully, but these errors were encountered:
nikhilsaraf
changed the title
[ad-hoc] [2] mirror strategy should skip offers that have lower than our min volume requirement
[ad-hoc] [2] (5) mirror strategy should skip offers that have lower than our min volume requirement
Oct 28, 2020
nikhilsaraf
changed the title
[ad-hoc] [2] (5) mirror strategy should skip offers that have lower than our min volume requirement
[ad-hoc] [2] (3) mirror strategy should skip offers that have lower than our min volume requirement
Oct 28, 2020
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first we need to divide the volume in the backing offers and then run the filter against the min volume requirement. This will ensure we are placing orders on the primary exchange that have a chance of being fully offset on the backing exchange.
In order to facilitate this, we need to fetch a few additional "buffer" orders from the backing exchange to ensure that we don't end up with an empty list of orders, or less orders than we wanted to place because the orders were all filtered out.
The text was updated successfully, but these errors were encountered: