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This repository has been archived by the owner on Feb 1, 2024. It is now read-only.
Kelp currently checks the orderbook of the centralized exchange when in maker-only mode to ensure that they do not send a taker order.
However, there is a race condition wherein the exchange orderbook can change in the small non-zero window between when kelp checks the orderbook and when it places it's order which can result in taking an order on the centralized exchange.
This is undesirable and can be prevented by using the post-only semantics offered by many exchange interfaces.
The text was updated successfully, but these errors were encountered:
Kelp currently checks the orderbook of the centralized exchange when in maker-only mode to ensure that they do not send a taker order.
However, there is a race condition wherein the exchange orderbook can change in the small non-zero window between when kelp checks the orderbook and when it places it's order which can result in taking an order on the centralized exchange.
This is undesirable and can be prevented by using the post-only semantics offered by many exchange interfaces.
The text was updated successfully, but these errors were encountered: