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Post-only support for some exchanges when using maker_only submit mode #440

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nikhilsaraf opened this issue Jun 12, 2020 · 0 comments
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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.

@nikhilsaraf nikhilsaraf added the bug Something isn't working label Jun 12, 2020
@nikhilsaraf nikhilsaraf added this to the v1.8.x milestone Jun 12, 2020
@nikhilsaraf nikhilsaraf self-assigned this Jun 12, 2020
@nikhilsaraf nikhilsaraf modified the milestones: v1.8.x, v1.10.0 Sep 20, 2020
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