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[ad-hoc] [2] (3) mirror strategy should skip offers that have lower than our min volume requirement #569

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nikhilsaraf opened this issue Oct 28, 2020 · 0 comments
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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.

@nikhilsaraf nikhilsaraf added the bug Something isn't working label Oct 28, 2020
@nikhilsaraf nikhilsaraf added this to the v1.10.1 milestone Oct 28, 2020
@nikhilsaraf nikhilsaraf self-assigned this Oct 28, 2020
@nikhilsaraf 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 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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