Fix too small new order issue and etc #784
Open
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
abitmore
commented
Aug 1, 2022
abitmore
commented
Aug 1, 2022
| # b) a lot of "exceeded" funds on the current side which will be used to upsize orders deep down | ||
| # in the order book later, which makes the situation worse and harder to recover. | ||
| # Using the 2nd closest opposite order mitigates the problem. | ||
| # Ideally still need logic to check whether the closest own order is partial and upsize it if so. |
Author
There was a problem hiding this comment.
Not easy to check and can not always upsize, especially when orders on one side are significantly larger.
Author
There was a problem hiding this comment.
Done writing some code. Testing locally.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
1 participant
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
No description provided.