Fix too small new order issue and etc #784
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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. |
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Not easy to check and can not always upsize, especially when orders on one side are significantly larger.
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Done writing some code. Testing locally.
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