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#77 implemented a 0.1% PRICE_UPDATE_THRESHOLD, meaning arby won't update orders on OpenDEX side if price on CEX side moves less than 0.1%. Previously it would update orders with every single price move, causing quite a flood of order updates on the network.
This follow-up issue is about:
adding PRICE_UPDATE_THRESHOLD to the [arby] config section
add a check that prevents arby from starting, logging an error when PRICE_UPDATE_THRESHOLD > margin since that would allow losses for the market maker
The text was updated successfully, but these errors were encountered:
#77 implemented a 0.1%
PRICE_UPDATE_THRESHOLD
, meaning arby won't update orders on OpenDEX side if price on CEX side moves less than 0.1%. Previously it would update orders with every single price move, causing quite a flood of order updates on the network.This follow-up issue is about:
PRICE_UPDATE_THRESHOLD
to the[arby]
config sectionPRICE_UPDATE_THRESHOLD
> margin since that would allow losses for the market makerThe text was updated successfully, but these errors were encountered: