Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add PRICE_UPDATE_THRESHOLD to config, add sanity check #79

Open
kilrau opened this issue Aug 25, 2020 · 0 comments
Open

Add PRICE_UPDATE_THRESHOLD to config, add sanity check #79

kilrau opened this issue Aug 25, 2020 · 0 comments
Labels
P3 low priority

Comments

@kilrau
Copy link
Contributor

kilrau commented Aug 25, 2020

#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
@kilrau kilrau added the P3 low priority label Aug 25, 2020
@kilrau kilrau assigned ghost Aug 25, 2020
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
P3 low priority
Projects
None yet
Development

No branches or pull requests

1 participant