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Feature: Adaptive Front-of-Book AO #24

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f3rno opened this issue Jan 25, 2020 · 0 comments
Open
1 of 4 tasks

Feature: Adaptive Front-of-Book AO #24

f3rno opened this issue Jan 25, 2020 · 0 comments

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@f3rno
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f3rno commented Jan 25, 2020

Issue type

  • bug
  • missing functionality
  • performance
  • feature request

Brief description

Create an AO that maintains a buy or sell order in 1st position on the book, respecting a certain spread.
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@f3rno