https://github.com/ExchangeUnion/market-maker-tools/pull/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
https://github.com/ExchangeUnion/market-maker-tools/pull/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_THRESHOLDto the[arby]config sectionPRICE_UPDATE_THRESHOLD> margin since that would allow losses for the market maker