Synthetixio / simulation

Agent-based model of the proposed stablecoin.
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Havven Price calculation #17

Closed zyzek closed 6 years ago

zyzek commented 6 years ago

Right now the prices are just the midpoints of the current order book spread. It's exceeding volatile, perhaps it should be a rolling average, volume weighted, or some other thing, in order to smooth out market shocks?

Otherwise, perhaps it should return the (highest bid, lowest ask) pair and we can render out the candlesticks.

kaiynne commented 6 years ago

We discussed earlier having the crt/nom price reflected as a moving average for the implementation of the utilisation ratio, but I think the actual prices themselves need to reflect the current order book. Happy to be overruled on that though.

zyzek commented 6 years ago

This has been addressed by a rolling average price.