We can ensure that if realized volatility is high, and a low number of data providers published that means that they didn't want to take the 2.5% risk, and so we can ensure that from here the "overpricing" due to high vol is >2,5%.
New data entries should only be taken into account if there are in a +-X% range of the latest median.
This data should be retrieved directly from a redis DB for efficiency.
Current Behavior
No option to take into account volatility
Expected Behavior
New data entries should only be taken into account if there are in a +-X% range of the latest median. This data should be retrieved directly from a redis DB for efficiency.