Sometimes an exchange may report a stale price, esp. on thinly traded markets.
This PR filters out prices too far away from the consensus average.
Standard deviation of 2.2 chosen to determine outliers, configurable in application.properties.
From experimentation:
Higher standard deviation (e.g. 5) results in no prices removed.
Lower standard deviation (e.g. 1.5) results in too many prices removed.
Sometimes an exchange may report a stale price, esp. on thinly traded markets. This PR filters out prices too far away from the consensus average. Standard deviation of 2.2 chosen to determine outliers, configurable in
application.properties
.From experimentation:
Current results: