bug-or-feature / pysystemtrade-fsb

Systematic spread betting in Python
https://pysystemtrade-fsb.bugorfeature.net/
GNU General Public License v3.0
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Better handling for IG price discrepancies #47

Open bug-or-feature opened 10 months ago

bug-or-feature commented 10 months ago

We need better notifications where IG prices are wildly different from the underlying future. There was a few weeks recently when the LEANHOG_fsb DEC-23 contract price was nearly 3000 points higher than its underlying future. We need to

  1. trigger a critical alert immediately (arbitrage opportunities?)
  2. list discrepancies in the FSB report
  3. add a pre-trade check before sending an order to the broker