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ctubio / tribeca

Self-hosted crypto trading bot (automated high frequency market making) in node.js, angular, typescript and c++
https://127.0.0.1:3000
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Precent Width Issue #103

Closed beegmon closed 7 years ago

beegmon commented 7 years ago

I am glad to see #96 go in!

However, the percentage width, as it is now, presents a different challenge. Over the last month or two I have identified several profitable widths to quote at. With percentage widths I no longer have the ability to set a static width when percentage is enabled. Instead it floats with fair value +/- percent of fair value. This means I am consistently checking the width% to the fair value to see if it is still within my one of identified profitable.

As BTC price goes up or down by medium to large amounts the %width must be updated to keep triebca in one of the width ranges I have found to be profitable.

Would it be possible to make percentage width enabled/disabled separately overall? This way I can use percentages for TBP, PDiv, size, but not for width which is would still be set statically.

Or, what I think might be better, is allow static width settings with the addition of a percentage which is added/subtracted to a bid/ask when quoting. This way you can still account for a fee, while staying in your generally profitable width range overall.

ctubio commented 7 years ago

im in ther same situation as you, will support % width out of main %