this small change ensures, our bids or offers can't cross leverj futu…

makerdao / pyexchange

Python API for some cryptocurrency exchanges

GNU Affero General Public License v3.0

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this small change ensures, our bids or offers can't cross leverj futu… #189

Closed mitakash closed 4 years ago

mitakash commented 4 years ago

…res index value by 85 bps, eliminates a potential arb. This has been tested on leverj futures kovan site kovan.leverj.io for both BTC and ETH futures

MikeHathaway commented 4 years ago

should this be passed through as an argument, or is this going to stay constant?

Answered in standup