ronaldlam / Autotrageur

Automated arbitrageur
2 stars 1 forks source link

Arbitrage: Implement a strategy to chunk up trades when over a certain threshold (e.g. $10,000) (4.5 days) #176

Closed jaonewguy closed 6 years ago

jaonewguy commented 6 years ago

Once we approach higher amounts of fiat, we would like to chunk out the amounts into smaller amounts to avoid too much slippage.

For example, if vol_min is $20k, we would likely want to chunk the trade up into several $4k, or $5k orders.

Research will be needed to figure out a way to efficiently chunk up the trades.

https://github.com/ronaldlam/Autotrageur/wiki/Trade-chunking-proposal