- edited description
Design and implement three default parametrized models for liquidity distribution
Issue #808
resolved
Design and model three basic models for liquidity distribution :
- Implement a simple linear model
- Implement a simple logarithmic model
- Implement a simple exponential model
- Models should allow for sell-side and buy-side liquidity separation
- Models should allow for parametrisation
- Make the liquidity model abstract class LiquidityDistributionModel
Add a method that given the model, returns a set of orders based on available liquidity and other params, similar to
public ArrayList<OrderToPlace> getOrdersToPlace(String type, Amount fundsAvailable, double pegPrice, CurrencyPair pair, double txFee) ;
Also remind to assign proper default values at config level ! NuBotOptionsDefault.java
Comments (9)
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reporter -
reporter - edited description
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reporter - edited description
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reporter Set an hard cap on the maximum number of orders per side (12)
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reporter All available balance should be put on tier2. which is now separately managed from tier1(walls)
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reporter like this
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reporter -
reporter default model , use ,
public static ModelParameters getStandardParams(String type) { double wallHeight = 500; double wallInterval = 0.008; double wallMaxWidth = 0.4; LiquidityCurve curve = new LiquidityCurveExp(LiquidityCurve.STEEPNESS_LOW); double offset; if (type.equals(Constant.SELL)) { offset = 0.004; } else { offset = 0.007; } return new ModelParameters(offset, wallHeight, wallMaxWidth, wallInterval, curve); }
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reporter - changed status to resolved
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