Dynamically adapt the Strategy by determining when its time for a shift/reset

Issue #815 resolved
Desrever Nu created an issue

It is critical to decide when its time to

  • restore tier1 liquidity (it has been consumed)

Comments (6)

  1. Desrever Nu reporter

    Let's start by resetting orders everytime once wall has been consumed , only on that side!

  2. Desrever Nu reporter

    /* * Replenish Tier1 wall /

    public static double T1LIQUIDITY_PERCENTAGE_THRESHOLD = 0.1; //0.1 = 10%
    
    public static double ALLOW_T1LIQUIDITY_UNDERTRESHOLD_MINUES_HIGHRISK = 4; //minutes
    public static double ALLOW_T1LIQUIDITY_UNDERTRESHOLD_MINUES_MIDHRISK = 15; //minutes
    public static double ALLOW_T1LIQUIDITY_UNDERTRESHOLD_MINUES_LOWRISK = 30; //minutes
    
  3. Desrever Nu reporter

    Replenish t1 when current wall size has staied at less than 10% with respect to initial size for more than N minutes (Settings)

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