Dynamically adapt the Strategy by determining when its time for a shift/reset
Issue #815
resolved
It is critical to decide when its time to
- restore tier1 liquidity (it has been consumed)
Comments (6)
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reporter -
reporter - edited description
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reporter Let's start by resetting orders everytime once wall has been consumed , only on that side!
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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
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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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reporter - changed status to resolved
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