May 14, 2023
Strategy
- Fixed actions after a
post-emergency
triggers - Revised fluctuation threshold to be 0.5% instead of 1.0%
- Handled exchange errors
- Fixed exception for fetching orders
- Handled fair value calculation when not enough data available due to (1) illiquid markets and/or (2) small time frames and/or (3) long lookback
- Fixed repeated canceling and re-deploying asks due to minimum required cost per order (in HitBTC, for example)
- Revised bid placement to exclude negative prices