Autoconfig for MM - Liquidation Spread protection
Base liquidation spread protection logic of ARS refactored into AutoConfig format.
Instructions​
You should change these values:
"bitmex_testnet" //to "bitmex" to use is on rmex
"MAX_SELL": 5, //to the value you use
"MAX_BUY": 5, //to the value you use
"delta": 60, //is a liq spread limit
"position": 100 //is a no limiting position size
Liq Spread limit 60% reached - set MAX BUY/SELL to 0
Position close - we dont block position (MAX BUY/SELL = 5)
Position ROE > 0 - we dont block position
Position Size < 100 and ROE > -25 - we dont block position