Base liq spread protection logic of ARS refactored into AutoConfig format.
You could want to change next values :
- “bitmex_testnet” to “bitmex” to use is on rmex
- “MAX_SELL”: 5, “MAX_BUY”: 5 to the values 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
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