AutoConfig for MM – Liquidation Spread protection

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Seller : Bestnaf

AC – Liq Spread protection for MM

SKU: ls_ac Categories: ,

Description

Base liq spread protection logic of ARS refactored into AutoConfig format.

You could want to change next values :

  1. “bitmex_testnet” to “bitmex” to use is on rmex
  2. “MAX_SELL”: 5, “MAX_BUY”: 5 to the values you use
  3. “delta”: 60 is a liq spread limit
  4. “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 Рwe dont block position

 

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