Krypto-trading-bot
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BwSize as % of order
Hello everyone,
I'm happy to see that BwSize has been implemented :), it's a nice touch.
Can we get the option to set a % of order size instead of a certain value? So let's say I want to ignore orders 50% smaller than mine so I put 50 in the box :)
Also, could that be possible to have the option to just ignore minimum size order? (instead of having to set it up for each market).
about minimum size order is a inmutable value coming from the exchange (in serious exchanges), so we cannot modify the value or ignore it.
we need to use it cos otherwise what will be ignored is our orders when arrive to the exchange if the minimum size they expect is not meet
about the % option to define levels in the market to be ignored in the calculation of the next quote price, i think it just adds complexity to make it a % of your order size; why not just a size value in base units?
is because your size is variable, so you dont know never the 100% of your order size? and you want to ignore orders lower than some % of your 100%? :D
Hey Carles,
So I looked at how BwSize works and it just "ignores" the first orders as long as the sum of those orders is smaller than BwSize. It's a way or doing, but in my idea, the concept was to ignore any order that was smaller than BwSize. So for instance, if you put 0,01 on BTC/USD market, the bot would not try to go above a 0,01BTC order.
Wherever this order would be in the book.
In that sense, it would have been easy to replace 0,01 by a % of order size and to minsize (or nothing) if necessary. :)