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Config: Make tv_sell_vol_threshold and tv_buy_vol_threshold optional

Open 4TT1L4 opened this issue 1 year ago • 0 comments

Problem:

  • tv_sell_vol_threshold and tv_buy_vol_threshold are not commonly used and still must be manually adjusted. These configuration settings can be used to stop the market making activity when a particular threshold is reached.

Proposal:

  • Make tv_sell_vol_threshold and tv_buy_vol_threshold optional. When set to null or when the value is missing from the config file, then there should be no threshold. The market maker should just continue the market making activity, no matter how much liqudity is in the markets.

4TT1L4 avatar Feb 27 '24 06:02 4TT1L4