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[5] TWAP strategy should hit the bid when in submit mode "both"

Open nikhilsaraf opened this issue 4 years ago • 0 comments

  • Add a configuration in number of seconds X which dictates how many seconds into the bucket we should attempt to hit the bid
  • the price we use should be a default 1% below the best bid (needs a new price feed).
  • additional test for the pricing component (Round struct)
  • this enables the twap strategy to achieve better execution

nikhilsaraf avatar Sep 17 '20 08:09 nikhilsaraf