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[2] twap strategies should take in start time in UTC

Open nikhilsaraf opened this issue 3 years ago • 0 comments

it would be nice if we could specify an offset in number of hours or a time (no date) that we would want the twap strategy to base it's accounting off of.

This would ensure that we don't have to always deal with an initial surplus if we start after UTC 0:0:0 and this will ensure a smoother twap where we don't have to intentionally make a larger smoothing factor just to account for the initial surplus

nikhilsaraf avatar Dec 26 '20 10:12 nikhilsaraf