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Staggered orders slope modes and refactor #304
Merged
joelvai
merged 18 commits into
Codaone:master
from
bitphage:staggered-orders-slope-modes
Sep 14, 2018
Merged
Staggered orders slope modes and refactor #304
joelvai
merged 18 commits into
Codaone:master
from
bitphage:staggered-orders-slope-modes
Sep 14, 2018
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This is a code otimization. Get rid of code doubling for buy and sell orders.
It's not really needed.
This is needed to be able to place orders in non-blocking mode.
Reduce code doubling by using similar methods for base and quote allocation and order placement.
Increase order only whether it's amount is differ from closer order by 50% of increment. This will reduce allocation rounds drastically.
We need to keep several balance "snapshots" across maintenance runs to be able to use triggers based on these changes.
Whether we are in bootstrap mode, balance allocations should happen at every maintenance. Whether they are not happen and balances keeping unchanged, we may assume that we actually not bootstrapping but just working after bot restart. Thus, we may safely turn bootstrap off.
When we have imbalanced sides, and partially filled orders on both sides, and then one order gets fully filled, we may come into situation where we cannot place any new orders because available balance may be not enough nor for full-sized order, neighter for limited by opposite side. So, as a workaround, allow placing of partial orders. This will not introduce any harm because spread will be `spread - increment`.
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