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Staggered orders slope modes and refactor #304

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merged 18 commits into from
Sep 14, 2018

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bitphage
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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`.
@joelvai joelvai merged commit bdf7ae6 into Codaone:master Sep 14, 2018
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2 participants