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Autoconfig for MM - Liquidation Spread protection

type_autoconfig developer


Base liquidation spread protection logic of ARS refactored into AutoConfig format.


You should change these values:

"bitmex_testnet" //to "bitmex" to use is on rmex
"MAX_SELL": 5, //to the value you use
"MAX_BUY": 5, //to the value you use
"delta": 60, //is a liq spread limit
"position": 100 //is a no limiting position size

Liq Spread limit 60% reached - set MAX BUY/SELL to 0

Position close - we dont block position (MAX BUY/SELL = 5)

Position ROE > 0 - we dont block position

Position Size < 100 and ROE > -25 - we dont block position