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Add exchange-related asset thresholds to the constellation settings #25

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orbitlens opened this issue Oct 23, 2019 · 0 comments
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There are several important exchange settings that need to be set on the constellation level:

  • MinLotSize (for example, 0.00001) - Defines the minimum tradeable amount of base asset and amount increase/decrease step. Enforced lot size causes "dust" leftovers after trades, but gradually simplifies the matching rules and prevents the micro-trades spamming. Not 100% sure that we need to enforce this rule by default.
  • MinOrderSize (for example, 10) - Defines the minimum allowed order amount in terms of base asset, prevents micro-trades spamming.
  • MinTickSize (for example, 0.00001) - Defines the intervals that a price can be increased/decreased by, prevents orderbook spoofing. This is essential for orderbook depth analysis.
  • MaxOrdersPerAccount - Maximum allowed active orders per account.

Potentially, all these settings can be automatically calculated and adjusted based on the trading activity, but for now we'd better allow constellation members to decide.

@orbitlens orbitlens added the feature New feature or request label Oct 23, 2019
@orbitlens orbitlens self-assigned this Oct 23, 2019
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