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Feature/floating maker changes #67

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Feature/floating maker changes #67

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c778269
floatingMaker exception handling, tweaks
ricardojmendez Sep 3, 2023
5099434
Added configuration options to floatingMarket
ricardojmendez Sep 3, 2023
9daf51a
Added perp market option to floatingMaker
ricardojmendez Sep 4, 2023
3f2c067
Optional subAccountId config for floatingMaker
ricardojmendez Sep 4, 2023
90b98cb
Consistent behavior on floatingMaker order canceling
ricardojmendez Sep 5, 2023
11d708f
Implemented position exposure cap on floatingMaker
ricardojmendez Sep 5, 2023
fd8a02f
floatingMaker order cancellation improvements
ricardojmendez Sep 6, 2023
8ba20db
Configurable maxPositionExposure for floatingMaker
ricardojmendez Sep 6, 2023
1a0f450
floatingMaker biasing oracle price based on risk
ricardojmendez Sep 6, 2023
356415f
BUGFIX: floatingMaker should clamp % exposure allowed
ricardojmendez Sep 6, 2023
b9212da
floatingMaker handling a "closing" state
ricardojmendez Sep 6, 2023
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19 changes: 19 additions & 0 deletions example.config.yaml
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Original file line number Diff line number Diff line change
Expand Up @@ -143,3 +143,22 @@ botConfigs:
botId: "trigger"
dryRun: false
metricsPort: 9465

floatingMaker:
botId: "floatingMaker"
dryRun: false
metricsPort: 9669
intervalMs: 7500
# The larger offset values are closer to the oracle, so for proper configuration,
# minOrderOffset > baseOrderOffset > maxOrderOffset
baseOrderOffset: 90
minOrderOffset: 99
maxOrderOffset: 50
orderSize: 2
# If subAccountId is set, it should also be included on the subaccounts config above
subAccountId: 1
maxPositionExposure: 0.1
perpMarketIndices:
- 0 # SOL
- 9 # SUI

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