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Add note about resting spread to sample_pendulum
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nikhilsaraf authored Jul 14, 2021
1 parent 9615bc9 commit 08378e1
Showing 1 changed file with 4 additions and 1 deletion.
5 changes: 4 additions & 1 deletion examples/configs/trader/sample_pendulum.cfg
Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,9 @@ AMOUNT_BASE_SELL=100.0
# The intuition behind this is that in order to complete a roundtrip (buy followed by sell, or sell followed by buy), you will
# make two trades which will cost you (2 x fee) as a percentage of your order size.
# By setting a spread value greater than or equal to (2 x fee) you are accounting for the fees as a cost of your trading activities.
#
# Note 3: The resting spread is ~33% more than the SPREAD value that you configure here. If you want the resting spread to be ~1% then
# you should set the SPREAD here at 0.75%.
SPREAD=0.001

# max number of levels to have on either side. Defines how deep of an orderbook you want to make.
Expand All @@ -54,4 +57,4 @@ MIN_QUOTE=0.0

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