From 08378e15cc21aed3167bff0b2e91d17f341c4d9c Mon Sep 17 00:00:00 2001 From: Nikhil Saraf <1028334+nikhilsaraf@users.noreply.github.com> Date: Wed, 14 Jul 2021 21:04:21 +0530 Subject: [PATCH] Add note about resting spread to sample_pendulum --- examples/configs/trader/sample_pendulum.cfg | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/examples/configs/trader/sample_pendulum.cfg b/examples/configs/trader/sample_pendulum.cfg index 16dfdaa7e..220790208 100644 --- a/examples/configs/trader/sample_pendulum.cfg +++ b/examples/configs/trader/sample_pendulum.cfg @@ -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. @@ -54,4 +57,4 @@ MIN_QUOTE=0.0 #################################################################################################### ############################## ALL LISTS AND OBJECTS BELOW THIS LINE ############################### -#################################################################################################### \ No newline at end of file +####################################################################################################