The questions are basic, and since I'm just starting to learn the difference in prices, then there are some questions for you to ask. 1: The leverage starts when the price of the digital currency futures is different from the spot price, when the active leg and the passive leg are judged, depending on the volume of the transaction or the marginal price difference 2: I'm currently using the market price to order both sides of the slippage is very large, but there is no mature logic to trade 3: Both sides use the situation of a limited price order, how to deal with one side transaction One side not deal The problem of the uncontracted side withdrawal of the order several times in excess of a certain number of times. The following are some of my questions, which are confused and not clear in terms of logic, and I hope the community leaders will be kind enough to give me some advice.
maxgeYou yourself have said that this is the way to handle it, there is no 100% guarantee that the order will be completed, consider following the price 1 to hang the order, overtime or overprice is the order.
The grassThe processing of interest orders has always been more complex, now the handling costs are expensive, you can consider hanging the order on one side, and after the transaction, eat the order on the other side.
The grassTry to leave enough left over, say, a 200 bill, and you can actually go up to 180.
The KillerI've basically seen the strategy on this side of the forum, there's no detailed code for order processing, does Grasshopper have any resources on this side? I want to refer to the reference, this package looks simple, in fact, there are a lot of problems with the list, at the moment I'm confused about this active list passive list, overpriced list these things are confusing...