feat: CFM bots #528
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feat: CFM bots #528
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cdummett
reviewed
Nov 1, 2023
| best_bid, best_ask = self.vega.best_prices(self.market_id) | ||
| # best_bid, best_ask = self.vega.best_prices(self.market_id) | ||
| buy_vwap = self._execution_price(buy_vol, vega_protos.SIDE_BUY) | ||
| sell_vwap = self._execution_price(buy_vol, vega_protos.SIDE_SELL) |
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Suggested change
| sell_vwap = self._execution_price(buy_vol, vega_protos.SIDE_SELL) | |
| sell_vwap = self._execution_price(sell_vol, vega_protos.SIDE_SELL) |
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Lots of commented out blocks of code in this file?
Is to switch up the scenario quickly or not intentional?
| "spam.protection.max.batchSize": "30", | ||
| "spam.protection.max.batchSize": "200", |
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Not sure about how I feel moving away from mainnet values here.
Maybe a separate genesis for sim works now devops are using market-sim bots?
cdummett
reviewed
Nov 1, 2023
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| figs = price_comp_plots() | ||
| for i, fig in enumerate(figs.values()): | ||
| fig.savefig(f"./cfm_plots/trading-{i}.jpg") |
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I get an error here, manually adding a cfm_plots dir fixed it but may be worth adding a block which creates if it doesn't exist or add the dir it to git.
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Description
A LP bot that places volume on the book following$xy = k$ and sets $k$ to control position.
Closes #522 .
Authored by @TomMcL - I think in the link you gave me you've not pressed "create".