feat: SLA Updates #492
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feat: SLA Updates #492
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davidsiska-vega
approved these changes
Aug 25, 2023
cdummett
reviewed
Aug 25, 2023
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| if remaining > 0: | ||
| next_price = orders[-1].price + mult_factor * self.tick_spacing | ||
| orders.append(MMOrder(remaining / next_price, next_price)) |
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I think since we scale the orders to meet the LP commitment after we create the shape this might be in the wrong place?
Would it not be better in the ShapedMarketMaker _scale_orders method?
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Description
Updates to allow SLA changes to work within market sim
Testing
Running integration tests
Breaking Changes
Various changes to market setup and LP creation. Mainly LP bots would be affected but these should be changed too.
Closes