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Fast price movements -> Circuit Breaker #4

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kilrau opened this issue Mar 16, 2020 · 1 comment
Open

Fast price movements -> Circuit Breaker #4

kilrau opened this issue Mar 16, 2020 · 1 comment
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P2 mid priority

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@kilrau
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kilrau commented Mar 16, 2020 •
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Off-shoot from #6 (comment). In these times of rapid change, we can see dramatic price volatility, especially for BTC/USD. We'd need a circuit breaker to cancel all open orders for x minutes if a pair's price moves faster than y% per second (or similar).

Todo:

  • define and detect volatility
  • cancel orders
  • detect volatility end
  • re-open orders
@kilrau kilrau added the P2 mid priority label Mar 16, 2020
@kilrau kilrau assigned ghost Mar 16, 2020
@kilrau kilrau changed the title Corona Circuit Breaker Fast price movements -> Corona Circuit Breaker for Arby Mar 16, 2020
@kilrau kilrau mentioned this issue Mar 19, 2020
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@kilrau kilrau mentioned this issue Apr 6, 2020
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@kilrau
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kilrau commented May 5, 2020

Moving this one milestone further

@kilrau kilrau changed the title Fast price movements -> Corona Circuit Breaker for Arby Fast price movements -> Circuit Breaker Jul 7, 2020
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