Update trading thresholds in config and main logic for improved order placement
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@@ -13,7 +13,7 @@ from utils.clob_orders import (
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cache_token_trading_infos,
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)
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from utils.cpu_affinity import set_cpu_affinity
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from config import MAX_TRADES
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from config import MAX_TRADES, MAX_TRADING_BPS_THRESHOLD
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gc.disable()
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@@ -76,7 +76,9 @@ async def main():
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up_bid_price = market_data["best_bid_price"]
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up_ask_price = market_data["best_ask_price"]
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if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)):
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if not ((0.2 < up_ask_price < 0.35) or (0.65 < up_bid_price < 0.8)) or (
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market_data["micro_vs_mid_bps"] > MAX_TRADING_BPS_THRESHOLD
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):
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continue
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down_ask_price = 1 - up_bid_price
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