Updated as of v0.35.0
Users now have the option to automatically adjust the prices to the right, just above the top bid and just below the top ask.
Note
order_optimization_enabled
was previously called jump_orders_enabled
order_optimization_enabled
Allows your bid and ask order prices to be adjusted based on the current top bid and ask prices in the market.
Prompt:
Do you want to enable best bid ask jumping? (Yes/No)
>>> Yes
ask_order_optimization_depth
The depth in base asset amount to be used for finding top ask.
Prompt:
How deep do you want to go into the order book for calculating the top ask, ignoring dust orders on the top (expressed in base asset amount)?
>>>
bid_order_optimization_depth
The depth in base asset amount to be used for finding the top bid.
Prompt:
How deep do you want to go into the order book for calculating the top bid, ignoring dust orders on the top (expressed in base asset amount)?
>>>
How it works
This feature works best in single order mode. Take note that this does not automatically jump your orders from the bottom to the top. Instead, if your orders are already the best in the order book (at the top) this will adjust your prices right next to the next best orders.
It is recommended to disable add_transaction_costs
(set to False
) for this feature to work effectively. This is because adding transaction costs would affect the prices at which the orders are placed and might not be the best bid/ask.
Sample configuration
- bid_spread: 0.1%
- ask_spread: 0.1%
- order_optimization_enabled: false
- ask_order_optimization_depth: 0
- bid_order_optimization_depth: 0
Setting our bid and ask threshold to a very small value (0.1%) puts our orders at the top of the order book. For example, the image below shows the buy order is placed at 0.003159
and the sell order at 0.003165
with the order optimization disabled.
Now let’s enable order_optimization_enabled
. You’ll see in the next image that the buy order is placed at 0.003150
and the sell order at 0.003174
, right just above the next best order.
- bid_spread: 0.1%
- ask_spread: 0.1%
- order_optimization_enabled: True
- ask_order_optimization_depth: 0
- bid_order_optimization_depth: 0
If the next best order’s price changes (not your own), your existing orders will not adjust immediately. It will wait for order_refresh_time
to cancel your existing orders and the new orders will try to jump to just above best bid or just below best ask.
Order optimization depth
This allows users to ignore dust orders specified in the base currency amount. As shown in the example above, this is the expected behavior when enabling order optimization.
- bid_spread: 0.1%
- ask_spread: 0.1%
- order_optimization_enabled: True
- ask_order_optimization_depth: 0
- bid_order_optimization_depth: 0
Here we configure and set ask_order_optimization_depth
and bid_order_optimization_depth
both to 5,000.
- bid_spread: 0.1%
- ask_spread: 0.1%
- order_optimization_enabled: True
- ask_order_optimization_depth: 5000
- bid_order_optimization_depth: 5000
Doing this ignores the first 5,000 units of orders on each side in the order book and places our orders right next to them.
Order optimization with multiple order levels
Users can now use order optimization with multiple order_levels
see the example below. Order optimization is triggered, and it placed the 2nd order, which has a spread of 0.2% because of order_level_spread
.
- bid_spread: 0.1%
- ask_spread: 0.2%
- order_levels: 2
- order_level_spread: 0.1%
- order_optimization_enabled: True
- ask_order_optimization_depth: 0
- bid_order_optimization_depth: 0
Last update:
2021-12-15
Thanks for sharing. I read many of your blog posts, cool, your blog is very good.
Your article helped me a lot, is there any more related content? Thanks!
Thanks for sharing. I read many of your blog posts, cool, your blog is very good. https://www.binance.com/en/register?ref=GJY4VW8W
Your point of view caught my eye and was very interesting. Thanks. I have a question for you. https://accounts.binance.com/uk-UA/register?ref=FIHEGIZ8
Thank you very much for sharing, I learned a lot from your article. Very cool. Thanks. nimabi
I would want to express my sincere gratitude to the proprietor of this website for taking the time to share this outstanding piece of writing with me here.
Thank you for your sharing. I am worried that I lack creative ideas. It is your article that makes me full of hope. Thank you. But, I have a question, can you help me? https://www.binance.info/pt-BR/join?ref=S5H7X3LP
It was great seeing how much work you put into it. Even though the design is nice and the writing is stylish, you seem to be having trouble with it. I think you should really try sending the next article. I’ll definitely be back for more of the same if you protect this hike.
Normally I do not read article on blogs however I would like to say that this writeup very forced me to try and do so Your writing style has been amazed me Thanks quite great post
Attractive section of content I just stumbled upon your blog and in accession capital to assert that I get actually enjoyed account your blog posts Anyway I will be subscribing to your augment and even I achievement you access consistently fast
Nice blog here Also your site loads up fast What host are you using Can I get your affiliate link to your host I wish my web site loaded up as quickly as yours lol
Hi i think that i saw you visited my web site thus i came to Return the favore I am attempting to find things to improve my web siteI suppose its ok to use some of your ideas
Ao tentar espionar o telefone de alguém, você precisa garantir que o software não seja encontrado por eles depois de instalado.
Você pode usar o software de gerenciamento dos pais para orientar e supervisionar o comportamento dos filhos na Internet. Com a ajuda dos 10 softwares de gerenciamento de pais mais inteligentes a seguir, você pode rastrear o histórico de chamadas de seu filho, histórico de navegação, acesso a conteúdo perigoso, aplicativos que eles instalam etc.
Rastreador de celular – Aplicativo de rastreamento oculto que registra localização, SMS, áudio de chamadas, WhatsApp, Facebook, foto, câmera, atividade de internet. Melhor para controle dos pais e monitoramento de funcionários. Rastrear Telefone Celular Grátis – Programa de Monitoramento Online. https://www.xtmove.com/pt/
You appear to be able to read my thoughts. It’s as though you authored the book on this subject or something. You seem to know so much about it. I think a few graphics could help to emphasise the point a little bit more, but other than that, this is a terrific blog, and I will surely be back.
I don’t think the title of your article matches the content lol. Just kidding, mainly because I had some doubts after reading the article.
I have read some excellent stuff here Definitely value bookmarking for revisiting I wonder how much effort you put to make the sort of excellent informative website
Normally I do not read article on blogs however I would like to say that this writeup very forced me to try and do so Your writing style has been amazed me Thanks quite great post
Somebody essentially lend a hand to make significantly articles Id state That is the very first time I frequented your website page and up to now I surprised with the research you made to make this actual submit amazing Wonderful task
Hello Neat post Theres an issue together with your site in internet explorer would check this IE still is the marketplace chief and a large element of other folks will leave out your magnificent writing due to this problem
Thanks for sharing. I read many of your blog posts, cool, your blog is very good.
I was suggested this web site by my cousin Im not sure whether this post is written by him as no one else know such detailed about my trouble You are incredible Thanks
of course like your website but you have to check the spelling on several of your posts A number of them are rife with spelling issues and I in finding it very troublesome to inform the reality on the other hand I will certainly come back again
You have been working hard, and you’ve created beautiful things. The visual presentation is elegant, and the written content is top-notch. Despite the fact that you appear concerned about the possibility of delivering something that may be considered questionable, I believe that you will be able to resolve this problem quickly.
Hi my loved one I wish to say that this post is amazing nice written and include approximately all vital infos Id like to peer more posts like this
Hi my family member I want to say that this post is awesome nice written and come with approximately all significant infos I would like to peer extra posts like this
Its like you read my mind You appear to know so much about this like you wrote the book in it or something I think that you can do with a few pics to drive the message home a little bit but instead of that this is excellent blog A fantastic read Ill certainly be back
Hey there You have done a fantastic job I will certainly digg it and personally recommend to my friends Im confident theyll be benefited from this site
Your blog is a testament to your dedication to your craft. Your commitment to excellence is evident in every aspect of your writing. Thank you for being such a positive influence in the online community.
you are in reality a just right webmaster The site loading velocity is incredible It seems that you are doing any unique trick In addition The contents are masterwork you have performed a wonderful task on this topic
Thank you I have just been searching for information approximately this topic for a while and yours is the best I have found out so far However what in regards to the bottom line Are you certain concerning the supply
Meu primo me recomendou este site, não tenho certeza se este post foi escrito por ele, pois ninguém mais sabe tão detalhadamente sobre minha dificuldade. Você é maravilhoso, obrigado
O que eu não entendo é na verdade como você não é realmente muito mais querido do que é agora Você é muito inteligente Você sabe, portanto, significativamente no caso deste tópico que me produziu individualmente, imagine-o de vários ângulos diferentes É como homens e mulheres não pareça fascinado até que seja algo a ver com Mulher gaga Suas próprias coisas são legais Todo o tempo cuide disso
Magnificent beat I would like to apprentice while you amend your site how can i subscribe for a blog web site The account helped me a acceptable deal I had been a little bit acquainted of this your broadcast offered bright clear idea
Hi i think that i saw you visited my web site thus i came to Return the favore I am attempting to find things to improve my web siteI suppose its ok to use some of your ideas
buy lasuna paypal – cheap diarex sale himcolin sale
Wonderful beat I wish to apprentice while you amend your web site how could i subscribe for a blog web site The account aided me a acceptable deal I had been a little bit acquainted of this your broadcast provided bright clear idea
order besivance without prescription – buy sildamax pill where to buy sildamax without a prescription
startup talky naturally like your web site however you need to take a look at the spelling on several of your posts. A number of them are rife with spelling problems and I find it very bothersome to tell the truth on the other hand I will surely come again again.
Olá, acho que vi que você visitou meu site, então vim retribuir o favor. Estou tentando encontrar coisas para melhorar meu site. Suponho que não há problema em usar algumas de suas ideias
order gabapentin 600mg generic – gabapentin 100mg ca how to buy azulfidine
Real Estate naturally like your web site however you need to take a look at the spelling on several of your posts. A number of them are rife with spelling problems and I find it very bothersome to tell the truth on the other hand I will surely come again again.
Real Estate Hi there to all, for the reason that I am genuinely keen of reading this website’s post to be updated on a regular basis. It carries pleasant stuff.
benemid buy online – order probenecid 500mg without prescription tegretol 200mg over the counter
للتطبيقات في البيئات المسببة للتآكل، يقدم مصنع إيليت بايب أنابيب التيتانيوم التي توفر قوة لا مثيل لها ومقاومة فائقة. هذه الأنابيب مثالية للصناعات التي تتطلب أداءً متميزًا تحت الظروف القاسية. التزامنا بالجودة يجعل مصنع إيليت بايب الخيار الأول في العراق لأنابيب التيتانيوم. اكتشف المزيد عن منتجاتنا على elitepipeiraq.com.
أنابيب الألمنيوم في العراق يتفوق مصنع إيليت بايب في توفير أنابيب الألمنيوم عالية الجودة في العراق. معروفة بخفتها وخصائصها المقاومة للتآكل، تعد أنابيب الألمنيوم لدينا مثالية لمجموعة من التطبيقات، من البناء إلى النقل. تضمن طرق الإنتاج المتقدمة المستخدمة في مصنع إيليت بايب أن تكون أنابيب الألمنيوم لدينا قوية وموثوقة، تلبي متطلبات مختلف الصناعات. كاسم رائد في القطاع، تظل مصنع إيليت بايب مكرسة لتقديم منتجات متفوقة وخدمة استثنائية. لمزيد من التفاصيل حول أنابيب الألمنيوم لدينا، يرجى زيارة موقعنا الإلكتروني على ElitePipe Iraq.
Family Dollar I truly appreciate your technique of writing a blog. I added it to my bookmark site list and will
Sky Scarlet naturally like your web site however you need to take a look at the spelling on several of your posts. A number of them are rife with spelling problems and I find it very bothersome to tell the truth on the other hand I will surely come again again.
dodb buzz Hi there to all, for the reason that I am genuinely keen of reading this website’s post to be updated on a regular basis. It carries pleasant stuff.
Thinker Pedia I appreciate you sharing this blog post. Thanks Again. Cool.
Isla Moon Great information shared.. really enjoyed reading this post thank you author for sharing this post .. appreciated
Your point of view caught my eye and was very interesting. Thanks. I have a question for you.
Noodlemagazine This was beautiful Admin. Thank you for your reflections.
Your article helped me a lot, is there any more related content? Thanks!
Thanks for sharing. I read many of your blog posts, cool, your blog is very good.
Glue Dream strain very informative articles or reviews at this time.
Glue Dream strain You’re so awesome! I don’t believe I have read a single thing like that before. So great to find someone with some original thoughts on this topic. Really.. thank you for starting this up. This website is something that is needed on the internet, someone with a little originality!