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Project refactor and overhaul #15
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Hi Aureliano90, Regards, |
Thank you for your comments. I see three areas to improve:
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One thing I may want to address is that multicurrency cross-margin may not be the silver bullet to volatile market, because of such thing calls "discount rate"(https://www.okx.com/trade-market/discountrate). Basically, for many of the arbitrage pairs, only 50% value of your spot position is counted as margin. Let's say you short 100 crypto A by perpetual and long 100 crypto A in spot market. The value of your spot will be discounted to 50 crypto A when counted towards margin, making you vulnerable to volatile market. Mathamatically, you account will be liquidated if A rises by 200%(assuming 2x leverage). This is unlikely, but possible, considering TRB rose 250% in less than 5 minutes on Jan 1. I knew a lot of arbitrageurs lost everything because of TRB, and the important thing is that we can learn a lesson from the past and find a way to deal with those vicious market manipulation when arbitraging. |
Regarding bugs, I also had some to share:
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Thank you.
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This project was started when I was a newbie in Python and software development. I am glad it gathers a decent number of stars and hopefully some usage. However it feels outdated and lacking maintenance even though it still functions and makes money.
Therefore I'm soliciting feedbacks or suggestions to make an improvement plan. Given enough feedbacks and community contribution, an improvement plan will take effect.
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