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Seems like spread is lower than we'd expect:
ID Trading Pair State Reserves Trading Function plpid17syw9sl0mwsrr482hxf7y9tmh0jv7w6hs6277nzv80rwe8a636kqwnl8k7 (test_usd, test_atom) opened (1475645.79296386000351049, 3333129.882812) fee: 7bps, p/q: 0.000000, q/p: 10904000000000.000000000000000000 plpid1kjqpfh7ua7epfdxr2pdzvut3ne0w66kdf4nxnjsnyjqklsy2dj5qs5faym (test_btc, test_eth) opened (1995754.39095497, 1991842.091083526611328125) fee: 0bps, p/q: 151515151515.151520, q/p: 0.000000000006600000 plpid1lzw82fhhtdfccj77lxc7hq7axz0u9awajvje8auqda8j9z3mn40qgz9ugh (test_btc, test_usd) opened (2005718.42491626, 1411875.357335929948021658) fee: 2bps, p/q: 269594400000000.000000, q/p: 0.000000000000003709 plpid1uqz2wee8cjnrpnutepxuj4r8kmtdz7tjy9kc3u0952pm0vwr6kzqhews9f (test_usd, test_eth) opened (1507059.578293592494446784, 1994176.059961318969726562) fee: 3bps, p/q: 0.000557, q/p: 1795.420000000000072760
The text was updated successfully, but these errors were encountered:
The spreads need to be multiplied by 2, currently they are only reflecting the distance between the midpoint and best bid.
ID Trading Pair State Reserves Trading Function plpid17mp92jyulqfvrzcf70ufyt8zaz58yx8vv70n4x49n2h2x0q2z9uq5y6jg3 (test_btc, test_atom) opened (1250000, 2500000) fee: 29bps, p/q: 24.509804, q/p: 0.040800000000000003 plpid17scedn6mclhh5q62llnyzwh0hwwyqvge6smpneakytjdzzzzmlmsc97h4p (test_usd, test_eth) opened (156250, 625000) fee: 1bps, p/q: 0.000555, q/p: 1800.339999999999918145 plpid19v7le8kah45gzzrehmuffqgkyhv4ewm4egw9lmv8yrqhlxtjtjhqcfdl02 (test_btc, test_usd) opened (625000, 312500) fee: 1bps, p/q: 270577500000000.000000, q/p: 0.000000000000003696 plpid1hhepyuzrvv88mx42d5gxr7gengllsawh4hpfmefq8atd7wulxens2hsf3y (test_usd, test_atom) opened (2578125, 3125000) fee: 7bps, p/q: 0.000000, q/p: 11054000000000.000000000000000000 plpid1wwxn0lyp03pkwhjj5h4gjlzmlga6y0zfvt606feucqh63gfka06qxkkmwa (test_btc, test_eth) opened (312500, 1250000) fee: 4bps, p/q: 151515151515.151520, q/p: 0.000000000006600000
For the test_usd, test_eth pair:
test_usd, test_eth
>>> best_bid = 1799.91000000 >>> best_ask = 1800.44000000 >>> midpoint = (best_bid + best_ask)/2.0 >>> midpoint 1800.1750000000002 >>> (midpoint - best_bid) / midpoint 0.00014720791034210563 >>> ((midpoint - best_bid) / midpoint) * 100 * 100 1.472079103421056 >>> ((best_ask - best_bid) / midpoint) * 100 * 100 2.9441582068408496
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Seems like spread is lower than we'd expect:
The text was updated successfully, but these errors were encountered: