implement min order size in exchange - set by exchange
implement max volume per trade - set by us
don't queue triangles for trades while there is already a trade active for that triangle
dont queue triangles when the trading queue is too long
dont trade triangles that have been in the queue too long (i.e. stale triangles)
slippage circuit breaker - stop trading altogether if total slippage exceeds some value
dont have more than 1 limit order open at once
implement min order size in exchange - set by exchange
implement max volume per trade - set by us
don't queue triangles for trades while there is already a trade active for that triangle
dont queue triangles when the trading queue is too long
dont trade triangles that have been in the queue too long (i.e. stale triangles)
slippage circuit breaker - stop trading altogether if total slippage exceeds some value
dont have more than 1 limit order open at once