- removed AS implementation
- reworked how features are created
- changed from quoting by time to ticks
Currently taking too long parsing book + features with each order making ws buffer build up.
likely due to some synchrous call blocking event loop + incorrect usage of async await. Probably try moving ws into a different thread.
Still not profitable but ain't bleeding that bad.
Testing out implmentation of Avellaneda Stoikov.
Realized bybit fees are doubled for innovation zone contracts compared to regular perps and incurred more fees than expected.
@Armv7lFx yeah removed stoikov implemenation and started working on few features with book + trade imbal + some simple lin reg and observing how value changes.
@Mtrl_Scientist Currently able to achieve persistence with redis with --appendonly flag and mounting it to a volume through docker.
Been exploring airflow vs dagster. Airflow seemed to require a little bit more infra overhead.
Testing out implmentation of Avellaneda Stoikov.
Realized bybit fees are doubled for innovation zone contracts compared to regular perps and incurred more fees than expected.