A number of users have reported that the cross-exchange market making strategy sometimes doesn’t place orders, even when the displayed profitability in
status exceeds the
After an audit of the strategy, we believe that we can improve how it works by having it always place orders on the maker book, rather than deciding whether or not to place orders. The maker order prices will be the taker book hedging price (the price at which the bot can hedge a filled order on the taker book) plus
min_profitability and transaction costs.
In addition, this should make the crossMM strategy simpler for those of you who want to customize it. We expect this to be released in the next couple of weeks.
What other changes do you think we should make to the crossMM strategy?