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You're probably thinking of my post from a few weeks ago in this thread https://news.ycombinator.com/item?id=16922538 https://news.ycombinator.com/item?id=16922
by lisbakke 8y ago
You're probably thinking of my post from a few weeks ago in this thread https://news.ycombinator.com/item?id=16922538 https://news.ycombinator.com/item?id=16922538
I'm tracking order positions with an in memory orderbook. When gdax accepts my order I know where I end up. I average spot 1.45 when the spread changes. It's hard to get closer to perfect 1.00 because of limit taker orders which, if placed right, always get 1.00 after the taker portion is calculated and the maker is placed 1 cent from other other side.
- alephnan 8y ago> I'm tracking order positions with an in memory orderbook. Yes, but you still didn't address the question of what are you basing your claim of being the fastest off of.
- lisbakke 8y agoWhat?
- tqkxzugoaupvwqr 8y agoHe asked you how you know your bot is the fastest, and if you can prove it.
- lisbakke 8y agoI answered it already. When the spread changes my bot is the first one to the new best bid / ask.