Randomised 'dehumanised'' trade amounts, TO, AWAY weighting from multiple tick resolution

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kobalt
Posts: 11
Joined: Tue Sep 20, 2022 11:16 pm

Randomised 'dehumanised'' trade amounts, TO, AWAY weighting from multiple tick resolution

Post by kobalt » Sat Nov 12, 2022 2:36 am

How to add a randomised [decurver] to amounts, prices..??

This came from curiosity to why the 0.5 tick on Bybit results in noticable performance issues and not at BitMEX...
-why this can decrease trade resolution in a very rounded and would think exploitable way?
(pictures Bybit Inverse... I can see why someone would not advocate using the minimum tick here. I got all bored and nitty with 1 contract spreads and sweepps, fun but that is only viable with rebate... Is this it??)

In any case a slight randomisation to our inputs to blend in better?
- A place in front of ticks used largest volume or behind.
-- these round  price intervals won't improve liquidity in a equalised sense, but sturdy and fun to place sweepable orders to get the teflon working for you..?

The tick resolution prevents orders on and display of all 'in between res spread'
It can even be an un even but roundish price .. [right lol] i.e. $ 17250..
For price axis or notes unless manually input.

[Made me remember the ETH min tick spread when it was still ~$300 with rebate (big enough to create a spread multiplied layered strategy, sadly account: was dEaTH :(] past biases have been deskewed I faded all baths equally.. --BarthFader
 
Attachments
Not using a relatively small ticksize of 10.png
Not using a relatively small ticksize of 10.png (13.19 KiB) Viewed 2183 times
0.5 minimum tick BTC.png
0.5 minimum tick BTC.png (27.16 KiB) Viewed 2183 times

kobalt
Posts: 11
Joined: Tue Sep 20, 2022 11:16 pm

Re: Randomised 'dehumanised'' trade amounts, TO, AWAY weighting from multiple tick resolution

Post by kobalt » Mon Nov 14, 2022 12:19 am

Another observation:
When using place Bid, Ask you know these boys here When not using the minimum tick..
It will not place on BBO but with an offset same as ticks used, might be a few levels in..

So for TCP: can we maybe set a preference there to use BBO or specify your offset?
I get theres price movement but sometimes you really want to be first, but not always as these imbalances are now hoping for chasers to get some liquidity to dump oin. etc..
Also a maybe a PostOnly or checkbox to enable/ disable Market orders (or some preference to not use these elsewhere) would be great.

 
Attachments
TCP.png
TCP.png (6.47 KiB) Viewed 2163 times
buyAsk.png
buyAsk.png (7.57 KiB) Viewed 2163 times

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