Quote from: Tytanowy Janusz on October 23, 2020, 07:49:30 PM

Great, good to know that. I think that major factor in this (considering constant computing power) is orderbook depth that bot is subscribing to (i guess that bot is doing calculations every orderbook change? ). Am I right? Are you planning to support adjustable depth?

Not all exchanges allow subscribing to a specific order book depth and for the most part the approach I've taken is to use the solution that can be applied in a generic way to all supported exchanges, so that it's easier to support all exchanges with new features and strategies.

So to answer your question, the bot will subscribe to the entire order book (or everything the exchange will share, sometimes they limit the subscription to like 1000 levels). Then instead of running on every order book change (which can be hard because some exchanges batch them together in subscriptions, some don't), you can instead choose how often the bot will re-run its calculations by specifying a "Calculation interval" in milliseconds in the bot configuration. So for example with a 25ms "Calculation interval" configuration, the bot will calculate spreads every 25ms and submit orders if it finds a scenario matching your configured criteria.