Scale Orders
scale <side> <size> into <count> from <price> to <price>
Place <count> number of orders of a given total <size> between the two prices (order of prices not important). Can also specify to reduce (see example)
scale buy 10 into 10 from 31000 to 32000
scale sell 10000$ into 25 from 50000 to 48500 reduce
scale <side> <size> into <count> from <price> to <price>
Scale Side's price offset can be mimicked and mixed with other types of figures
scale buy 1000$ into 10 from -0.25% to -1%
scale sell 1 into 5 from +1% to 32000 reduce
scale <side> <size> into <count> from <price> to <price> cubic <skew>
As above, but specifying either cubic or icubic followed by a skew figure between 0.0 and 1.0 to specify how to distribute the orders
scale buy 20000 into 10 from 31250 to 32000 icubic 1.0
scale buy 10000$ into 30 from 20500 to 20750 cubic 0.25 reduce
scale <side> <size> into <count> from <price> to <price> cubic <price-skew> cubic <size-skew>
For size distribuition you can add a size skew right after the price skew. However as the only exception, size skew comes after <reduce> If you only want to use only size distribution, you have to use linear 1 (arbitrary number between 0-1) for price distribution
scale buy 10000 into 10 from 50000 to 49000 cubic 1.0 cubic 0.8
scale sell 1 into 10 from 90000 to 100000 cubic 0.25 reduce cubic 0.5
scale buy 50000 into 10 from 30000 to 29500 linear 1.0 cubic 0.8
When using cubic:
For buy orders:
With a bias of skew 1: distribution towards price range high.
With a bias of skew 0: distribution towards price range low.
For sell orders:
With a bias of skew 1: distribution towards price range low.
With a bias of skew 0: distribution towards price range high.
When using icubic:
For buy orders:
With a bias of skew 1: distribution towards price range low.
With a bias of skew 0: distribution towards price range high.
For sell orders:
With a bias of skew 1: distribution towards price range high.
With a bias of skew 0: distribution towards price range low.
Last updated