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Description
The aim is to create a simple CFM bot that will place volume according to the
The logic should be the following:
- work out the volume at each tick between one tick from last traded price to min / max implied by the
lpPriceRange
parameter. - at each time step it should cancel all it's old volume and dump new volume on the book.
- Use
$xy = k_b$ for incoming buy orders and$xy = k_s$ for incoming sell orders with$k_b$ and$k_s$ adjusted based on position size, so that "if I am already short buy orders get a bad price from me but sell orders get a good price from me".
Context: we want to get a feeling for how this: vegaprotocol/specs#1990 would work.
Follow up: once this is done we'll do a ticket for a Uniswap v3 type curve. One step at a time.
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