10-24-2018, 09:42 AM
From kraken api description https://www.kraken.com/help/api I had the ordertype=market in mind to go the market taker way. But of course, keeping the limit order and moving the price limit deeply into the orderbook to achieve immediate/partial market taking is a great idea, I did not have this present at this moment, but very nice. This will only need small gekko code changes ...maybe add a new param to the advice, e.g. setTakerLimit=2 to calculate a price limit of -2% against to topmost orderbook price? In this case you could decide in the strategy advice how much market taking you want...do you think it will work with this price limit adjustment out of the box?