Optiver_HEXCamb2021
Conceptually this is what we are building. 1.) determine the "real price" from the trade history 2.) compare "real price" to the pricebooks 3.) Check risk rules 4.) Send order to the market
Conceptually this is what we are building. 1.) determine the "real price" from the trade history 2.) compare "real price" to the pricebooks 3.) Check risk rules 4.) Send order to the market
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