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wsarbi [2016/05/02 17:01] – created donpdonpwsarbi [2016/05/02 17:44] donpdonp
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 Unified Orderbook Unified Orderbook
  
-Imbalance Measurement  +### Imbalance Measurement  
-specify exchange balances + 
-unbounded balances+#### Specify existing balances 
 +  Gives total plan, multi-exchange execution 
 + 
 +#### Assume maximum balance, calculate per exchange 
 +  Gives plans for each exchange, but only one is executable (makes others invalid) 
 +  * Indicates which exchanges are optimal
  
wsarbi.txt · Last modified: 2024/01/31 04:08 by 127.0.0.1