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wsarbi [2016/05/02 10:01]
donpdonp
wsarbi [2016/06/25 11:25] (current)
Line 3: Line 3:
 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: 2016/06/25 11:25 (external edit)