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create calc_targeted_close_short #125

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dpaiton opened this issue Jun 5, 2024 · 1 comment
Open

create calc_targeted_close_short #125

dpaiton opened this issue Jun 5, 2024 · 1 comment

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@dpaiton
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dpaiton commented Jun 5, 2024

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@wakamex
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wakamex commented Jun 12, 2024

This may not require a new function from scratch. If the market impact of closing a short is the same as opening a long, then we may be able to piggyback on calc_targeted_long to tell us how much of a short we can close. This is currently the logic used in lpandarb.py, so I'm pretty sure it's the case, otherwise the LP and Arb bot wouldn't work.

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