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Make position expiry configurable #1029

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holzeis opened this issue Jul 30, 2023 · 12 comments
Closed

Make position expiry configurable #1029

holzeis opened this issue Jul 30, 2023 · 12 comments
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@holzeis
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holzeis commented Jul 30, 2023

At the moment any position expires at the next days midnight. Meaning that a position is at least 24 hours and at most 48 hours open.

This logic is hard-coded. It would be great if we could configure that, not only for testing purposes.

@klochowicz
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Duplicate of #935

@klochowicz klochowicz marked this as a duplicate of #935 Jul 31, 2023
@klochowicz klochowicz closed this as not planned Won't fix, can't repro, duplicate, stale Jul 31, 2023
@holzeis holzeis reopened this Jul 31, 2023
@holzeis
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holzeis commented Jul 31, 2023

Duplicate of #935

This is not a duplicate. The order expiry is unrelated to the position expiry.

@holzeis holzeis changed the title Make position configurable Make position expiry configurable Jul 31, 2023
@klochowicz
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Duplicate of #935

This is not a duplicate. The order expiry is unrelated to the position expiry.

it's different, but of course it's related; they should be changed via the same API, and most likely tackled at the same time.

@bonomat
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bonomat commented Aug 7, 2023

I don't think so.
The order is the thing which is in the orderbook, the position is the thing the trader has locally.
Both expiries are different, e.g. the order may expire in 1 minute, while the position expires in ~24h.

@klochowicz
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Aren't they both essentially terms, on which maker wants to offer anything?
Of course they're used in different times, but I would fully expect for both being configurable from the maker side.
After all, in the ideal world they'd set how long their orders are active and how long to set positions up for (minus platform constraints).

@bonomat
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bonomat commented Aug 28, 2023

Hi @klochowicz : you've been assigned to this since 2 weeks. Are you working on it? If not, please unassign yourself

@klochowicz
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Hi @klochowicz : you've been assigned to this since 2 weeks. Are you working on it? If not, please unassign yourself

I was 90% in, but then noticed that it was removed from iteration after last objective alignment, so I focused on more pressing things. I will post it today, because it's close to completion.

@bonomat
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bonomat commented Aug 28, 2023

Sounds good. Thanks for clarification.

@bonomat
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bonomat commented Sep 5, 2023

Deprioritized for now.

@klochowicz klochowicz linked a pull request Sep 5, 2023 that will close this issue
@klochowicz
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I've linked the work that I've done on this ticket, to whoever wants to pick it up.

@holzeis
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holzeis commented Sep 12, 2023

Can we close that ticket, now that we are using a logic to calculate the expiry time?

@bonomat
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bonomat commented Sep 12, 2023

I think so, changing this calculation logic with a config might be a bit too complex.

@bonomat bonomat closed this as completed Sep 12, 2023
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3 participants