Friday, December 2, 2022

Rust pop-quiz: risk assessor

Rust pop-quiz.

You can put in a limit order anywhere on FIN, but how certain are you that it will get filled (in a reasonable time)?

Create a risk-measure per order book per order size and price.

I want to sell 100 $ATOM on ATOM / OSMO at 15 OSMO per.


Is that risky? How?

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