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?
- answer: ./top_order_books computes volumes-per-order book
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