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Better handling for IG price discrepancies #47

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bug-or-feature opened this issue Oct 18, 2023 · 0 comments
Open

Better handling for IG price discrepancies #47

bug-or-feature opened this issue Oct 18, 2023 · 0 comments

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@bug-or-feature
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We need better notifications where IG prices are wildly different from the underlying future. There was a few weeks recently when the LEANHOG_fsb DEC-23 contract price was nearly 3000 points higher than its underlying future. We need to

  1. trigger a critical alert immediately (arbitrage opportunities?)
  2. list discrepancies in the FSB report
  3. add a pre-trade check before sending an order to the broker
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