- [NOW] Disable auto selected NF and BNF in DOS form
- UI - throw an error if nothing is selected
- [NOW] make instruments file available in redis on first call
- [NOW] add an option to not take the trade if skew is greater than another custom user entered skew %. So ideal skew can be 10%, but reject skew can be 30%.
- [LATER] Reduce delay for everyone else. Save response in redis cache from signlax repo
- [LATER] calculate skews of ATM+- strikes and take trade in whatever has least skew
/** https://www.investopedia.com/terms/s/syntheticfuturescontract.asp
A synthetic futures contract uses put and call options with the same strike price and expiration date to simulate a traditional futures contract. so, basically what I am suggesting is … for your ATM straddle follow this algo Look at spot. Pick strike closest to it … say S1 Get prices of S1 CE and S1 PE (these will be very liquid) compute F = S1 + CE - PE Compute S2 closest to F Use S2 as the apex of your straddle. If S2 is different from S2, get prices of CE and PE again Then follow usual procedure
**/
TODO
- Allow interrupts from even when queue is in progress (by checking for db props before punching orders)
- Move terminate trades button to profile page
- button to cleanup redis memory