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[2] Good First IssueGood First IssueGood First Issue[3] Type: Enhancement[4] Priority: Low[5] Small TaskIndicates size of task. Est. between one and two hoursIndicates size of task. Est. between one and two hours
Description
Last own trade (filled order) price as the new center price - as an option for center price source. Choosing this would discard other center price sources, but similarly work in combination with offset and order size options.
This is very simple. I also think it will improve performance - especially in trending markets - and make it harder to manipulate.
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[2] Good First IssueGood First IssueGood First Issue[3] Type: Enhancement[4] Priority: Low[5] Small TaskIndicates size of task. Est. between one and two hoursIndicates size of task. Est. between one and two hours