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nuevoalex/invalidFilter.py

Created July 10, 2019 22:00
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invalidFilter.py
### V2 Invalid Filter:
Get 0x bids (remove all bids where gas fees are > max(5 cents, 1% of the trade's value), we should do this for all books on augur in v2)
valid_revenue = best_bid_quantity*range*(1-reporter_fee-creator_fee)*e^(-.15*time_til_market_finalizes_in_years) - gasToDoATrade - gasToClaimWinnings
valid_cost = best_bid_quantity * (max - best_bid)
valid_profit = valid_revenue - valid_cost
if valid_profit >= 0:
show_market
else:
invalid
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