Profit Harvester: Inventory Rebalancing and Price-Burst Trading

Summary

This installment explains two parts of a spot-market strategy. Its account routine estimates total account value using available and frozen balances, marks coin holdings at the best bid, and tracks the coin share of portfolio value. If that share moves outside a narrow band around an intended balance, the routine places small orders to adjust inventory, waits, and cancels pending orders other than the active trade order. It also periodically records the estimated account value.

The main loop looks for short-term price bursts by comparing recent prices with local highs or lows. An upward burst triggers buying with available quote currency; a downward burst triggers selling the coin position. The strategy then adjusts order size and price as orders fill, are canceled, or market prices move, and resets its tick counter after the burst process. The article explains code flow rather than presenting independent results. It gives no backtest, fee analysis, slippage estimate, or evidence that the balance thresholds and burst rules are profitable or robust.

Key ideas

• The account routine estimates portfolio value and the proportion held in the base currency.
• Inventory is rebalanced when the base-currency share moves beyond a threshold around the target allocation.
• Recent price highs and lows are used to detect upward or downward bursts that trigger spot orders.
• Order size and price are revised in response to fills, cancellations, and market movement.
• The article describes implementation logic but provides no performance evidence or cost analysis.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.