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Normalizing Ticker Symbols Across Exchanges in a Multi-Venue Bot
BTC-USD, XBTUSD, and BTC/USDT can be three different instruments. Here is the mapping layer I use to keep a multi-exchange bot from firing an order into the wrong market.
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BTC-USD, XBTUSD, and BTC/USDT can be three different instruments. Here is the mapping layer I use to keep a multi-exchange bot from firing an order into the wrong market.