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SBF
@SBF_FTX
2) that being said, there are some improvements you could make. First, there are still some fake exchanges here. They're a bit tricky to catch--their orderbooks often look real! They tend to be quite thin though. I suspect you may be overweighting spread relative to depth.
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SBF
@SBF_FTX
3) I'm confused about how you're combining markets. It's definitely not a straight average, not is it the top, or anything like that. What is it?
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