Active Markets Filter
The Active Markets Filter sorts markets based on selected criteria and limits the number of markets the algorithm works on simultaneously. Helps properly distribute funds and comply with exchange quantitative rules.
Sorting Criteria
Click "+ Add filter" to add a sorting criterion. Available options:
Relative Delta Sorting by relative price change over the selected period.
Absolute Delta Sorting by absolute price change over the selected period.
24-hour QAV (Quoted Asset Volume) Sorting by trading volume in the quoted asset over the last 24 hours. Allows selecting the most liquid markets.
Sorting Direction
For each filter, select direction:
↑ Ascending — from smaller values to larger
↓ Descending — from larger values to smaller
💡 You can add multiple filters simultaneously. If there are several sorting principles, results are combined: each filter forms its own list, then lists are summed taking weights into account.
Basic Settings
Max Active Markets
Set the maximum number of markets the algorithm will work on simultaneously.
How it works: The algorithm sorts all available markets by selected criteria and chooses the top N most suitable ones. If you set 20 — the algorithm will only work on 20 markets matching the sorting criteria.
Example: In global filters, the quote asset USDT is specified — resulting in a list of 100+ markets. You add a "5-second Relative Delta" filter with descending sorting and set max = 10. The algorithm will work on the 10 markets with the highest price growth over the last 5 seconds.
Ignore First
When creating the list, the first N coins from the sorted list will be ignored.
Why this is needed: Allows skipping the most active markets and working with the next ones on the list. Useful for distributing load between multiple algorithms.
Example: First algorithm works on top-10 markets (ignore first = 0, max = 10). Second algorithm is configured for the next 10 markets (ignore first = 10, max = 10). Third — for markets in positions 21-30 (ignore first = 20, max = 10).
Result: Three algorithms work on different markets without overlaps.
List Sorting Frequency
Determines how often the active markets list is updated (specified in seconds).
How it works: The list is resorted at the specified frequency based on current values of selected filters. This allows the algorithm to always work on the most relevant markets.
Why Active Markets Filter is Needed
1. Limiting Simultaneously Working Markets Control the load on the algorithm and terminal by working only with the most promising markets.
2. Compliance with Exchange Quantitative Rules Use multiple algorithms with different parameters without violating exchange limits on order quantity.
3. Convenient Balance Distribution Evenly distribute funds between the selected number of markets, avoiding excessive capital dispersion.
Configuration Examples
Example 1: One Algorithm on Top-20 Markets
Max active markets: 20
Ignore first: 0
List sorting frequency: 60 seconds
Result: Algorithm works on the 20 most active markets, list updates every minute.
Example 2: Three Algorithms Without Overlaps
Algorithm 1:
Max active markets: 10
Ignore first: 0
Algorithm 2:
Max active markets: 10
Ignore first: 10
Algorithm 3:
Max active markets: 10
Ignore first: 20
Result: Each algorithm works on its own 10 markets (positions 1-10, 11-20, 21-30). Overall load is distributed, quantitative rules are observed.
Example 3: Skipping Most Volatile
Max active markets: 15
Ignore first: 5
List sorting frequency: 120 seconds
Result: Algorithm skips the 5 most volatile markets and works on the next 15 (positions 6-20). Suitable for strategies avoiding extreme volatility.
Interaction with Filters Check Frequency
It's important to understand the difference between Filters Check Frequency for the entire algorithm and List Sorting Frequency in the Active Markets Filter.
List Sorting Frequency determines only the periodicity of updating the order of active trading pairs in the list according to the specified filter criterion.
At the same time, all other algorithm filters (such as price step, mark price, delta filters, etc.) check data for trading pairs from the list with the frequency specified in Filters Check Frequency, and allow placing an order only if all data for the pair at the time of check is within the ranges allowed by the filters.
Example:
List sorting frequency: 60 seconds
Filters check frequency: 10 seconds
Once every 60 seconds, the algorithm will update the list of active trading pairs.
Every 10 seconds, trading filters will check whether an order can be placed (or not cancelled) on each trading pair in this list.
After 60 seconds, the list of active pairs will change.
Trading filters every 10 seconds will continue checking trading pairs from the new list for compliance.
In this example, an order on a trading pair can be cancelled due to it leaving the active list once every 60 seconds, and due to going outside the ranges allowed by trading filters — once every 10 seconds.
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