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@tristanstraub
Last active December 28, 2015 07:36
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Assumptions:
1. Bots like to trade at the same quantities each time.
Profitable trades can be identified from the ticker when correlated with this unique quantity.
2. Order id and timestamps are monotonically increasing.
Orders made at regular intervals provide a correspondence between timestamp ranges
and order id ranges.
3. The most profitable trader is the inside trader.
Givens:
1. Cancel-order provides the account number of the order owner.
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