diff --git a/src/index.ts b/src/index.ts index 72988c3..a288df9 100644 --- a/src/index.ts +++ b/src/index.ts @@ -113,9 +113,16 @@ async function fetchEcbFiat(): Promise> { * $0.01000 midpoint dragged the blended mark to $0.00901 against a truth of * $0.00805. A spread that wide on these venues means no counterparty stands * between our quotes, which is the desk pricing itself. WOW-BTC at 10/11 sat is - * 10% wide and prices correctly; 25 keeps that and refuses the reflection. + * 10% wide and prices correctly; 25 kept that and refused the reflection. + * + * Raised to 35 hours later, on evidence: WOW-BTC widened to 26.1% inside the + * hour and fell back to a stale print at 12.0 sat against a 10.5 sat book, a + * 14% error that then tripped the desk's own divergence rail. 25 sat on top of + * this market's ordinary breathing. The docblock this replaced said a 30% + * spread is a normal Tuesday here, and that was right; 35 clears it while + * still refusing the 42% book we are both sides of. */ -const MAX_BOOK_SPREAD_PCT = 25; +const MAX_BOOK_SPREAD_PCT = 35; /** * A cexswap `last` print older than this is not evidence of the current price.