Long Maturity Strategy

This strategy is an upgrade of the Basic strategy. The goal is to prioritize rates over maturity. The bet is that 30-days loans will be closed out long before 30 days, so we can focus on highest available rates whatever the maturity.

This strategy uses the bids and asks books, ie. the lenders side and the borrowers side. It also gets the last matched loans.

Between those three books the strategy searches the best rate. Indeed sometime the highest bid rate is better than the lowest ask rate, but with a longer maturity, for instance with loans for 30-days instead of 2-days.

It will create an offer with the best rate found, with the corresponding maturity.

Rate = max of (max of( last n matches), max demand rate, min offer - minimum depth)

This strategy is activated on top of the basic, and it can be used in parrallel with the Adaptive min rate strategy

Warning: this strategy bypasses the settings Thresold long offer and Max loan duration. It may place 30 days offers.

There is 1 setting for this strategy:

  • Last N matches: The Long maturity strategy parses through the N last matched loans to get the last max rate. Default is 20.
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