Strategy file: glostenMilgrom.js Market: spot
Description
Glosten-Milgrom (1985) Bayesian adverse-selection model. Quotes around the inferred expected value with asymmetric spreads driven by informed-trader probability. Spot.
How it works
The Glosten-Milgrom (1985) model treats the market as a sequential trade game where a market maker faces a mix of informed and noise traders. Let V ∈ {V_L, V_H} be an unobserved fundamental value and π = P(V = V_H) the maker's prior. On each trade the maker posts an ask satisfying the zero-expected-profit condition ask = E[V | next order is a BUY] and a bid satisfying bid = E[V | next order is a SELL]. Because informed traders buy only when they know V = V_H, an observed buy raises π via Bayes' rule, and conversely for a sell. The bid-ask spread that emerges is purely an adverse-selection premium — not an inventory or order-handling cost — and widens with the informed-trader fraction α and the value-uncertainty width δ. This is the canonical microstructure model linking spread to information asymmetry, and forms the foundation of every modern quoting model that distinguishes informed from uninformed flow.
Capital & Period
Order sizing and candle timeframe
| Key | Type | Default | Description |
|---|---|---|---|
PERIOD |
select | 5 |
Candle timeframe. GM updates the belief from individual counterparty trade observations, so PERIOD mainly affects how often new fills arrive at the strategy. |
TRADING_LIMIT |
range (range 100..5000) | 900 |
Gunbot-level cap on a single buy order; keep equal to Per-order size. |
GM_TL |
range (range 100..5000) | 900 |
Quote-currency notional per resting quote order. |
GM_CAPITAL_ALLOC |
range (range 500..50000) | 9090 |
Per-pair capital cap in quote currency. |
Allocation
How much of THIS pair’s wallet the strategy may use, what it must start with, and the hard config gate. Trading is BLOCKED until Wallet allocation % is set AND Allocation confirmed is ON. Optional grid splits an order into laddered post-only rungs for better fills.
| Key | Type | Default | Description |
|---|---|---|---|
ALLOC_PCT |
range (range 1..100) | 25 |
Percentage of THIS pair’s wallet balance the strategy may deploy. Effective cap = min(wallet × this %, the absolute Capital allocation). Every order is clamped to it and can never exceed it. REQUIRED — trading is blocked until this is set (>0) and Allocation confirmed is ON. |
ALLOC_CONFIRMED |
boolean | False |
Explicit acknowledgement that the allocation above is correct for this pair. The strategy will NOT place any entry order until this is ON. A clear "ALLOCATION CONFIGURED" line is logged once it is; otherwise an "ALLOCATION NOT CONFIGURED — refusing to trade" line is logged each cycle. |
ALLOC_SPLIT_TOL |
range (range 0..100) | 15 |
How far the starting base/quote split may deviate from what this strategy needs before it refuses to start. Long-only strategies want mostly quote/cash; two-sided market-makers want ~50/50 base/quote; futures want free margin. Mismatch beyond this % blocks trading (unless Enforce start inventory is OFF). |
ALLOC_ENFORCE_SPLIT |
boolean | True |
When ON, the strategy refuses to trade until the starting base/quote split is within tolerance of what it needs (archetype-aware). When OFF, a mismatch is logged as a warning but trading proceeds. |
ALLOC_AUTO_REBALANCE |
boolean | True |
Two-sided market-makers only. ON by default: if the pair starts off the target base/quote split, the strategy places a single bounded market order on start to reach it (e.g. buys ~half the allocation into base for a 50/50 maker), then begins normal trading. Set to OFF to instead stay blocked and log the exact amount to buy/sell manually. Long-only and futures strategies ignore this. |
ALLOC_RESERVE_PCT |
range (range 0..50) | 0 |
A buffer, as % of wallet, kept BELOW the allocation cap and never deployed. Use to leave headroom for fees/slippage. Effective cap = min(wallet × allocation %, absolute cap) − wallet × this %. |
GM_GRID |
boolean | False |
When ON, an entry order is split into several laddered post-only rungs across a price band instead of one order — often gets better average fills. Cumulative size is still clamped to the allocation. OFF = single order. |
GM_GRID_LEVELS |
range (range 2..10) | 3 |
Number of laddered rungs to split an entry into when "Split entries into a grid" is ON. More rungs = finer fills but more orders. |
GM_GRID_SPAN_PCT |
range (range 0.1..5) | 0.5 |
Price band width, as % from the reference price, across which the grid rungs are spread. e.g. 0.5 places rungs from the reference price down to 0.5% below it (for buys). |
GM Bayesian Model
Belief, asymmetric quoting
| Key | Type | Default | Description |
|---|---|---|---|
GM_BAYES_ENABLED |
boolean | True |
When ON, quotes use the GM asymmetric formulas. When OFF, the strategy falls back to symmetric quoting around mid with only fee-buffer spread — equivalent to a plain limit MM. Leave ON to use the model. |
GM_BASE_SPREAD |
range (range 2..30) | 8 |
Minimum per-side buffer added on top of the GM asymmetric quote. quoteAsk = max(gm_ask, E[V] + buffer); quoteBid = min(gm_bid, E[V] − buffer). Stops the strategy from quoting inside fees. Raise if quotes are getting filled too aggressively; lower for tighter quoting. |
GM_ALPHA |
range (range 0.02..0.4) | 0.15 |
Fraction of incoming trades assumed to be informed (the model parameter, not your fill rate). Higher α = each observation shifts π more, asymmetry between gm_ask and gm_bid grows faster. Typical retail flow ≈ 0.05-0.10; whale-prone pairs ≈ 0.20-0.30. |
GM_VALUE_DELTA |
range (range 0.001..0.02) | 0.005 |
Half-width of the fundamental-value range as a fraction of the anchor. V_H = anchor·(1+δ), V_L = anchor·(1-δ). δ=0.005 means the model believes fundamental V is within ±50 bps of the anchor. Larger δ = wider possible quote excursion from anchor; smaller δ = quotes hug anchor more tightly. |
GM_ANCHOR_EMA |
range (range 100..2000) | 500 |
Half-life (in cycles) of the slow EMA that anchors V_H and V_L. Slower anchor = π evolves about a more stable reference, but quotes lag if mid drifts. Faster anchor = quotes track mid but π keeps chasing a moving target. 500 cycles on 1-min candles ≈ 8 hours. |
GM_MIN_PRIOR |
range (range 0.01..0.2) | 0.05 |
Floor and ceiling on π (clamps π to [GM_MIN_PRIOR, 1-GM_MIN_PRIOR]). Prevents degenerate certainty where one bad observation pins the belief permanently. Lower = the model can express stronger conviction; higher = the model is forced to keep an open mind. |
Fill-skew Indicator
Sidebar display only — not used by the Bayesian quoting
| Key | Type | Default | Description |
|---|---|---|---|
GM_ASYM_WIN |
range (range 60000..1800000) | 600000 |
Rolling window over which the sidebar reports the customer buy/sell skew (informational). 600000 ms = 10 minutes. Does not affect order placement. |
GM_MAX_SKEW |
range (range 0.2..1) | 0.8 |
Cap on the displayed skew indicator. Informational only. |
GM_STALE_CYCLES |
range (range 2..20) | 5 |
Cancel resting orders older than N cycles. |
Risk & Safety
Exposure caps and circuit breakers
| Key | Type | Default | Description |
|---|---|---|---|
GM_MAX_EXP |
range (range 30..95) | 60 |
Hard cap on quote-asset weight; further buys blocked above this exposure. |
GM_MAX_DD |
range (range 2..30) | 5 |
Peak-to-trough equity drop that triggers a pause. |
Fees
Fee tier (informational)
| Key | Type | Default | Description |
|---|---|---|---|
GM_FEE |
range (range 0..0.2) | 0.1 |
Taker fee for your exchange tier, as a percentage. Used in P&L bookkeeping inside the strategy and to size break-even targets. Get the exact number from your exchange fee schedule for your VIP/maker tier; defaults assume retail tier on Bybit/Binance. |
GM_MAKER_FEE |
range (range -0.05..0.1) | 0.02 |
Maker fee for your tier, as a percentage. Set to your actual fee; if you get a rebate, use the Maker rebate variant instead. |
GM_SP |
range (range 2..8) | 6 |
Number of decimal places used to format prices in logs and the sidebar. Purely display — does not affect order rounding (Gunbot handles tick size automatically). Set higher for low-priced pairs (SHIB, etc.) and lower for high-priced pairs (BTC, ETH). |
Runtime & Exchange
Logging, warmup, exchange safety toggles
| Key | Type | Default | Description |
|---|---|---|---|
LOG_LEVEL |
select | NORMAL |
Controls how much the strategy writes to Gunbot logs. SILENT keeps only errors and circuit-breaker messages. NORMAL writes one summary line per cycle plus order events — recommended for live trading. DEBUG adds the internal model state and every decision; use only when investigating a problem. |
WARMUP_CYCLES |
range (range 0..30) | 5 |
How many cycles the strategy collects data before placing any orders. Indicators (ATR, vol, etc.) need a few cycles to stabilise; trading too early gives noisy values. Raise this on slower timeframes (15m candles or longer) or after restarting an empty pair. 0 disables the warmup. |
MIN_ORDER_QUOTE |
range (range 1..25) | 5 |
Floor for order notional in quote currency (typically USDT). The runtime always uses max(this, exchange-minimum), so setting this lower than the exchange minimum has no effect. Raise it if dust orders are getting rejected or you want to enforce a larger per-trade size. |
BE_GUARD |
boolean | True |
When ON, blocks any sell or position-close priced below the position break-even while holding a long. Prevents stop-loss, scratch, max-drawdown and cap-reduce paths from realising a loss — the pair will hold the position until price recovers above break-even. Off = sells below break-even are permitted (standard stop-loss behaviour). Recommended ON for spot accumulation; consider OFF on highly leveraged futures where forced closes are needed. |
NO_POST_ONLY |
boolean | False |
When ON, the strategy uses regular limit orders instead of post-only. Turn this on only if your exchange does not support post-only flags or rejects them, or if you do not benefit from a maker rebate. The strategy auto-applies this on PancakeSwap and Aster regardless of this toggle. OFF (default) is correct for every standard CEX. |
GM_TRACE |
boolean | False |
When ON, writes a structured JSONL audit trail to gunbot_logs/quantroduction/ |
VERBOSE_LOGS |
boolean | False |
When ON, the full Quantroduction × Gunbot dashboard (every config value + state snapshot) re-emits every VERBOSE_INTERVAL_MIN minutes for forensic audit. When OFF (default), the dashboard only fires once per Gunbot restart per pair. |
VERBOSE_INTERVAL_MIN |
range (range 5..240) | 30 |
How often the dashboard re-emits when VERBOSE_LOGS is ON. Lower = more frequent / noisier; higher = quieter. Has no effect when VERBOSE_LOGS is OFF. |
BE_GUARD_BLOCK_MARKET_SELLS |
boolean | True |
Default ON (legacy). Set OFF to enable SOFT BE_GUARD: market sells and closeMarket pass through (treated as urgent / stop-loss). Only limit sells below break-even remain blocked. Prevents BE_GUARD from silently swallowing stop-loss exits. |
SCRATCH_LIVENESS_MIN |
range (range 0..120) | 0 |
When >0: if the pair holds inventory and hasn't filled in N minutes AND the bid is at break-even+1bp, force a market exit to rotate capital. 0 = disabled. Typical: 30. |
CONSEC_RESET_CYCLES |
range (range 60..2880) | 480 |
After this many cycles without any order activity, auto-reset consecutiveLosses to 0. Default 480 cycles ≈ 2h at 15s/cycle. Prevents a 3-loss streak from killing the pair for the entire session. |
DRIFT_ATR_FRAC |
range (range 0..0.5) | 0 |
When >0: scale drift-requote threshold to this fraction of the recent 10-candle high-low range (clamped 2-100 bps). 0 = use fixed *_STALE_DRIFT_BPS. Typical: 0.05 = 5% of recent range. Adapts drift detection to per-pair volatility. |
SKEW_QTY_MAX |
range (range 1..5) | 2.5 |
Maximum ask:bid qty ratio when inventory is heavily skewed. 2.5 means a heavily-bagged pair quotes up to 2.5x ask qty vs bid qty to drain inventory faster. Set 1.0 to disable (symmetric quoting). |
SKEW_QTY_TARGET |
range (range 0.1..0.9) | 0.5 |
Target inventory fraction of pair equity. 0.5 = 50/50 balanced base/quote. Skew kicks in proportionally as actual exposure deviates from target. |
PORTFOLIO_INCLUDE |
boolean | True |
When ON (default), this pair participates in the shared PORTFOLIO_EXP_BUDGET — its exposure counts toward portfolio total and bids pause when budget is exceeded. When OFF, the pair stands alone (use PAIR_EXP_BUDGET for own cap). |
PORTFOLIO_EXP_BUDGET |
range (range 0..1) | 0 |
Cap on total portfolio inventory as fraction of total allocated equity (sum across PORTFOLIO_INCLUDE pairs). 0 = disabled. Typical: 0.6 = 60% inventory cap across the included portfolio. When exceeded, bids pause but exits remain active. |
PAIR_EXP_BUDGET |
range (range 0..1) | 0 |
This pair's own exposure cap as fraction of pair equity (inventory / pair allocated capital). Applies independently of portfolio budget. 0 = disabled. Typical: 0.2 = 20% per-pair cap. |
DISABLE_BREAKER_WINDDOWN |
boolean | False |
When OFF (default), an active breaker (3 consecutive losses or daily loss limit) actively frees capital: cancels open orders and scratch-sells inventory IF profitable (bid >= BE+1bp). When ON, legacy halt-and-hold behaviour. |
TRACE_ALL |
boolean | False |
Master switch for the Quantroduction tracer. When ON, writes detailed per-cycle JSONL to gunbot_logs/quantroduction/ AND emits a verbose console summary. Equivalent to setting every |
Safety & Tuning (v1.0-beta)
Universal safety + tuning knobs added in v1.0-beta. These were previously hidden from the chart page even though the strategy reads them. Setting any of these here will be applied per-pair.
| Key | Type | Default | Description |
|---|---|---|---|
GM_ANCHOR_MAX_DEV_BPS |
range (range 10..500) | 50 |
If the slow EMA anchor drifts more than N bps from current mid, snap it back. Prevents the Bayesian quotes from sitting at a stale level when market moves. Default 50bps = 0.5%. Lower = more frequent rebounds. |
GM_ASK_CLAMP_BUFFER_BPS |
range (range 0..50) | 2 |
When BE_GUARD is on and the strategy computes a sub-BE ask, the clamp snaps the ask up to break-even + this many bps. Default 2 = ask sits 2 bps above BE. Larger = more profitable but slower fills. |
GM_CROSS_PROT_BPS |
range (range 0..20) | 1 |
Minimum distance from market touch for the GM quote. Default 1bp. Prevents the Bayesian computation from quoting through the spread when the prior is extreme. See KNOWN_ISSUES if you see ask below current price. |
GM_DISABLE_ASK_CLAMP |
boolean | False |
Default OFF (clamp active). Set ON to bypass the break-even-aware ask snap; ask remains at the strategy's raw computed value. Use only if you want the ask to occasionally sit below BE. |
GM_DISABLE_CROSS_PROT |
boolean | False |
Default OFF (floor active). Set ON for raw Bayesian quotes without the floor. Use only if you want the strategy to occasionally quote inside the visible book. |
GM_PERIOD |
string | 1 |
Candle period in minutes used for this strategy's indicators. Common values: '1', '5', '15'. Some strategies need a long history to warm up indicators. |
GM_STALE_DRIFT_BPS |
range (range 1..50) | 8 |
Cancel and requote when an on-book order has drifted more than N bps from the current computed quote. Default 8. Lower = more cancels (higher fee burn); higher = more stale quotes. ATR-scaled override available via DRIFT_ATR_FRAC. |
STRICT_LITERATURE |
boolean | False |
Master switch. When ON, the strategy disables every operator-grade safety override (BE_GUARD, cross-protection floors, BE ask clamps, drift-ATR scaling, asymmetric sizing, scratch liveness, breaker wind-down) so it runs as faithful as we can make it to the cited academic paper. Use this for paper-comparison backtests or academic research. WARNING: in strict mode the strategy can take real losses (papers prove optimality only in expectation, not per-trade). |
NO_CLOSE_MARKET |
toggle | False |
When true, the strategy NEVER falls back to a market sell to close a held inventory — only post-only limits. Use to prevent any taker fee on exits. Default false (allow market close when necessary). |
QUANTRODUCTION_TRACE |
toggle | False |
When true, this single pair writes detailed cycle events to gunbot_logs/quantroduction/ |
RESET_BREAKER_ONCE |
toggle | False |
One-shot: set true and Gunbot will clear all tripped risk breakers (consec_losses, daily_loss, max_dd) on this pair on the next cycle, then re-arm them. The setting auto-clears itself after firing. Use when a breaker tripped on a now-stale condition. |
RESET_STATS_ONCE |
toggle | False |
One-shot: set true and Gunbot will clear customStratStore counters (wins, losses, totalPnL, peakEquity, maxDD, dailyPnL, dailyLossLimit) on this pair on the next cycle. The setting auto-clears itself after firing. Useful after a recovery / regime change. |
Laddered Quoting
Spread each side of the quote into a stack of post-only rungs instead of one full-size order.
| Key | Type | Default | Description |
|---|---|---|---|
GM_LAYERS |
range (range 1..8) | 4 |
Number of laddered orders per side per cycle. The Bayesian asymmetry (skew between bid and ask qty) is preserved across rungs; only the placement spread changes. |
GM_LAYER_SPAN_BPS |
range (range 0..50) | 10 |
Spread of the rung ladder, in basis points. |
Portfolio & Runtime (per-pair overrides)
Per-pair runtime knobs. Override any of these on a single pair without changing the strategy defaults.
| Key | Type | Default | Description |
|---|---|---|---|
SPREAD_PNL_JUMP_GUARD |
range (range 0.1..1) | 0.5 |
Realized-PnL deltas larger than this fraction of pair equity are treated as deposits/withdrawals/data-glitches and skipped. Default 0.5 means a single delta over 50% of equity is ignored. Lower for tighter glitch detection on small accounts. |
References & further reading
- Glosten, L. R. & Milgrom, P. R. (1985). Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics 14(1), 71–100.
- O'Hara, M. (1995). Market Microstructure Theory. Blackwell. Chapters 3–4 give the cleanest pedagogical exposition.
- Foucault, T., Pagano, M. & Röell, A. (2013). Market Liquidity: Theory, Evidence, and Policy. Oxford University Press.
Configuration playbook
- Full Tier 1-3 stack: see
OPERATOR_GUIDE.mdquick-start - Standalone pair (not in portfolio):
"PORTFOLIO_INCLUDE": false, "PAIR_EXP_BUDGET": 0.20 - Clear stuck breaker:
"RESET_BREAKER_ONCE": true - Clear historical loss counters:
"RESET_STATS_ONCE": true(preserves total PnL) - Enable JSONL tracer:
"TRACE_ALL": true - Soft BE_GUARD:
"BE_GUARD": true, "BE_GUARD_BLOCK_MARKET_SELLS": false