// Calculate arb needed for a trade based on existing positions
func calcNeededArb(buyExg, sellExg exchange.Interface) float64 {
// Middle between min and max
center := (cfg.Sec.MaxArb + cfg.Sec.MinArb) / 2
// Half distance from center to min and max
halfDist := (cfg.Sec.MaxArb - center) / 2
// If taking currency risk, add required premium
if buyExg.CurrencyCode() != sellExg.CurrencyCode() {
center += cfg.Sec.FXPremium
}
// Percent of max
buyExgPct := buyExg.Position() / buyExg.MaxPos()
sellExgPct := sellExg.Position() / sellExg.MaxPos()
// Return required arb
return center + buyExgPct*halfDist - sellExgPct*halfDist
}
