Variable LOTS_TO_BUY is pretty awful for trading with a lot of FIGI. If our assets have huge dispersion in price, it's better to have some certain threshold to buy them.
For example, we trade with two assets: one costs 5$ and another 100$. If our trading is based on LOTS_TO_BUY, second assets has HUGE impact on our portfolio. So, it's better to set some max price level, e.g. 120$, and buy only assets with prices lower than that level.
Variable LOTS_TO_BUY is pretty awful for trading with a lot of FIGI. If our assets have huge dispersion in price, it's better to have some certain threshold to buy them.
For example, we trade with two assets: one costs 5$ and another 100$. If our trading is based on LOTS_TO_BUY, second assets has HUGE impact on our portfolio. So, it's better to set some max price level, e.g. 120$, and buy only assets with prices lower than that level.