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Implementation suggestions with 1. a) probably being preferable, but let's see.
a) To achieve the spread no volume implied by the curve is deployed within the specified spread but if cumulated and deployed on the first ticks that are just outside the spread. The fair price + spread is capped +/- lower and upper bounds - 1 tick so that the volume will always get deployed somewhere.
b) Same as 1a) but the volume that's not deployed is placed at lower and upper bounds.
c) Same as 1b) but the volume is "spread evenly across the curve" whatever that means.
d) Same as 1a) but the "missing volume" isn't deployed anywhere. (probably won't ensure you get to zero position if market returns to base price)
We have base price +/- spread and so there is a spread when the curve has no position and quotes around base price. Once it acquires position the spread is gone because it's no longer quoting around the base but it's quoting around the fair price. (this isn't as useless as it initially sounds, but if you have an oracle updating the base price then you have a spread around your base price).
Figure out how easy or hard, given current design and implementation would it be to allow some % spread around fair price.
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