I wrote an answer before but was complitely wrong. Too rush

now it's fixed: the part about the deleting is in bold below.
i will give you an example:
iteration 1:
the bot "read" the lowest ask from bitfinex = 2500 USD
the bot creates a ping (buy) at say 1% under the lowest ask = 2475 USD
iteration 2: (1 minute after)
in the book we have the ping created at iteration 1 unfilled --> the bot delete it ****the bot "read" the lowest ask from bitfinex = 2600 USD
the bot creates a ping (buy) at say 1% under the lowest ask = 2574 USD
then, before the iteration 3 happens:
the ping created at iteration 2 gets filled --> the bot creates the pong (sell) at say 1% over the buy = 2599.7 USD
iteration 3: (1 minute after)
in the book we dont have the ping created at iteration 1 --> the bot deleted ita t iteration 2
in the book we have the pong created after iteration 2 --> the bot keep it open
the bot "read" the lowest ask from bitfinex = 2550 USD
the bot creates a ping (buy) at say 1% under the lowest ask = 2524.5 USD
then, before the iteration 4 happens:
the ping created after iteration 2 gets filled --> the bot close it
and so on..
**** with the expression delete it I meant this: the bot delete ping unfilled at each iteration, in order to always have maximum 1 unfilled ping (1% under the last lowest ask).ty for your patience!
