>>13195090I really want to help here, but I have no clue what you are going for. It says swing trade, but you are starting on some ground about spread being small, which is almost strictly related to arbitrage and typically a bad case to implement arbitrage at that, then you trail off about rolling profits into tokens at some new price, then it gets to a point that is just barely decipherable enough for someone to find errors, and ends in the worst possible way by declaring you can't trade without satisfying an inequality containing events in the future.
If you bought a token, you opened a position, and when you sell, you close it. If you already have an open position, and you buy more, you can look at it as two positions or by averaging the volume weighted prices you can look at it as a single position. This means that if you are in an open position, you can change your position to a new one, either through selling or buying. None of this chained calculation that makes no sense, if above wasn't clear enough.
Are you going for something like this:
