mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-05-13 15:09:42 +00:00

Files

Adrian Gallagher bb122dcafa codebase: Remove web frontend and related services (#2067 )

* codebase: Remove web frontend and related services

* refactor: Update StartPPROF to accept context and adjust related tests

* refactor: Simplify SetIfZero functions and update related tests

* config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields

* refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls

* refactor: Update error handling in DataHistoryManager and remove redundant error variable

2025-09-30 13:32:09 +10:00

slippage

codebase: Remove web frontend and related services (#2067 )

2025-09-30 13:32:09 +10:00

exchange_test.go

Coinbase: Update exchange implementation (#1480 )

2025-09-16 13:37:00 +10:00

exchange_types.go

exchange/order/limits: Migrate to new package and integrate with exchanges (#1860 )

2025-08-26 12:30:21 +10:00

exchange.go

exchange/order/limits: Migrate to new package and integrate with exchanges (#1860 )

2025-08-26 12:30:21 +10:00

README.md

codebase: Remove web frontend and related services (#2067 )

2025-09-30 13:32:09 +10:00

README.md

GoCryptoTrader Backtester: Exchange package

This exchange package is part of the GoCryptoTrader codebase.

This is still in active development

You can track ideas, planned features and what's in progress on our GoCryptoTrader Kanban board.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Exchange package overview

The exchange eventhandler is responsible for calling the engine package's ordermanager to place either a fake, or real order on the exchange via API.

The following steps are taken for the ExecuteOrder function:

Calculate slippage. If the order is a sell order, it will reduce the price by a random percentage between the two values. If it is a buy order, it will raise the price by a random percentage between the two values
- If RealOrders is set to false:
  - It will estimate the slippage based on what is in the config file under min-slippage-percent and max-slippage-percent.
  - It will be sized within the constraints of the current candles OHLCV values
  - It will generate the exchange fee based on what is stored in the config for the exchange asset currency pair
- If RealOrders is set to true, it will use the latest orderbook data to calculate slippage by simulating the order
Place the order with the engine order manager
If RealOrders is set to false it will submit the order with no calls to the exchange's API, use no API credentials and it will always pass
If RealOrders is set to true it will submit the order via the exchange's API and if successful, will be stored in the order manager
If an order is successfully placed, a snapshot of all existing orders in the run will be captured and store for statistical purposes

Donations

If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:

bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc