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16d2d9f35a
* Config: Move assetEnabled upgrade to Version management * Assets: Do not error on asset not enabled, or disabled This became more messy with Disabling something that's defaulted to disabled. Taking an idealogical stance against erroring that what you want to have done is already done. * CurrencyManager: Set AssetEnabled when StorePairs(enabled) * RPCServer: Fix tests expecting StoreAssetPairFormat to enable the asset Also assertifies * Bitfinex: Fix tests for MarginFunding subs * GCTWrapper: Improve TestMain clarity * BTSE: Add futures to testconfig * Exchanges: Rename StoreAssetPairStore Previously we were calling it "Format", but accepting everything from the PairStore. We were also defaulting to turning the Asset on. Now callers need to get their AssetEnabled set as they want it, so there's no magic This change also moves responsibility for error wrapping outside to the caller. * Config: AssetEnabled upgrade should respect assetTypes Previously we ignored the field and just turned on everything. I think that was because we couldn't get at the old value. In either case, we have the option to do better, and respect the assetEnabled value * Config: Improve exchange config version upgrade error messages
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
RealOrdersis set tofalse:- It will estimate the slippage based on what is in the config file under
min-slippage-percentandmax-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
- It will estimate the slippage based on what is in the config file under
- If
RealOrdersis set totrue, it will use the latest orderbook data to calculate slippage by simulating the order
- If
- Place the order with the engine order manager
- If
RealOrdersis set tofalseit will submit the order with no calls to the exchange's API, use no API credentials and it will always pass - If
RealOrdersis set totrueit 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
Please click GoDocs chevron above to view current GoDoc information for this package
Contribution
Please feel free to submit any pull requests or suggest any desired features to be added.
When submitting a PR, please abide by our coding guidelines:
- Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
- Code must be documented adhering to the official Go commentary guidelines.
- Code must adhere to our coding style.
- Pull requests need to be based on and opened against the
masterbranch.
Donations
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