mirror of
https://github.com/d0zingcat/gocryptotrader.git
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017cdf1384
* Modifications for a smoother live run * Fixes data appending * Successfully allows multi-currency live trading. Adds multiple currencies to live DCA strategy * Attempting to get cash and carry working * Poor attempts at sorting out data and appending it properly with USD in mind * =designs new live data handler * Updates cash and carry strat to work * adds test coverage. begins closeallpositions function * Updates cash and carry to work live * New kline.Event type. Cancels orders on close. Rn types * =Fixes USD funding issue * =fixes tests * fixes tests AGAIN * adds coverage to close all orders * crummy tests, should override * more tests * more tests * more coverage * removes scourge of currency.Pair maps. More tests * missed currency stuff * Fixes USD data issue & collateral issue. Needs to close ALL orders * Now triggers updates on the very first data entry * All my problems are solved now???? * fixes tests, extends coverage * there is some really funky candle stuff going on * my brain is melting * better shutdown management, fixes freezing bug * fixes data duplication issues, adds retries to requests * reduces logging, adds verbose options * expands coverage over all new functionality * fixes fun bug from curr == curr to curr.Equal(curr) * fixes setup issues and tests * starts adding external wallet amounts for funding * more setup for assets * setup live fund calcs and placing orders * successfully performs automated cash and carry * merge fixes * funding properly set at all times * fixes some bugs, need to address currencystatistics still * adds 'appeneded' trait, attempts to fix some stats * fixes stat bugs, adds cool new fetchfees feature * fixes terrible processing bugs * tightens realorder stats, sadly loses some live stats * this actually sets everything correctly for bothcd ..cd ..cd ..cd ..cd ..! * fix tests * coverage * beautiful new test coverage * docs * adds new fee getter delayer * commits from the correct directory * Lint * adds verbose to fund manager * Fix bug in t2b2 strat. Update dca live config. Docs * go mod tidy * update buf * buf + test improvement * Post merge fixes * fixes surprise offset bug * fix sizing restrictions for cash and carry * fix server lints * merge fixes * test fixesss * lintle fixles * slowloris * rn run to task, bug fixes, close all on close * rpc lint and fixes * bugfix: order manager not processing orders properly * somewhat addresses nits * absolutely broken end of day commit * absolutely massive knockon effects from nits * massive knockon effects continue * fixes things * address remaining nits * jk now fixes things * addresses the easier nits * more nit fixers * more niterinos addressederinos * refactors holdings and does some nits * so buf * addresses some nits, fixes holdings bugs * cleanup * attempts to fix alert chans to prevent many chans waiting? * terrible code, will revert * to be reviewed in detail tomorrow * Fixes up channel system * smashes those nits * fixes extra candles, fixes collateral bug, tests * fixes data races, introduces reflection * more checks n tests * Fixes cash and carry issues. Fixes more cool bugs * fixes ~typer~ typo * replace spot strats from ftx to binance * fixes all the tests I just destroyed * removes example path, rm verbose * 1) what 2) removes FTX references from the Backtester * renamed, non-working strategies * Removes FTX references almost as fast as sbf removes funds * regen docs, add contrib names,sort contrib names * fixes merge renamings * Addresses nits. Fixes setting API credentials. Fixes Binance limit retrieval * Fixes live order bugs with real orders and without * Apply suggestions from code review Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/engine/live.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * Update backtester/config/strategyconfigbuilder/main.go Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io> * updates docs * even better docs Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
99 lines
2.3 KiB
Plaintext
99 lines
2.3 KiB
Plaintext
{
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"nickname": "ExampleStrategyDCAAPICandlesSimultaneousProcessing",
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"goal": "To demonstrate how simultaneous processing can work",
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"strategy-settings": {
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"name": "dollarcostaverage",
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"use-simultaneous-signal-processing": true,
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"disable-usd-tracking": false
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},
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"funding-settings": {
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"use-exchange-level-funding": false
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},
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"currency-settings": [
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{
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"exchange-name": "binance",
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"asset": "spot",
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"base": "BTC",
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"quote": "USDT",
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"spot-details": {
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"initial-quote-funds": "1000000"
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},
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"buy-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"sell-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"min-slippage-percent": "0",
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"max-slippage-percent": "0",
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"maker-fee-override": "0.0002",
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"taker-fee-override": "0.0007",
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"maximum-holdings-ratio": "0",
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"skip-candle-volume-fitting": false,
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"use-exchange-order-limits": false,
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"use-exchange-pnl-calculation": false
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},
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{
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"exchange-name": "binance",
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"asset": "spot",
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"base": "ETH",
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"quote": "USDT",
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"spot-details": {
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"initial-quote-funds": "100000"
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},
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"buy-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"sell-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"min-slippage-percent": "0",
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"max-slippage-percent": "0",
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"maker-fee-override": "0.0002",
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"taker-fee-override": "0.0007",
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"maximum-holdings-ratio": "0",
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"skip-candle-volume-fitting": false,
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"use-exchange-order-limits": false,
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"use-exchange-pnl-calculation": false
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}
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],
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"data-settings": {
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"interval": 86400000000000,
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"data-type": "candle",
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"verbose-exchange-requests": false,
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"api-data": {
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"start-date": "2021-08-01T00:00:00+10:00",
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"end-date": "2021-12-01T00:00:00+11:00",
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"inclusive-end-date": false
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}
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},
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"portfolio-settings": {
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"leverage": {
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"can-use-leverage": false,
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"maximum-orders-with-leverage-ratio": "0",
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"maximum-leverage-rate": "0",
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"maximum-collateral-leverage-rate": "0"
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},
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"buy-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"sell-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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}
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},
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"statistic-settings": {
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"risk-free-rate": "0.03"
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}
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} |