b5aa3eddb2
* Fixes sell bug. Updates docs. Adds test * Doc fixes * reorder and lint * Lint again! * Minor improvement to ensure theoretical upsized orders don't exceed portfolio limits * Fixes test error * %vamoose! * Fixes defaulting to int
GoCryptoTrader Backtester: Slippage package
This slippage package is part of the GoCryptoTrader codebase.
This is still in active development
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Slippage package overview
Slippage refers to the difference between the expected price of a trade and the price at which the trade is executed. Slippage is used here to simulate what would occur if trading was live as no perfect conditions exist for placing orders. Slippage is calculated in two ways in the GoCryptoTrader Backtester
If RealOrders is true
- The orderbook is frequently requested during live cycle candle retrieval
- When the order is being calculated in the
ExecuteOrdereventhandler, it will use the orderbook to simulate placing the order and adjust the order price
If RealOrders is false
- The
min-slippage-percentandmax-slippage-percentvalues for the specific exchange, asset and currency pair will be used as bounds to simulate an orderbook using a random number- If it is a buy order, it will raise the price by a random percentage between the two values
- If the order is a sell order, it will reduce the price by a random percentage between the two values
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.
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