mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-05-15 15:09:55 +00:00
881bab2d5a
* Exchanges: Add in exchange defined tolerance settings to conform to min max amounts/price/notional etc (Initial) * Add to tests fix linter * Binance: Implement CMF and usdtMarginFutures fetching of currency information, addr nits * binance: Add in test for tolerance set up * exchanges: add in more tolerance settings and add tests * nits: addr * fix linter issue * RPCServer: Use ordermanager instead of going direct to exchange * Nits: Addr * nits: glorious addr phase one * nits: glorious nits phase 2 * exchange: move tolerance -> limits in order package add wrapper function, split binance functions to asset files * nits: Addr thrasher + also include locking of limits struct when we update via syncer later on * nits: mdc addr * nits: glorious nits * limits: unexport mutex * limit: revert maths optim. and fix spelling * limit: Add decimal package * limit: don't check price on market order * Orders: Add order execution checks on fake orders so as to always conform to tight specifications even in simulation * binance: handle case where spot is not enabled but margin is * backtester: add in amount conforming to back tested events to simulate realistic orders * rm ln * order limit: return amount when limit is nil and conformToAmount is requested * nits: glorious nits + friends * backtester/orders: fix tests * nits: glorious nits * nits: glorious nits * RMLINE * nits: more glorious nits! * nits: pooosh * binance: fix margin logic * nits: Add warning, settings log and report item for exchange order execution limits * backtester: add specific warnings in report output * backtest: Adjust warnings
97 lines
2.2 KiB
Plaintext
97 lines
2.2 KiB
Plaintext
{
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"nickname": "TestGenerateConfigForDCAAPICandlesSimultaneousProcessing",
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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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"custom-settings": null
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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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"initial-funds": 1000000,
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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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},
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"buy-side": {
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"minimum-size": 0,
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"maximum-size": 0,
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"maximum-total": 1000
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},
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"sell-side": {
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"minimum-size": 0,
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"maximum-size": 0,
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"maximum-total": 1000
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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": 0.001,
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"taker-fee-override": 0.002,
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"maximum-holdings-ratio": 0,
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"use-exchange-order-limits": 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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"initial-funds": 100000,
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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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},
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"buy-side": {
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"minimum-size": 0.1,
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"maximum-size": 1,
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"maximum-total": 10000
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},
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"sell-side": {
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"minimum-size": 0.1,
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"maximum-size": 1,
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"maximum-total": 10000
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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": 0.001,
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"taker-fee-override": 0.002,
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"maximum-holdings-ratio": 0,
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"use-exchange-order-limits": 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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"api-data": {
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"start-date": "2020-11-01T00:00:00+11:00",
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"end-date": "2020-12-01T00:00:00+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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},
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"buy-side": {
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"minimum-size": 0.1,
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"maximum-size": 1,
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"maximum-total": 10000
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},
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"sell-side": {
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"minimum-size": 0.1,
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"maximum-size": 1,
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"maximum-total": 10000
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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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"gocryptotrader-config-path": ""
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} |