051675255d
* Add initial workflows config * Add PSQL service * Add 32bit and frontend jobs * Add gcc-multilib and fix typo * Fix backtester test for linux/unix filesystem errors and npm commands * 32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert) * Revert "32-bit Add -race to purposefully throw an error to ensure envs are set correctly (will revert)" This reverts commit b97e66c49fca859f8738e01107f96f9ca4040b2e. * Bump workers count for orderbook processing * Remove comments to trigger 32-bit cache hit after job success * Cancel addition plus version bump, spawn more overlords * Update build badge to Github Actions * Brach -> Branch
GoCryptoTrader Backtester: Slippage package
This slippage 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 this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
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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.
Donations
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