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* docs: Create new CODING_GUIDELINES doc Rids excess contribution instructions from other packages Adds AGENTS.md file for the AI overlords Rids unused templates Updates ADD_NEW_EXCHANGE.md with minor fixes * docs: Fix linter issues and minor adjustments based on Copilot feedback * docs: Update coding guidelines for API parameters and testing practices * docs: Remove redundant GoDoc references Adds copilot-instructions.md * docs: Update CODING_GUIDELINES with export recommendations and test commentary * docs: Fix formatting inconsistencies in ADD_NEW_EXCHANGE.md links * docs: Update struct naming conventions for request and response types * docs: Improve clarity and consistency in ADD_NEW_EXCHANGE.md and CODING_GUIDELINES.md * refactor: Simplify error handling in QueryOrder method
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GoCryptoTrader Backtester: Binancecashandcarry package
This binancecashandcarry 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.
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Binance Cash and carry strategy overview
Important
This strategy was initially designed for the exchange FTX. It is currently being ported to Binance. It does not work at present.
Description
Cash and carry is a strategy which takes advantage of the difference in pricing between a long-dated futures contract and a SPOT asset. By default, this cash and carry strategy will, upon the first data event, purchase BTC-USD SPOT asset from Binance exchange and then, once filled, raise a SHORT for BTC-20210924 FUTURES contract. On the last event, the strategy will close the SHORT position by raising a LONG of the same contract amount, thereby netting the difference in prices
Requirements
- At this time of writing, this strategy is only compatible with Binance
- This strategy requires
Simultaneous Signal Processingaka use-simultaneous-signal-processing. - This strategy requires
Exchange Level Fundingaka use-exchange-level-funding.
Creating a strategy config
- The long-dated futures contract will need to be part of the
currency-settingsof the contract - Funding for purchasing SPOT assets will need to be part of
funding-settings - See the example config
Customisation
This strategy does support strategy customisation in the following ways:
| Field | Description | Example |
|---|---|---|
| openShortDistancePercentage | If there is no short position open, and the difference between FUTURES and SPOT pricing goes above this this percentage threshold, raise a SHORT order of the FUTURES contract | 10 |
| closeShortDistancePercentage | If there is an open SHORT position on a FUTURES contract, and the difference in FUTURES and SPOT pricing goes below this percentage threshold, close the SHORT position | 1 |
External Resources
- This is a very informative site on describing what a cash and carry trade will look like
Donations
If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc