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* codebase: Remove web frontend and related services * refactor: Update StartPPROF to accept context and adjust related tests * refactor: Simplify SetIfZero functions and update related tests * config: Clarify DowngradeConfig method documentation regarding permanent removal of deprecated fields * refactor: Rename setIfZeroAndWarn to setDefaultIfZeroWarn for clarity and update related calls * refactor: Update error handling in DataHistoryManager and remove redundant error variable
45 lines
3.0 KiB
Markdown
45 lines
3.0 KiB
Markdown
# GoCryptoTrader Backtester: Exchange package
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<img src="/backtester/common/backtester.png?raw=true" width="350px" height="350px" hspace="70">
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[](https://github.com/thrasher-corp/gocryptotrader/actions/workflows/tests.yml)
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[](https://github.com/thrasher-corp/gocryptotrader/blob/master/LICENSE)
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[](https://godoc.org/github.com/thrasher-corp/gocryptotrader/backtester/eventhandlers/exchange)
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[](https://codecov.io/gh/thrasher-corp/gocryptotrader)
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[](https://goreportcard.com/report/github.com/thrasher-corp/gocryptotrader)
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This exchange package is part of the GoCryptoTrader codebase.
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## This is still in active development
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You can track ideas, planned features and what's in progress on our [GoCryptoTrader Kanban board](https://github.com/orgs/thrasher-corp/projects/3).
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Join our slack to discuss all things related to GoCryptoTrader! [GoCryptoTrader Slack](https://join.slack.com/t/gocryptotrader/shared_invite/zt-38z8abs3l-gH8AAOk8XND6DP5NfCiG_g)
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## Exchange package overview
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The exchange eventhandler is responsible for calling the `engine` package's `ordermanager` to place either a fake, or real order on the exchange via API.
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The following steps are taken for the `ExecuteOrder` function:
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- Calculate slippage. If the order is a sell order, it will reduce the price by a random percentage between the two values. If it is a buy order, it will raise the price by a random percentage between the two values
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- If `RealOrders` is set to `false`:
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- It will estimate the slippage based on what is in the config file under `min-slippage-percent` and `max-slippage-percent`.
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- It will be sized within the constraints of the current candles OHLCV values
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- It will generate the exchange fee based on what is stored in the config for the exchange asset currency pair
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- If `RealOrders` is set to `true`, it will use the latest orderbook data to calculate slippage by simulating the order
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- Place the order with the engine order manager
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- If `RealOrders` is set to `false` it will submit the order with no calls to the exchange's API, use no API credentials and it will always pass
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- If `RealOrders` is set to `true` it will submit the order via the exchange's API and if successful, will be stored in the order manager
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- If an order is successfully placed, a snapshot of all existing orders in the run will be captured and store for statistical purposes
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## Donations
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<img src="/docs/assets/donate.png" hspace="70">
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If this framework helped you in any way, or you would like to support the developers working on it, please donate Bitcoin to:
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***bc1qk0jareu4jytc0cfrhr5wgshsq8282awpavfahc***
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