mirror of https://github.com/d0zingcat/gocryptotrader.git synced 2026-06-02 23:16:51 +00:00

Files

Scott 85403fe801 exchange/order/limits: Migrate to new package and integrate with exchanges (#1860 )

* move limits, transition to key gen

* rollout NewExchangePairAssetKey everywhere

* test improvements

* self-review fixes

* ok, lets go

* fix merge issue

* slower value func,assertify,drop IsValidPairString

* remove binance reference for backtesting test

* Redundant nil checks removed due to redundancy

* Update order_test.go

* Move limits back into /exchanges/

* puts limits in a different box again

* SHAZBERT SPECIAL SUGGESTIONS

* Update gateio_wrapper.go

* fixes all build issues

* Many niteroos!

* something has gone awry

* bugfix

* gk's everywhere nits

* lint

* extra lint

* re-remove IsValidPairString

* lint fix

* standardise test

* revert some bads

* dupe rm

* another revert 360 mcgee

* un-in-revertify

* Update exchange/order/limits/levels_test.go

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>

* fix

* Update exchanges/binance/binance_test.go

HERE'S HOPING GITHUB FORMATS THIS CORRECTLY!

Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

* update text

* rn func, same line err gk4202000

---------

Co-authored-by: Adrian Gallagher <adrian.gallagher@thrasher.io>
Co-authored-by: Gareth Kirwan <gbjkirwan@gmail.com>

2025-08-26 12:30:21 +10:00

slippage

docs: Add CODING_GUIDELINES.md and other adjustments (#1988 )

2025-08-08 12:10:53 +10:00

exchange_test.go

exchange/order/limits: Migrate to new package and integrate with exchanges (#1860 )

2025-08-26 12:30:21 +10:00

exchange_types.go

exchange/order/limits: Migrate to new package and integrate with exchanges (#1860 )

2025-08-26 12:30:21 +10:00

exchange.go

exchange/order/limits: Migrate to new package and integrate with exchanges (#1860 )

2025-08-26 12:30:21 +10:00

README.md

docs: Add CODING_GUIDELINES.md and other adjustments (#1988 )

2025-08-08 12:10:53 +10:00

README.md

GoCryptoTrader Backtester: Exchange package

This exchange 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.

Join our slack to discuss all things related to GoCryptoTrader! GoCryptoTrader Slack

Exchange package overview

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.

The following steps are taken for the ExecuteOrder function:

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
- If RealOrders is set to false:
  - It will estimate the slippage based on what is in the config file under min-slippage-percent and max-slippage-percent.
  - It will be sized within the constraints of the current candles OHLCV values
  - It will generate the exchange fee based on what is stored in the config for the exchange asset currency pair
- If RealOrders is set to true, it will use the latest orderbook data to calculate slippage by simulating the order
Place the order with the engine order manager
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
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
If an order is successfully placed, a snapshot of all existing orders in the run will be captured and store for statistical purposes

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