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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: 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
RealOrdersis set tofalse:- It will estimate the slippage based on what is in the config file under
min-slippage-percentandmax-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
- It will estimate the slippage based on what is in the config file under
- If
RealOrdersis set totrue, it will use the latest orderbook data to calculate slippage by simulating the order
- If
- Place the order with the engine order manager
- If
RealOrdersis set tofalseit will submit the order with no calls to the exchange's API, use no API credentials and it will always pass - If
RealOrdersis set totrueit 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