This repository has been archived by the owner on Feb 15, 2022. It is now read-only.
Completely rework --buy_max_amt #1494
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
Just noticed that this doesn't cover the stats returned by Leave it open for now.. |
|
I finally had some time to polish the whole thing and fix the profit calculation for sims. Note that the balance (last/end) reported by stats in live/paper/sim mode will now use deposit as its base value instead of the absolute balance if |
DeviaVir
approved these changes
Mar 19, 2018
| if (so.buy_max_amt) { | ||
| console.log(('--buy_max_amt is deprecated, use --deposit instead!\n').red) | ||
| so.deposit = so.buy_max_amt | ||
| } |
As much as i like the --buy_max_amt feature i was never a fan of how it was implemented, leave alone the naming being confusing at best as it simply doesn't just account for the amount the bot can buy but how much he is actually able to trade. * Renames --buy_max_amt to --deposit for sake of clarification * Using --buy_max_amt will still work but print a deprecated warning * Instead of using --deposit to size buy orders use it to limit the balance available to the bot * This allows us to use it together with --buy_pct * --deposit will still account for asset held to calculate the available currency balance * So if the asset held is covering --deposit the bot will have 0 currency (0% of currency balance) available, if not currency will be filled to the point it compensates for the difference (up to 100% of currency balance) * If deposit is exceeding asset + currency the bot will also use 100% of currency balance held * Deposit will be updated on each price change and new period to ensure the bot always only trades the amount as defined by --deposit * Profit calculation will no longer go havoc as long as currency balance doesn't fall below whats currently deposited into the bot * If enabled this will add two new columns to the output displaying the total currency balance (in green) as well as how much percentage (gray) of currency balance (0 - 100%) is currently used by the bot * Works in Live, Paper & Sim mode
defkev
force-pushed
the
pr-rework-buy_max_amt
branch
from
3816115 to
3edca5b
Compare
As deposit no longer overrides buy_pct this is kinda expected...
With deposit set order would be below minimum with asset on hold
Sign up for free
to subscribe to this conversation on GitHub.
Already have an account?
Sign in.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
As much as i like the --buy_max_amt feature i was never a fan of how it was implemented, leave alone the naming being confusing at best as it simply doesn't just account for the amount the bot can buy but how much he is actually able to trade.
as long as currency balance doesn't fall below whats currently deposited into the bot