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volume filter should allow specifying multiple markets for aggregate limits #348

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nikhilsaraf opened this issue Jan 23, 2020 · 0 comments
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@nikhilsaraf
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Desired Behavior

I want to specify daily filter limits across multiple exchanges

Impact

The desired behavior will allow me to provide more flexibility to the bot when executing strategies

Feature Suggestion

We can achieve the desired behavior by expanding the volume filter to provide it with modifiers on the "daily" param where we can allow specification of markets like so:
instead of specifying volume/daily/sell/base/3500.0/exact we can specify volume/daily:market_ids=[4c19915f47,db4531d586]/sell/base/3500.0/exact

where the market_ids field is optional and has a value that is an array representing 1-N market_ids to be used while computing the daily volume limit. This will always include the bot's own market by default and this cannot be changed.

@nikhilsaraf nikhilsaraf added the feature request New feature or request label Jan 23, 2020
@nikhilsaraf nikhilsaraf added this to the v1.8.0 milestone Jan 23, 2020
@nikhilsaraf nikhilsaraf self-assigned this Jan 23, 2020
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