Stepped lot size #93

Merged

scionaltera merged 6 commits from stepped-lot-size into master

2019-05-15 13:01:32 -07:00

scionaltera commented

2019-05-11 02:04:21 -07:00

(Migrated from github.com)

Some exchanges require trade sizes to be specific volumes (e.g. multiples of 0.01).

Fortunately XChange has a setting in the exchange metadata that indicates the lot size. This new feature will use that metadata, if it is present, to round off trades for that exchange to meet the required lot size.

Unfortunately none of the exchanges I use have this requirement so I can't test any live trades. This PR is blocked until @sanitariu or somebody else from the community has an opportunity to test it using an exchange that requires it, such as Binance.

To test, you may build from the stepped-lot-size branch or you can use the scionaltera/arbitrader:stepped-lot-size Docker tag. Post your log here to show that it used the correct lot sizes for a trade. Feel free to scrub other information like dollar amounts.

Some exchanges require trade sizes to be specific volumes (e.g. multiples of 0.01). Fortunately XChange has a setting in the exchange metadata that indicates the lot size. This new feature will use that metadata, if it is present, to round off trades for that exchange to meet the required lot size. Unfortunately none of the exchanges I use have this requirement so I can't test any live trades. This PR is blocked until @sanitariu or somebody else from the community has an opportunity to test it using an exchange that requires it, such as Binance. To test, you may build from the `stepped-lot-size` branch or you can use the `scionaltera/arbitrader:stepped-lot-size` Docker tag. Post your log here to show that it used the correct lot sizes for a trade. Feel free to scrub other information like dollar amounts.

scionaltera commented

2019-05-15 13:01:24 -07:00

(Migrated from github.com)

Closes #86

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