1 unstable release
0.1.1 | May 28, 2024 |
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#2582 in Magic Beans
139 downloads per month
72KB
1.5K
SLoC
Discretionary Engine
Places and follows a position from a definition of what the target position is
Usage
Example query:
discretionary_engine new --size=-0.1 --symbol=ADAUSDT '-f=sar:t5m:s0.07:i0.02:m0.15' '-f=tpsl:t0.4884:s0.5190'
This would open a new position on ADA, where:
- Side: SELL, as the provided size is negative
- Size: 10% of the total balance
- rm_protocol_1: sar indicator, following the price action on 5m timeframe, with starting value 0.07, increase of 0.02, max 0.15
- rm_protocol_2: static tp and sl, which are set at 0.4884 and 0.5190, respectively
Coverage
Currently only working with Binance.
Configuration
Config is read from ${HOME}/.config/discretionary_engine.toml by default, but can also be specified via --config
cli argument.
An example config can be found in ./examples/config.toml
Current assumptions
-
no two positions are opened on the same symbol
-
no new positions on account are opened outside of the engine
-
orders are placed immediately (not that far off, as most of the time we will spam the thing until it accepts, and only other action that will need to be taken is to prevent any increases in exposure while we have any mismatches).
State
Number one priority is getting NRSR up. Once done, will be able to merge other parts of the project like handling and initialization of exchange interactions (currently in a separate crate).
This repository follows my best practices.
License
Licensed under either of Apache License, Version 2.0 or MIT license at your option.Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in this crate by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.
Dependencies
~17–34MB
~529K SLoC