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).

License