Trail percent support

[maimas]

⚠️ TO BE DISCUSSED BEFORE MERGED

• Moved orders construction logic into a separate class
• Slightly refactored config
• Removed notional related logic - most probably we will always want to operate with portfolio percent
• Updated order placement logic. On order submission, by default, it will wait for 5 seconds with an interval of 0.5 seconds to check if the order is filled. If not filled in the expected threshold it is canceled.

Testing completed

• ✔️ Tested trailing stop with a limit order
• ✔️ Tested trailing stop with a market order
• ✔️ Tested crypto orders with limit and market orders

Trailing stop observations

Tested manually in Alpaca by setting trailing loss of 2%. At the end of the day observed a large gap in results compared with Victor's setup. Trailing loss of 2% secured 0.34% for me where Victor gained 2.4%

Conclusion

A trailing stop of 2-3% is too tight since we will hit it often due to the nature of the Trailing Stop calculation HWT+2%.

[maimas]

Looks like GWT is timing out after 30 seconds... is it configurable? "Endpoint request timed out"

ℹ️ Guestimates Price for 128MB we pay 0.0000000021$/1mls

Assuming we have 100 requests per day and worst case scenario, 20s of lambda execution time per request: 20s * 100req = 2000sec or ~33min

0.000126$ for 1 minute 0.00756$ for 1h 0.0756$ for 10h