garethdmm / gryphon

Powerful, proven, and extensible framework for building trading strategies at any frequency, with a focus on crypto currencies. Battle-tested with billions traded.
http://www.gryphonframework.org
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Consistent default values for exchange fees ? #42

Open asmodehn opened 5 years ago

asmodehn commented 5 years ago

Having a look at kraken_btc_usd and kraken_btc_eur the fees are configured for different type of users...

Ideally we should have the default values matching the setup of a new user of an exchange. We can probably not enforce that they always match what the exchange fees actually are, but we probably can :

garethdmm commented 5 years ago

I'd love it if someone could do a exchange fee audit on the exchange library, as well as keeping the reference links nearby in the code. Keeping tabs on 20+ pairs as their fee brackets change over time is difficult but would get easier if we had multiple eyes on it, or had multiple people with more focused areas of responsibility.

itali43 commented 4 years ago

submitted a pull request (#80 ) that addresses "keep reference links around in the source, and rely on a developer modifying the default values when the exchange happens to change its fees policy."