search

ivelsantos / cryptor

MIT License
1 stars 0 forks source link

Increase accuracy of Testing sells #16

Open ivelsantos opened 3 weeks ago

ivelsantos commented 3 weeks ago

Currently Take_profit uses the higher bid price as comparison to their limit:

https://github.com/ivelsantos/cryptor/blob/41844c1e0c5031d0a2337931a971cf3e8e4ce9fa/services/trading/operations/operations.go#L219-L228

The problem with this approach is that if the quantity of the bid price fetched is not equal or greater than the quantity being sold then the end price tends to be less than the higher bid price.

Proposal

Check the quantity of the higher bid price. In the case of that being less than the sold quantity, it should be made a weighted mean getting a more accurate market price to the Take_profit.

ivelsantos commented 3 days ago

With the changes of 6ecfc8d Testnet is no longer used in testing mode. Now the bidPrice is used on sell operations like Stop_loss and Take_profit and askPrice is used in Buy.

The problem now is that the real trading does not sell at the exactly bidPrice due to volume and competition.

Propose

Insert a loss percentage to more accurate reflect real transaction