Where the asset price has changed significantly enough in the time between fetching the price, and executing on the price so that we don't have enough fiat to make a trade.
This will likely require more data (from live bot) and research on what kind of slippage we can tolerate against our profit margins.
We would like to have at least 5 successful trades before finalizing a slippage number.
Update
Kraken partial fills market orders and treats the remaining order as cancelled. This can be dealt with by verifying the executed amount when parsing the response.
We want to avoid situations such as:
ExchangeError('bithumb {"status": "5600", "message": "Purchase amount exceeds usable KRW"}',)Where the asset price has changed significantly enough in the time between fetching the price, and executing on the price so that we don't have enough fiat to make a trade.
This will likely require more data (from live bot) and research on what kind of slippage we can tolerate against our profit margins.
We would like to have at least 5 successful trades before finalizing a slippage number.
Update
Kraken partial fills market orders and treats the remaining order as
cancelled. This can be dealt with by verifying the executed amount when parsing the response.