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ronaldlam / Autotrageur

Automated arbitrageur
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Arbitrage: Extend fcf bot functionality to handle two exchanges without USD pairs #234

Open jaonewguy opened 5 years ago

jaonewguy commented 5 years ago

Right now, we standardize around USD and use the set_conversion_needed flag to indicate a forex necessity into USD. However this will not suffice for two different 'forex' pairs.

E.g. BTC/CAD vs BTC/EUR

ronaldlam commented 5 years ago

I don't quite get what this is for. Isn't it all handled in ccxt_trader?

jaonewguy commented 5 years ago

The forex calcs will likely need to be different, and a bunch of conditionals will change (conversion_needed). There will be no "standard" of USD, since we would have two different forex. Probably will need to change some more internals to separate what data to use for "visuals" (e.g. log output always uses USD? Or choose one of the forex?) and data used for actual trading.

ronaldlam commented 5 years ago

Is it that we don't want the USD standard? Right now fcf_autotrageur deals only with USD and hands off the forex stuff mostly to ccxt_trader. I guess it may be more precise to have one conversion instead of two. Maybe the ability to change the 'core currency' would work.

jaonewguy commented 5 years ago

Unsure what the right answer is right now - kind of why I made the task just to make sure we put some thought into this. But if we do have, say, a BTC/EUR and BTC/CAD bot and want to maintain the USD standard, we will have to maintain 3 forex rates across the bot.

ronaldlam commented 5 years ago

Using the existing implementation would have it use 2, and it would base the decisions on the USD balances.