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scrtlabs / catalyst

An Algorithmic Trading Library for Crypto-Assets in Python
http://enigma.co
Apache License 2.0
2.48k stars 724 forks source link

multiple exchanges per algorithm #393

Open kooomix opened 6 years ago

kooomix commented 6 years ago

Hi,

I the documentation here it says: "Support for accessing multiple exchanges per algorithm, which opens the door to cross-exchange arbitrage opportunities."

Does catalyst really support multiple exchanges using the same algorithm? If so - how this can be done? (no documentation for it)

Thanks!

skeller88 commented 6 years ago

Hi,

I agree that the documentation should be updated to make that clearer how to use.

For now, see the arbitrage example and have a look at the "exchange_name" parameter in "run_algorithm".

kooomix commented 6 years ago

Cool, thanks! I assume this mechanism (of having more than one exchange in the same algo) was tested and can be trusted for live trading?

another question about capital_base when running more than one exchange - if it is set to 1 BTC for example, it will require at least 1 BTC in each of the exchanges? Or alternatively asked - is it possible to set different capital_base for each exchange?

Thanks.

skeller88 commented 6 years ago

I'm not a contributor so I couldn't say. I'm just getting to know the repo myself!

AvishaiW commented 6 years ago

Hi, at the moment using multiple exchanges in one algorithm is not possible. You both are correct that the documentation and the example are misleading. Unfortunately, we are swamped at the moment by higher priorities, so it will take time fix them. contributions are welcome.