sleeyax / voltra

Cross-market volatile cryptocurrency trading bot
GNU General Public License v3.0
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feat: filter coins by minimum traded volume #16

Closed Newtoniano closed 2 months ago

Newtoniano commented 2 months ago

This PR adds the ability to filter the asset universe by minimum traded volume amount. This is useful to prevent the bot from generating false signals for coins with very low liquidity.

Currently implemented for Binance as the total 24-hour quote asset amount traded for the coin, and refreshed every hour to avoid hitting API rate limits.