size

README

GoCryptoTrader Backtester: Size package

This size package is part of the GoCryptoTrader codebase.

This is still in active development

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Size package overview

The sizing package ensures that all potential orders raised are within both the CurrencySettings limits as well as the portfolio manager's limits.

• In the event that the order is to large, the sizing package will reduce the order until it fits that limit, inclusive of fees.
• When an order is sized under the limits, an order event cannot be raised an no order will be submitted by the exchange
• The portfolio manager's sizing rules override any CurrencySettings' rules if the sizing is outside the portfolio manager's

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Contribution

Please feel free to submit any pull requests or suggest any desired features to be added.

When submitting a PR, please abide by our coding guidelines:

• Code must adhere to the official Go formatting guidelines (i.e. uses gofmt).
• Code must be documented adhering to the official Go commentary guidelines.
• Code must adhere to our coding style.
• Pull requests need to be based on and opened against the master branch.

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Documentation

Index

• type Size
  • func (s *Size) SizeOrder(o order.Event, amountAvailable decimal.Decimal, cs *exchange.Settings) (*order.Order, error)

Types

type Size

type Size struct {
	BuySide  exchange.MinMax
	SellSide exchange.MinMax
}

Size contains buy and sell side rules

func (*Size) SizeOrder

func (s *Size) SizeOrder(o order.Event, amountAvailable decimal.Decimal, cs *exchange.Settings) (*order.Order, error)

SizeOrder is responsible for ensuring that the order size is within config limits