Poloniex market order simulation and custom-made order types · Issue #517 · askmike
osnwt commented Dec 8, 2016
Poloniex does not have a concept of market orders via API, and this is an issue to make instant trades for some similar projects. I think market sell order may be emulated with low order value and immediateOrCancel API option. AFAIK, in that case it should instantly sell for the best bid price (not a low price given in the order) and save some time to react.
I am also thinking about more order types like stop-limit etc to use in custom-built strategies. I realise that it is not portable across exchanges, but each one may have own tricks and while no way to support all portably should be a way to use supported options at least in custom-built strategies using documented interface to trader.
What do you think?
askmike commented Dec 8, 2016
The portfolioManager (responsible for turning strat advices into orders) is very outdated, I have plans to improve this to be more inline with todays exchanges (to give an example, the infitityOrder prop had to do with the API of Mt. Gox).
However my main concentrate is releasing a workable UI (see #513 and #489), that at very first might not even support real trading. After that I want to pick up the portfolioManager. I was thinking about something like:
A strat can give an advice together with something like:
- priority (how significant is it that this happens Quick) ->, should be executed as market order (or similar).
- portfolio (how much of the available balance should be moved into position).
An then a more advanced portfolioManager which uses these and creates the best possible orders (supported by exchange), maybe additionally tweaked by a config (does the user want specific order types, etc RISK/COST decision).
Would that work for you?
osnwt commented Dec 8, 2016 •, edited
Would be good if portfolioManager could work with more than a single order at once and keep track of them. As for me, I would choose a supple and powerful core managed from directive line instead of UI since UI is an option, and core is a must.
Anyway, it is thoughts only. I am novice with trading robots and actually with trading at all, so may think about wrong things. I just see how volatile may be prices and want to be able to react ASAP along with slow processes. That’s why I wish to have a core that is capable of providing everything including realtime orderbook processing using shove APIs, but I have no any practice using this in real trading yet.
askmike commented Dec 8, 2016
I would choose a nimble and powerful core managed from instruction line instead of UI since UI is an option, and core is a must.
Everything will always stay available over the instruction line. But you might be one of the few who rather uses directive line, the thickest question I get about Gekko is how to use it (with the instruction line). Therefor I am now focussing on making a UI wrapping around it (so all my time will go there until that is working).
That said, I am working on some fresh features that for now require the UI in some way (leech markets for example, see #513) that might open the door for some fresh stuff like watching numerous markets.
Would be good if portfolioManager could work with a more than a single order at once and keep track of them.
Yes, the very first thing would be to work out how to do this. When backtesting (or papertrading) the portfolioManager is not used (but the profitSimulator). So whatever the strategy is providing as advice, it should be fed to both the portfolioManager and the profitSimulator.
I am very open to suggestions on how to do this.
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