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License: MIT License
a ping pong and maker/taker order bot for trading cryptocurrency on Waves Exchange, Poloniex, Bittrex, and Binance
License: MIT License
Trying to differentiate between market names on different exchanges sucks. Need to combine them. Formatting is:
Poloniex: BASE_QUOTE
Bittrex: BASE-QUOTE
Binance: QUOTEBASE
Maybe I'll just convert everything to do BASE_QUOTE
. The other option would be to split it into 2 strings, which changes more stuff, so prefer not to do it this way. Update: We want to support the concept of base currency and quote currency separately now, because of the way spruce strat takes currency names and applies them to the base.
Previously, I had only used the bot to either make ping-pong orders, or onetime orders (without timeouts). In these modes, it's completely fine to ignore partial fills, as we only care about the order being completely filled, and we assume that the bot will run that long, ignoring the partials between bot restarts or position resets, etc.
However, with onetime orders with timeouts, and spruce strat orders, we rely on cancelling these orders, and must count the partial fills that occurred before timeout/cancellation. This matters because they should occur at a much greater frequency than the circumstances above.
It would be nice to fix this, but I'll have to think about the right approach.
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