Automated trade execution engine.
To maintain a standard of vacation-level automation, we need to be able to enter and exit positions at high volume without concern.
Key concerns include:
- Being able to enter / exit positions at high [relative] volume with a minimal impact on the market
- Pay as little fees as possible (by placing "maker" orders instead of "taker" orders whenever feasible.
- Being able to exit positions cleanly
Automated trade / stop options exist on most exchanges, but have the following shortcomings:
- Stop limit orders exit forcefully, forcing you to choose between the risk of not getting fulfilled or setting a large threshold for the limit which decreases profits
- Makes you succeptible to Stop Hunting
- Inconsistency across exchanges
Use cases
- Buy a large amount of DOGE over 2 hours
- Use a custom exit strategy
- Support broken
- New X period Low/High
- Sophisticated trailing stop
- Then exit gracefully when triggered, by selling over the next x minutes at the best price
A trade engine can be a real exchange, or a special backtesting trade engine that will walk historical data and provide backtesting analysis.
- Trade Order
- Choose how long to fill, cruise control style mechanism to spread the orders out over X minutes
- Conditions
- Portfolio rebalancer
- Walk through and if it is greater than x percent away from where it should be
- Sell all first
- Walk through and if it is greater than x percent away from where it should be
- Minute level data consumption with pub sub model
- Signal Processor
- Exchange API layer
- Trade Bot Account widget
- Assets widget
- Assets model
- Order widget
- Trades widget
- Backtests working