README
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GoCryptoTrader Backtester: Trackingcurrencies package
This trackingcurrencies package is part of the GoCryptoTrader codebase.
This is still in active development
You can track ideas, planned features and what's in progress on this Trello board: https://trello.com/b/ZAhMhpOy/gocryptotrader.
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Trackingcurrencies package overview
What does the tracking currencies package do?
The tracking currencies package is responsible breaking up a user's strategy currencies into pairs with a USD equivalent pair in order to track strategy performance against a singular currency. For example, you are wanting to backtest on Binance using XRP/DOGE, the tracking currencies will also retrieve XRP/BUSD and DOGE/BUSD pair data for use in calculating how much a currency is worth at every candle point.
What if the exchange does not support USD?
The tracking currencies package will check supported currencies against a list of USD equivalent USD backed stablecoins. So if your select exchange only supports BUSD or USDT based pairs, then the GoCryptoTrader Backtester will break up config pairs into the equivalent. See below list for currently supported stablecoin equivalency
| Currency |
|---|
| USD |
| USDT |
| BUSD |
| USDC |
| DAI |
| TUSD |
| ZUSD |
| PAX |
How do I disable this?
If you need to disable this functionality, for example, you are using Live, Database or CSV based trade data, then under strategy-settings in your config, set disable-usd-tracking to true
Can I supply my own list of equivalent currencies instead of USD?
This is currently not supported. If this is a feature you would like to have, please raise an issue on GitHub or in our Slack channel
Please click GoDocs chevron above to view current GoDoc information for this package
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
masterbranch.
Donations
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Documentation
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Index ¶
Constants ¶
This section is empty.
Variables ¶
var ( // ErrCurrencyContainsUSD is raised when the currency already contains a USD equivalent ErrCurrencyContainsUSD = errors.New("currency already contains a USD equivalent") // ErrCurrencyDoesNotContainsUSD is raised when the currency does not contain a USD equivalent ErrCurrencyDoesNotContainsUSD = errors.New("currency does not contains a USD equivalent") )
Functions ¶
func CurrencyIsUSDTracked ¶
CurrencyIsUSDTracked checks if the currency passed in tracks against USD value, ie is in rankedUSDs
Types ¶
type TrackingPair ¶
TrackingPair is basic pair data used to create more pairs based whether they contain a USD equivalent
func CreateUSDTrackingPairs ¶
func CreateUSDTrackingPairs(tp []TrackingPair, em *engine.ExchangeManager) ([]TrackingPair, error)
CreateUSDTrackingPairs is responsible for loading exchanges, ensuring the exchange have the latest currency pairs and if a pair doesn't have a USD currency to track price, to add those settings
Source Files