[discussion] Supporting market orders in live trading
#12
Ok, I implemented this feature today, works really nice. See this commit: https://github.com/mark-sch/gekko/commit...8909a0f6ec

The advice has three new possible params, example:

this.emit('advice', { recommendation: 'short', setTakerLimit: '1%', setSellAmount: '10%', date: moment() });
this.emit('advice', { recommendation: 'long', setTakerLimit: '3.5', setBuyAmount: '18', date: moment() });

All three params are able to handle absolute values or percentages. So setting a setTakerLimit of 1% within the advice will buy for example at the highest available bid from the orderbook plus 1%, so the new limit price is bid+1%. This will force a market taker most of the time. If the available offers are worse than this price, it will only fill a partial taker order and keep the rest until you are able to buy with current bid+1% (moving) limit again.

I tested with a new Telegram bot UI and also added the dynamic Amount feature - instead of fixed 95% right now. So you can buy with a certain percentage or a certain fixed amount of your currency. This should also enable trading mutiple assets on one currency by setting these values in strategy. If you are willing to merge now or later, let my know, I will then create a pull request.
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RE: [discussion] Supporting market orders in live trading - by mark.sch - 10-25-2018, 09:43 PM

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