02-06-2019, 11:17 PM
All,
I wrote up a much cleaner fix and made a pull request. https://github.com/askmike/gekko/pull/2721
In the tests I ran, Gekko pretty much instantaneously recreate rejected trades, much faster than my old method of having the strategy re-issue a buy/sell order.
If you have Coinbase Pro and know how to access the sandbox, you should definitely test this code. It won't cost you any money and Coinbase Pro gives you $200,000+ fake money to play with in the sandbox. It's harder to run into this issue in the sandbox as the price barely moves compares to the real exchange, but I did come across it once and it worked!
I wrote up a much cleaner fix and made a pull request. https://github.com/askmike/gekko/pull/2721
In the tests I ran, Gekko pretty much instantaneously recreate rejected trades, much faster than my old method of having the strategy re-issue a buy/sell order.
If you have Coinbase Pro and know how to access the sandbox, you should definitely test this code. It won't cost you any money and Coinbase Pro gives you $200,000+ fake money to play with in the sandbox. It's harder to run into this issue in the sandbox as the price barely moves compares to the real exchange, but I did come across it once and it worked!
If it isn't crypto, it isn't worth mining, it isn't worth speculating.
https://www.youtube.com/c/crypto49er
https://www.youtube.com/c/crypto49er