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New filter system with new filters, including usage of trades table in SQL database to limit daily trade activity #321

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nikhilsaraf opened this issue Dec 19, 2019 · 0 comments
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nikhilsaraf commented Dec 19, 2019

related to issue #194

Desired Behavior

I want to limit the total trades that my bot performs using the trades table introduced in #194

Impact

The desired behavior will allow me to have finer-grained risk controls to ensure that we don't overtrade a given market based on anomalous market behavior

Feature Suggestion

We can achieve the desired behavior by querying the sql database before placing trades, if enabled

Specifications

  • refactor filter system to be more composable
  • daily volume filter by pulling from sql db (ref Write trades into a sql database #194)
  • min and max price filter
  • neat interface for filters using string patterns with delimiters
  • filters should also operate on existing offers which may not pass filter and produce corresponding delete offers accordingly
  • restrict to a one-sided strategy for now with the possibility of making a composed version of these filters so they are easier to write along with hint in log lines when config is invalid
@nikhilsaraf nikhilsaraf added the feature request New feature or request label Dec 19, 2019
@nikhilsaraf nikhilsaraf added this to the v1.8.0 milestone Dec 19, 2019
@nikhilsaraf nikhilsaraf self-assigned this Dec 19, 2019
@nikhilsaraf nikhilsaraf changed the title Use trades table in SQL database to limit daily trade activity New filter system with new filters, including usage of trades table in SQL database to limit daily trade activity Dec 30, 2019
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