discretionary_engine's Introduction

Discretionary Engine

Places and follows a position from a definition of what the target position is

Usage

Example query:

discretionary_engine new --size=-0.1 --symbol=ADAUSDT '-f=sar:t5m:s0.07:i0.02:m0.15' '-f=tpsl:t0.4884:s0.5190'

This would open a new position on ADA, where:

Side: SELL, as the provided size is negative
Size: 10% of the total balance
rm_protocol_1: sar indicator, following the price action on 5m timeframe, with starting value 0.07, increase of 0.02, max 0.15
rm_protocol_2: static tp and sl, which are set at 0.4884 and 0.5190, respectively

Coverage

Currently only working with Binance.

Configuration

Config is read from ${HOME}/.config/discretionary_engine.toml by default, but can also be specified via --config cli argument.

An example config can be found in ./examples/config.toml

Current assumptions

no two positions are opened on the same symbol
no new positions on account are opened outside of the engine
orders are placed immediately (not that far off, as most of the time we will spam the thing until it accepts, and only other action that will need to be taken is to prevent any increases in exposure while we have any mismatches).

^{This repository follows my best practices.}

License

^{Licensed under either of Apache License, Version
2.0 or MIT license at your option.}
_{Unless you explicitly state otherwise, any contribution intentionally submitted
for inclusion in this crate by you, as defined in the Apache-2.0 license, shall
be dual licensed as above, without any additional terms or conditions.}

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