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BitTrex Plugin (Crypto Trading)
#468152
09/20/17 19:10
09/20/17 19:10
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Joined: Nov 2016
Posts: 103 NSW
vinsom
OP
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OP
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Joined: Nov 2016
Posts: 103
NSW
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Hi, I just shared the code for a BitTrex plugin. https://github.com/vinsom68/Zorro-BitTrex-PluginThere is also a compiled dll (latest build folder) and instructions. There are a few issues, expecially for pairs who have many decimals described in the readme. This is the first plugin of this kind for Zorro, and it might need some updates to be fully compatible with crypto. Use at your own risk. This is the first version, and there might be bugs. Mostly tested with Bitcoin as base currency, but other currencies might be experimented. Enjoy Vincenzo
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Re: BitTrex Plugin (Crypto Trading)
[Re: jcl]
#468266
09/27/17 14:40
09/27/17 14:40
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Joined: Sep 2016
Posts: 20 France
JohanAu
Newbie
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Newbie
Joined: Sep 2016
Posts: 20
France
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Hi Vinsom, Thank you very much for this, appreciate a lot ! Did you started to build strategies for crypto ? Sure there must be some obvious inefficiencies compared to other market, can't wait to try some strategies BR, Johan
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Re: BitTrex Plugin (Crypto Trading)
[Re: Petra]
#468588
10/11/17 06:52
10/11/17 06:52
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Joined: Sep 2016
Posts: 20 France
JohanAu
Newbie
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Newbie
Joined: Sep 2016
Posts: 20
France
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Hi Vinsom,
I have started to play with your files. I am trying to backtest some strategies with the historical data taken from crypto compare (and thank you again for this !).
I see that in AssetFix you have set the PIP cost to 0.01 :
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol 1ST/BTC,50,0,0,0,0.00000001,0.01,0,1,1,0.000005,
this means that 1 pip (1 satoshi) is equal to 0.01$. This is very difficult to interpret the result with that.
I think this is more convenient to put 1 in pip cost so the result is in Satoshis instead.
Also, do you know how is it possible to change the currency account in the config file (and put satoshis or BTC) ?
I really want to contribute to this and make it work for crypto account, so I will continue testing and report here.
Best regards, Johan
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Re: BitTrex Plugin (Crypto Trading)
[Re: JohanAu]
#468749
10/16/17 03:10
10/16/17 03:10
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Joined: Nov 2016
Posts: 103 NSW
vinsom
OP
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OP
Member
Joined: Nov 2016
Posts: 103
NSW
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Hi Johan,
The pip cost is calculated from the data coming from the broker. So the values in the AssetList are all ignored except fees, for which Zorro doesn't have variables to auto set them in the plugin. Please read carefully the readme coming with the plugin where is partially explained.
In short, Bittrex has a min trade amount of 50k satoshi. To avoid issues , I set this amount to 100k (see why in the readme). Now this 100k satoshi converted to the alt coin you want to buy would be the MinLotAmount, that therefore changes for every altcoin. So a 1 Zorro lot, would be equal to this MinLotAmount (about 5US at current exchange rate), and multiples of the MinLotAmount.
Now the PipCost is equal to the MinLotAmount * Pip (1 satoshi=0.00000001) * AccountCurrency(1 if btc, or BTC/USD exchange rate) If log is enabled and you search for "PipCost:", you will find it there for each pair in the AssetList (just clear it from times to times as becomes huge).
To enable the account to be in BTC, replace DisplayCurrency="USD" with DisplayCurrency="BTC" in Zorro.ini. You will need Zorro 1.66 to see more decimals as Jcl says. Haven't had the time to test this. Let me know how you go and thanks for doing some testing
Vincenzo
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