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Check FTX exchange get_target_price #13

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arnaudj opened this issue Dec 8, 2021 · 4 comments
Closed

Check FTX exchange get_target_price #13

arnaudj opened this issue Dec 8, 2021 · 4 comments
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@arnaudj
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arnaudj commented Dec 8, 2021

Something to check computations of https://github.com/atkinson/wagmi/blob/master/execution/exchanges/ftx.py#L68

@arnaudj arnaudj self-assigned this Dec 8, 2021
@arnaudj
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arnaudj commented Dec 8, 2021

Work in progress in https://github.com/arnaudj/wagmi/commits/dev/midpoint
Feedback welcome

@CharlesFr
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Nice, where were you thinking of placing the logic to check order status? I presume we'll need a loop that checks until all orders are filled and update the price?

Currently, Orders are created one by one, so in my branch I've added a function to process them together as a QuerySet.

@arnaudj
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arnaudj commented Dec 16, 2021

Good question @CharlesFr

Can we discuss this in #15 or another issue?

afaik, we have this flow: TargetPositionManager -> positions planning (in OrderManager::create_order) -> placing orders on exchange (FTXExchange). So possibly in the execution module, regularly called (some kind of tick())

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arnaudj commented Dec 19, 2021

PR #14 merged

@arnaudj arnaudj closed this as completed Dec 19, 2021
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