Calculate price slippage more reliably and allow specifying order type and time in force
parent
c8f776e2a8
commit
5c68191e5b
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# Generated by Django 4.1.3 on 2022-11-15 15:13
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from django.db import migrations, models
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class Migration(migrations.Migration):
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dependencies = [
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('core', '0022_account_currency'),
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]
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operations = [
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migrations.AlterModelOptions(
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name='strategy',
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options={'verbose_name_plural': 'strategies'},
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),
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migrations.AddField(
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model_name='strategy',
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name='callback_price_deviation_percent',
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field=models.FloatField(default=0.5),
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),
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migrations.AddField(
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model_name='strategy',
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name='order_type',
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field=models.CharField(choices=[('market', 'Market'), ('limit', 'Limit')], default='market', max_length=255),
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),
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]
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@ -0,0 +1,18 @@
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# Generated by Django 4.1.3 on 2022-11-15 15:18
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from django.db import migrations, models
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class Migration(migrations.Migration):
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dependencies = [
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('core', '0023_alter_strategy_options_and_more'),
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]
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operations = [
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migrations.AddField(
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model_name='strategy',
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name='time_in_force',
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field=models.CharField(choices=[('gtc', 'Good Til Cancelled'), ('gfd', 'Good For Day'), ('fok', 'Fill Or Kill'), ('ioc', 'Immediate Or Cancel')], default='gtc', max_length=255),
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),
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]
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@ -0,0 +1,18 @@
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# Generated by Django 4.1.3 on 2022-11-15 15:19
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from django.db import migrations, models
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class Migration(migrations.Migration):
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dependencies = [
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('core', '0024_strategy_time_in_force'),
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]
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operations = [
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migrations.AlterField(
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model_name='strategy',
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name='time_in_force',
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field=models.CharField(choices=[('gtc', 'GTC (Good Til Cancelled)'), ('gfd', 'GFD (Good For Day)'), ('fok', 'FOK (Fill Or Kill)'), ('ioc', 'IOC (Immediate Or Cancel)')], default='gtc', max_length=255),
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),
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]
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@ -0,0 +1,18 @@
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# Generated by Django 4.1.3 on 2022-11-15 15:23
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from django.db import migrations, models
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class Migration(migrations.Migration):
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dependencies = [
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('core', '0025_alter_strategy_time_in_force'),
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]
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operations = [
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migrations.AddField(
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model_name='trade',
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name='time_in_force',
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field=models.CharField(choices=[('gtc', 'GTC (Good Til Cancelled)'), ('gfd', 'GFD (Good For Day)'), ('fok', 'FOK (Fill Or Kill)'), ('ioc', 'IOC (Immediate Or Cancel)')], default='gtc', max_length=255),
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),
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]
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