Stage 3, day 30:
Data structures went perfect. Part of the solution was to use a Finite State Machine pattern.
I did develop several execution strategies. about half a dozen of them. I did roll out some of the more complex one that I'll need in the next step.
Something that I did realize while I was testing. it is that those execution strategies works so well that you can practically rely on them to have an execution that is almost as fast as a market order but with the maker fee you receive with a limit order...
One analogy that I could make. Those strategies in the trading worlds is what the 12 different words that Inuits use to describe snow.
It is really fun to test it live. In fact, my test has been profitable. As I was buying low and selling high BTC. That wasn't really the goal. I simply wanted to test the execution but it came naturally that I could start make a small profit while I was testing. I simply looked at the price and the type of order to use for my testing *and* making profit was obvious. I didn't make a fortune since I was testing with minimum accepted trading value (about $15) but it is the mindset that I now appear to have that did please me the most.
At each testing iteration, I was also discovering small shortcomings that I didn't notice at first. I fixed also a bunch of rounding errors.
So that now, I have a system that works really really well. At this stage, it has become really a game. A very fun one...
Data structures went perfect. Part of the solution was to use a Finite State Machine pattern.
I did develop several execution strategies. about half a dozen of them. I did roll out some of the more complex one that I'll need in the next step.
Something that I did realize while I was testing. it is that those execution strategies works so well that you can practically rely on them to have an execution that is almost as fast as a market order but with the maker fee you receive with a limit order...
One analogy that I could make. Those strategies in the trading worlds is what the 12 different words that Inuits use to describe snow.
It is really fun to test it live. In fact, my test has been profitable. As I was buying low and selling high BTC. That wasn't really the goal. I simply wanted to test the execution but it came naturally that I could start make a small profit while I was testing. I simply looked at the price and the type of order to use for my testing *and* making profit was obvious. I didn't make a fortune since I was testing with minimum accepted trading value (about $15) but it is the mindset that I now appear to have that did please me the most.
At each testing iteration, I was also discovering small shortcomings that I didn't notice at first. I fixed also a bunch of rounding errors.
So that now, I have a system that works really really well. At this stage, it has become really a game. A very fun one...
