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Track slippage over each completed trade #795

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tiagosiebler opened this issue Dec 4, 2017 · 2 comments
Open

Track slippage over each completed trade #795

tiagosiebler opened this issue Dec 4, 2017 · 2 comments

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@tiagosiebler
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tiagosiebler commented Dec 4, 2017

Just a note to enhance the tracking in zenbot, so you can analyse the average slippage per trade over time. Knowing that from live tests, means you'll have more tools for an accurate sim. The default 0.045 slippage for the sim can be misleading for estimating the performance of a new strategy.

@abduegal
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abduegal commented Dec 4, 2017

Hi @tiagosiebler I'm about to do a PR that exposes a REST API for zenbot. From that you can read all the live data that zenbot has, including all trades and the slippages it has.
Hopefully that will also solve this issue.

@tiagosiebler
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Wicked! That should hit the nail on the head! Thanks @abduegal

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