This program is particularly naive at trading cryptocurrency. It aims to wrap the crypto.com Exchange and make trades based on user-defined strategies. Its different components are detailed here.
The naive bot will attempt to trade between a currency and a stablecoin (i.e. USDT). This is specifically the case when backtesting, where the naive bot is given X USDT. It is therefore recommended to backtest on data for a currency and USDT.
The naive bot will apply the most pessimistic trading fees, which are 0.4% for both maker and taker at the time of writing.
When running backtests, please make sure that:
- Candle data is expressed in csv, containing
timestamp,symboland traditionnalOHLCVcolumns. - Rows are ordered by increasing timestamp (oldest first, newest latest).
timestampare expressed in milliseconds.- Candles are 1 minute long.