inmyth / algo-1-3-controller

Algo 1-3 Controller

Development Notes

Unable to compile

• Check that all files have package name Files in /script should have project name mrt as package name (will cause error warning on Intellij)
• Some cats errors do not propagate. This happens when EitherT composition is missing type. I solved this by reducing the composition to single lines and check the compile result on Horizon Script Manager.

Behavior

• check isDefined and 0 in params that have it
• check gap between market open / close signal between dw and ul
• bot should stop when order executed signal (from ul) arrives. this means the market has changed status. bot stops when it gets any ul executed signal.
• dw and ul can open or close at different time.
• in case of runtime error Horizon will stop sending signals
• a market order from Horizon can be missing one leg, this causes the bot to cancel an order
• ScenarioStatus can be null, its fields like priceOnMarket and qtyOnMarket can be null or NaN
• horizon delta precision is 15 (e.g 7.072637332864818E-4)
• object is shared between traits (and ul)

marketSells Vector(MyScenarioStatus(0.18,35400), MyScenarioStatus(0.19,1056500), MyScenarioStatus(0.2,1032500), MyScenarioStatus(0.21,1020900), MyScenarioStatus(0.22,1042400))
marketSells Vector(MyScenarioStatus(0.19,1056500), MyScenarioStatus(0.2,1032500), MyScenarioStatus(0.21,1020900), MyScenarioStatus(0.22,1042400))

• some qty can be missing (=0)

Dw List: List(DW(CPAL24C2203A@XBKK,Some(0.25),Some(300000),Some(0.040089664162088465),Some(CALL),Vector(MyScenarioStatus(0.24,36000), MyScenarioStatus(0.25,1010600), MyScenarioStatus(0.26,1088900), MyScenarioStatus(0.27,1025200), MyScenarioStatus(0.28,1048800)),Vector(MyScenarioStatus(0.25,300000), MyScenarioStatus(0.24,100000), MyScenarioStatus(0.23,36000), MyScenarioStatus(0.22,1070900), MyScenarioStatus(0.21,1061800)),Vector(MyScenarioStatus(0.27,1025200), MyScenarioStatus(0.28,1048800), MyScenarioStatus(0.29,1016300), MyScenarioStatus(0.25,1010600), MyScenarioStatus(0.26,1088900)),Vector(MyScenarioStatus(0.21,1061800), MyScenarioStatus(0.20,1090400), MyScenarioStatus(0.19,1009800), MyScenarioStatus(0.18,1018100), MyScenarioStatus(0.22,1070900)),Vector(MyScenarioStatus(0.24,36000)),Vector(MyScenarioStatus(0.23,36000))))
Dw List: List(DW(CPAL24C2203A@XBKK,Some(0.25),Some(300000),Some(0.040089664162088465),Some(CALL),Vector(MyScenarioStatus(0.24,36000), MyScenarioStatus(0.25,1010600), MyScenarioStatus(0.26,1088900), MyScenarioStatus(0.27,1025200), MyScenarioStatus(0.28,1048800)),Vector(MyScenarioStatus(0.25,300000), MyScenarioStatus(0.24,100000), MyScenarioStatus(0.23,36000), MyScenarioStatus(0.22,1070900), MyScenarioStatus(0.21,1061800)),Vector(MyScenarioStatus(0.27,1025200), MyScenarioStatus(0.28,1048800), MyScenarioStatus(0.29,1016300), MyScenarioStatus(0.25,1010600), MyScenarioStatus(0.26,1088900)),Vector(MyScenarioStatus(0.21,1061800), MyScenarioStatus(0.20,1090400), MyScenarioStatus(0.19,1009800), MyScenarioStatus(0.18,1018100), MyScenarioStatus(0.22,1070900)),Vector(MyScenarioStatus(0.24,0)),Vector(MyScenarioStatus(0.23,36000))))

• change from pre open to open SEQ 1.DW Stop Bot Signal 2.Reset DW Projected Price & Proj Qty 3.Reset DW Market Buy Sell 4.1 Update Dynamic Own Sell 4.2 Update Dynamic Own Buy

• own can have more qty and price level that doesnt exist in market

• stop the bot when dw opens before ul (executed signal)

Creating new Gradle project

1. Horizon > create new strategy > Generate IDEA files
2. Go to Idea > Open Gradle Tab > Click Refresh

Give Package Name !