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[Feat] Smart trigger % grouping / Filtering #67

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brianleect opened this issue Jul 3, 2022 · 0 comments
Open

[Feat] Smart trigger % grouping / Filtering #67

brianleect opened this issue Jul 3, 2022 · 0 comments
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enhancement New feature or request

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@brianleect
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brianleect commented Jul 3, 2022

Currently we are using a one size fit all triggering mechanism for the pairs involved. However, setting it too low results in a ton of noise while having it too high results in missing out movements in larger pair pumps E.g. ETHUSDT / BTCUSDT

Iirc old suggestion was to simply run 2 instances with specified pairs and trigger values set, however there is a possibility to have this built in automatically.


image

Flow

  1. On program start, hit https://api.binance.com/api/v3/ticker/24hr
  2. Calculate volume in usd based on main symbol and usdt price
  3. Categorize into group based on usd volume

Example groupings

10k volume : Multiplier 3x
100k volume: Multiplier of 2x
1 mil volume: Multiplier of 0.5x

Base settings could be 5s:2% , 15s:5%? Would need to look into adjusting accordingly.

Note that this is mostly focused on USDT pairs however, in theory we could simply

Alternatively, we could simply set an ignore filter for any pairs below a set amount of USD 24h volume.

Measures above should be able to reduce noise and capture pumps across. Not sure if the slight increase in complexity is worthwhile though.

Likely won't have the time to add this in short term but placing it here for future reference.

@brianleect brianleect added the enhancement New feature or request label Jul 3, 2022
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