You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
{{ message }}
This repository has been archived by the owner on Aug 27, 2024. It is now read-only.
The ftx API treats futures and spot differently; we should not conflate them.
execution.exchanges.Exchange defines a base class for Exchanges (currently the only implementation is execution.exchanges.ftx.FtxExchange which is incomplete).
We need to support strategies that work with spot, and futures.
The text was updated successfully, but these errors were encountered:
I think we should consider the use case where we know we want to trade an asset but acknowledge that it can be more profitable to get exposure via other instruments or even exchanges.
What do you think about removing the quote currency from the Security model and adding a symbol and exchange attribute to? That way, when a StrategyPositionRequest is created we can insert an additional piece of logic that will choose optimal symbol and eventually exchange.
Initially we can keep it simple, long = spot, short = perp
We will need to handle shifts from one symbol to another, and ensure frequency of this happening is as low as possible.
Sign up for freeto subscribe to this conversation on GitHub.
Already have an account?
Sign in.
The ftx API treats futures and spot differently; we should not conflate them.
execution.exchanges.Exchange
defines a base class for Exchanges (currently the only implementation isexecution.exchanges.ftx.FtxExchange
which is incomplete).We need to support strategies that work with spot, and futures.
The text was updated successfully, but these errors were encountered: