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Releases: hammertoe/crypto_balancer

PyPI release

10 Mar 11:12
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  • Functionally identical to 3.0, but packaged for PyPI

Tree-walking balancer

10 Mar 10:14
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  • Much better process to try all potential new portfolios, rather than randomly try different combinations, we now tree-walk all possible combinations. This makes it much more deterministic, and a lot faster
  • The threshold in the config file is now the the threshold that any single currency must go over, rather than the average of all of them.
  • Backtester code included with some sample data if you want to run your own backtests

Better output and balancing

01 Mar 22:59
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  • Better output, easier to read, shows both current and proposed portfolios
  • Now uses the root mean squared error (RMSE) for measuring the portfolio variation from balanced
  • The threshold parameter has change to now be the RMSE
  • Will only attempt to balance if proposed portfolio is both better balanced than current and below threshold

New rebalance algo

25 Feb 22:43
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I have re-written the rebalancing algorithm completely.

  • It now works even with non-direct matching pairs. It runs slower as it has an element of brute forcing in it. This could possibly be made smarter, but works fine for this.
  • It now keeps track of the total fees needed for the re-balancing

Initial Release

24 Feb 18:42
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Initial release of the code.
Everything should be working. But it only works on direct pairs, e.g. it would not balance a portfolio containing XLM and XRP together on Binance as there is no direct XLM/XRP pair.