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[EPIC][Model/trade] Full Predictoor support for Binance Futures #1084

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trizin opened this issue May 23, 2024 · 0 comments
Open
1 of 22 tasks

[EPIC][Model/trade] Full Predictoor support for Binance Futures #1084

trizin opened this issue May 23, 2024 · 0 comments
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Epic Type: Enhancement New feature or request

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@trizin
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trizin commented May 23, 2024

Context

Binance futures has the lower fees and most liquidity, making it the best choice for trading.

DoD

Note: There are no Binance Futures feeds on Predictoor at the moment. So we need to do that first.

TODOs

  • Simulator can support futures, and we're making $
    • Build simulator support on historical data ("histmock") for predicting & trading on Binance Futures feeds for 5m epochs. Includes: Ensure that trading models how futures are done, rather than naive buys & sells. Confer with Jaime.
    • Tune parameters for ^, until trading is profitable on at least one of the feeds. (Proceed to next steps ONLY when profitable!)
    • Build simulator support for live data but mock trades ("livemock"). Tune parameters until trading is profitable. (Proceed to next steps ONLY when profitable!)
    • Build simulator support for live data and real trades ("livereal"). Tune parameters until trading is profitable. (Proceed to next steps ONLY when profitable!)
    • Build simulator support for ^ for 1h epochs
  • 20 Binance Futures feeds working Ocean Barge (10 x 5min, 10 x 1h)
    • Deploy 20 Binance Futures feeds to Ocean Barge
    • Iterating against Barge, update predictoor bot to work on new feeds on testnet. It might be trivial.
    • Iterating against Barge, update trader bot to work on new feeds on testnet. Likely a new trading approach, mimicking what was done in sim. Put another way: "trader bot should open, close long and short positions based on signals." Work may include a refactor of trader_agent.py or its sub-approaches (there's a lot of cruft right now.)
  • 20 Binance Futures feeds working on Sapphire testnet
    • Deploy 20 Binance Futures feeds to Sapphire testnet.
    • Ensure that address.json in contracts/ repo is updated accordingly
    • Ensure that predictoor bot and trader bot work on new feeds on Sapphire testnet
  • 20 Binance Futures feeds working on Sapphire mainnet
    • Deploy 20 Binance Futures feeds to Sapphire testnet.
    • Ensure that address.json in contracts/ repo is updated accordingly
    • Ensure that predictoor bot and trader bot work on new feeds on Sapphire testnet
  • Create follow-up github issues
    • Data Farming incentives on the new feeds?
    • Write blog post & tweet
    • Experiments? Other?
@trizin trizin added the Type: Enhancement New feature or request label May 23, 2024
@trentmc trentmc added the Epic label May 29, 2024
@trentmc trentmc changed the title Get Trader Bot running on Binance Futures [EPIC] Full Predictoor support for Binance Futures May 29, 2024
@trentmc trentmc changed the title [EPIC] Full Predictoor support for Binance Futures [EPIC][Model/trade] Full Predictoor support for Binance Futures Jul 17, 2024
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