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[3] buytwap and selltwap strategies should support specifying filters by quote

Open nikhilsaraf opened this issue 3 years ago • 0 comments

currently the twap based strategies are running in restricted mode where they only support filters based on the quote asset.

the factory method for the sell twap level provider explicitly checks that the filter is on the base asset otherwise does not allow it.

we need to update the log lines and variable names into a format that allows the quote asset as the filter. this will probably be the primary change in this issue.

the filter has automated tests against the quote asset.

testing should also be done manually once completed for sanity checking.

not high priority unless someone requests it explicitly

related to #522

nikhilsaraf avatar Dec 25 '20 19:12 nikhilsaraf