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Rebalancing doesn't reinvest the entire amount #24

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Mothluin opened this issue Apr 29, 2023 · 0 comments
Open

Rebalancing doesn't reinvest the entire amount #24

Mothluin opened this issue Apr 29, 2023 · 0 comments

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@Mothluin
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Hi
When rebalancing, I expect the bot to sell a quota of the overperforming coin(s) and reinvest that amount into the other coins which are not doing as well.
Sometimes the quota sold exceeds the total amount of coins purchased, and this creates a quote currency overhead:

2023-04-26T12:20:02: [CHECK] Rebalance not necessary
2023-04-26T12:25:01: [CHECK] MATIC deviates 17.98071732627949 USD (12.57%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] XRP deviates 16.289376283279495 USD (11.39%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] ETH deviates 17.761935389029503 USD (12.42%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] ADA deviates 18.552236506029487 USD (12.97%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] BTC deviates 18.835790320945023 USD (11.92%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] CRO deviates 9.587844846273725 USD (6.07%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] LINK deviates 16.55570138552949 USD (11.58%) -> [OVERPERFORMING]
2023-04-26T12:25:01: [CHECK] SAND deviates 17.096948710604522 USD (11.96%) -> [OVERPERFORMING]
2023-04-26T12:25:02: [SELL] MATIC for 17.98071732627949 USD
2023-04-26T12:25:02: [SELL] XRP for 16.289376283279495 USD
2023-04-26T12:25:03: [SELL] ETH for 17.761935389029503 USD
2023-04-26T12:25:03: [SELL] ADA for 18.552236506029487 USD
2023-04-26T12:25:04: [SELL] BTC for 18.835790320945023 USD
2023-04-26T12:25:04: [SELL] CRO for 9.587844846273725 USD
2023-04-26T12:25:04: [SELL] LINK for 16.55570138552949 USD
2023-04-26T12:25:05: [SELL] SAND for 17.096948710604522 USD
2023-04-26T12:25:06: [BUY] MKR for 132.66 USD
2023-04-26T12:30:02: [CHECK] MKR deviates 130.2991620287324 USD (81.91%) -> [OVERPERFORMING]
2023-04-26T12:30:02: [SELL] MKR for 130.2991620287324 USD
2023-04-26T12:30:04: [BUY] ADA for 16.02611 USD
2023-04-26T12:30:06: [BUY] BTC for 17.3 USD
2023-04-26T12:30:06: [BUY] ETH for 15.48 USD
2023-04-26T12:35:02: [CHECK] ETH deviates 8.828889678727052 USD (5.88%) -> [OVERPERFORMING]
2023-04-26T12:35:02: [CHECK] ADA deviates 8.532209958427046 USD (5.68%) -> [OVERPERFORMING]
2023-04-26T12:35:02: [CHECK] BTC deviates 9.421854721025852 USD (5.67%) -> [OVERPERFORMING]
2023-04-26T12:35:02: [CHECK] MKR deviates 9.206090801427052 USD (6.13%) -> [OVERPERFORMING]
2023-04-26T12:35:02: [SELL] ETH for 8.828889678727052 USD
2023-04-26T12:35:03: [SELL] ADA for 8.532209958427046 USD
2023-04-26T12:35:03: [SELL] BTC for 9.421854721025852 USD
2023-04-26T12:35:04: [SELL] MKR for 9.206090801427052 USD
2023-04-26T12:35:05: [BUY] XRP for 7.53346 USD
2023-04-26T12:35:05: [BUY] LINK for 7.1048 USD
2023-04-26T12:35:06: [BUY] MATIC for 6.65683 USD
2023-04-26T12:40:02: [CHECK] Rebalance not necessary

I think this has an impact on the investment parameter in PortfolioATH.json: even if I didn't pour additional money in the Exchange, the parameter continues to rise (as if the extra quote currency was fresh new money), making it harder to arm the trailing stop.

Thanks

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