There's a lot of room for improving how strategies are written. They currently have the low level primitive operations that we can use to build up a higher level syntax/dsl for position management. Here's a draft of what such a think can look like. Def requires more thought.
val btcPosition = position("my_pos", "btc")
val btcPositionBitmex = position("my_pos", "btc", "bitmex")
val ethPosition = btcPosition / 2
if (something)
btcPosition("usd") = ethPosition("usd")
maximize(ethPosition.as("ltc") - btcPosition.as("ltc"))
There's a lot of room for improving how strategies are written. They currently have the low level primitive operations that we can use to build up a higher level syntax/dsl for position management. Here's a draft of what such a think can look like. Def requires more thought.