1.5 KiB
1.5 KiB
Dnum: High Precision Numeric Implementation
The dnum version of fixedpoint supports up to 16 digits of decimal precision. It's two times slower than the legacy version, which only supports up to 8 digits of decimal precision. We recommend that strategy developers do algorithmic calculations in float64, then convert them back to fixedpoint to interact with exchanges to keep the balance between speed and the accuracy of accounting result.
To Install dnum version of bbgo, we've create several scripts for quick setup:
# grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid-dnum.sh) binance
# grid trading strategy for max exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid-dnum.sh) max
# bollinger grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid-dnum.sh) binance
# bollinger grid trading strategy for max exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid-dnum.sh) max
If you already have the configuration somewhere, you may want to use the download-only script:
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download-dnum.sh)
The precompiled dnum binaries are also available in the Release Page.