Don't use it yet 😃 saleh just figured out, that my approach maybe was a little to naive. The direction is the right one. The thing is: Currently the balance is centrally set in the exchange class. If there a two routes, with lets say each a weight of 0.5. That would mean with my approach right now if the starting balance is 10 000 each route has 5000 available to trade with. Now imagine one route loses everything. That would mean only 5000 balance left for both, meaning only 2500 left for each route to trade with.
The question is: Should it be that way or should the route that lost its 5000 just not being able to trade after losing its available balance? That would mean the route/strategy that didn't fail has still 5000 and not only 2500. That approach would use a balance on route / strategy basis.