Index Strategy sells everything and then buys, instead of using diff

[IlanCosman]

When the index strategy rebalances, it seems to do so by selling off all the assets, and then repurchasing in the proper quantities. This is very inefficient and introduces a lot of extra trading costs. It would be much better if the strategy simply purchased / sold the diff between the target and current portfolio.

[GuillaumeDSM]

Hellon @IlanCosman,

There are 2 ways the Index Strategy updates its portfolio.

1. If it can just swap currencies, then it will just sell one and use the funds to buy the other.
2. However, if the transaction is more complicated (like changing multiple coins or changing ratios), then spliting funds accross assets of the index becomes much more complicated because of the exchanges' minimal order sizes. For example, if you have 50 USDT to spread between more than 10 assets, then you can't do it on Binance because the minimal order size is 5USDT. This would end up in the index not being followed at all in those cases, and funds "stuck" in USDT.

One way to improve this would be to improve the algorithm to check if spreading funds works regarding minimal order size rules of the current exchange and do it when possible.