calumrussell / rotala

Backtesting engine written in Rust

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Rotala

calumrussell opened this issue · comments

Exchange module needs another rework:

  • Will need to mirror exchange package so we hit feature parity.
  • Switch RPC to JSON.
  • Server bin.
  • Provide a test env.
  • Clock dependency should be limited to rotala, when you init an exchange it should you tell what the period start and frequency.
  • Should rename existing exchanges.
  • Name original exchange api too: insert, delete, modify, cancel may change in future so this needs to be named.
  • Add docs.
  • Should further cut down on code within original alator. Purpose of this package is to really act as a client for exchange so the broker/strategy impls are just examples.
  • Data store for rotala should be file, but this is something that could change in future. So load stage has to be defined for server.