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Published 20 hours ago • verified publisher icon AsyncAlgoTrading
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Asynchronous, event-driven algorithmic trading in Python and C++

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Expose coinbase book to strategies

1 comment

timkpaine avatar timkpaine

Add polygon datasource

timkpaine avatar timkpaine

feature
exchange

Add Binance exchange support

this is a really excellent project, fantastic coding. thank you very much. I would add the binance exchange.

jandykwan avatar jandykwan

backlog
exchange

Fix some race conditions, revamp ib processing

timkpaine avatar timkpaine

Coinbase exchange features

1 comment

Data: - `l2` streaming - just trades - no web socket, just http requests

timkpaine avatar timkpaine

feature
backlog
exchange

differentiate between newOrder rejected and cancel rejected

timkpaine avatar timkpaine

feature
engine

Update order book api in README

timkpaine avatar timkpaine

backlog
documentation

Strategy Compositing and onData only strategies

thinking about a more functional interface like `bt`/`ffn` have `onSignal` and signal creation, allow for signal composition, etc

timkpaine avatar timkpaine

feature
backlog

Merge instrument changes into C++

New/modified attributes, trading day, etc

timkpaine avatar timkpaine

feature
backlog

Merge py order book/price level changes into C++

timkpaine avatar timkpaine

feature
backlog

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verified publisher icon AsyncAlgoTrading

Metadata

Asynchronous, event-driven algorithmic trading in Python and C++

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